ISCF vs. DISVX
ISCF (iShares MSCI Intl Small-Cap Multifactor ETF) and DISVX (DFA International Small Cap Value Portfolio) are both Foreign Small & Mid Cap Equities funds. Over the past 10 years, ISCF returned 9.19%/yr vs 10.65%/yr for DISVX. Their correlation of 0.84 suggests significant overlap in exposure. ISCF charges 0.40%/yr vs 0.46%/yr for DISVX.
Performance
ISCF vs. DISVX - Performance Comparison
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Returns By Period
In the year-to-date period, ISCF achieves a 7.28% return, which is significantly lower than DISVX's 10.61% return. Over the past 10 years, ISCF has underperformed DISVX with an annualized return of 9.19%, while DISVX has yielded a comparatively higher 10.65% annualized return.
ISCF
- 1D
- -1.13%
- 1M
- 1.65%
- YTD
- 7.28%
- 6M
- 10.16%
- 1Y
- 21.96%
- 3Y*
- 17.40%
- 5Y*
- 7.26%
- 10Y*
- 9.19%
DISVX
- 1D
- 0.06%
- 1M
- 3.32%
- YTD
- 10.61%
- 6M
- 14.85%
- 1Y
- 36.19%
- 3Y*
- 26.27%
- 5Y*
- 13.72%
- 10Y*
- 10.65%
ISCF vs. DISVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ISCF iShares MSCI Intl Small-Cap Multifactor ETF | 7.28% | 33.65% | 4.75% | 11.50% | -15.07% | 13.31% | 7.65% | 26.32% | -18.76% | 38.13% |
DISVX DFA International Small Cap Value Portfolio | 10.61% | 52.17% | 7.88% | 17.58% | -9.80% | 15.84% | 0.82% | 21.04% | -23.36% | 25.41% |
Correlation
The correlation between ISCF and DISVX is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since May 4, 2015 | 0.84 |
The correlation between ISCF and DISVX has been stable across timeframes, ranging from 0.84 to 0.94 - a consistent structural relationship.
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Return for Risk
ISCF vs. DISVX — Risk / Return Rank
ISCF
DISVX
ISCF vs. DISVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Intl Small-Cap Multifactor ETF (ISCF) and DFA International Small Cap Value Portfolio (DISVX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| ISCF | DISVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.95 | ||
| Sortino ratioReturn per unit of downside risk | -1.25 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.45 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 1.94 | 2.68 | -0.74 |
| Martin ratioReturn relative to average drawdown | 7.28 | 9.57 | -2.29 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ISCF | DISVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.54 | 2.49 | -0.95 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.86 | -0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.64 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.52 | -0.04 |
Drawdowns
ISCF vs. DISVX - Drawdown Comparison
The maximum ISCF drawdown since its inception was -40.79%, smaller than the maximum DISVX drawdown of -61.57%. Use the drawdown chart below to compare losses from any high point for ISCF and DISVX.
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Drawdown Indicators
| ISCF | DISVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.79% | -61.57% | +20.78% |
Max Drawdown (1Y)Largest decline over 1 year | -11.34% | -13.26% | +1.92% |
Max Drawdown (3Y)Largest decline over 3 years | -13.85% | -13.69% | -0.16% |
Max Drawdown (5Y)Largest decline over 5 years | -30.70% | -27.43% | -3.27% |
Max Drawdown (10Y)Largest decline over 10 years | -40.79% | -49.24% | +8.45% |
Current DrawdownCurrent decline from peak | -2.64% | -3.34% | +0.70% |
Average DrawdownAverage peak-to-trough decline | -8.14% | -12.20% | +4.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.02% | 3.70% | -0.68% |
Volatility
ISCF vs. DISVX - Volatility Comparison
iShares MSCI Intl Small-Cap Multifactor ETF (ISCF) has a higher volatility of 4.33% compared to DFA International Small Cap Value Portfolio (DISVX) at 3.94%. This indicates that ISCF's price experiences larger fluctuations and is considered to be riskier than DISVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ISCF | DISVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.33% | 3.94% | +0.39% |
Volatility (6M)Calculated over the trailing 6-month period | 11.86% | 11.64% | +0.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.39% | 14.37% | +0.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.66% | 16.07% | +0.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.44% | 16.78% | +0.66% |
ISCF vs. DISVX - Expense Ratio Comparison
ISCF has a 0.40% expense ratio, which is lower than DISVX's 0.46% expense ratio.
Dividends
ISCF vs. DISVX - Dividend Comparison
ISCF's dividend yield for the trailing twelve months is around 3.50%, less than DISVX's 6.52% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DISVX DFA International Small Cap Value Portfolio | 6.52% | 7.17% | 4.56% | 3.87% | 2.40% | 3.51% | 1.84% | 3.97% | 5.91% | 3.77% | 5.85% | 3.51% |
ISCF iShares MSCI Intl Small-Cap Multifactor ETF | 3.50% | 3.76% | 4.29% | 3.94% | 2.73% | 3.93% | 2.30% | 2.87% | 2.14% | 1.97% | 2.89% | 1.46% |
Frequently Asked Questions
With a correlation of 0.91, ISCF and DISVX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
ISCF has higher volatility (4.33%) compared to DISVX (3.94%). In terms of maximum drawdown, ISCF dropped -40.79% vs DISVX's -61.57%.
DISVX currently has the higher Sharpe Ratio (2.49 vs 1.54), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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