IVFIX vs. DFIEX
Compare and contrast key facts about Federated Hermes International Strategic Value Dividend Fund (IVFIX) and DFA International Core Equity Portfolio I (DFIEX).
IVFIX is managed by Federated. It was launched on Jun 3, 2008. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
IVFIX vs. DFIEX - Performance Comparison
Loading graphics...
IVFIX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IVFIX Federated Hermes International Strategic Value Dividend Fund | 5.22% | 31.79% | 1.91% | 11.05% | -2.54% | 11.58% | -1.74% | 20.15% | -11.96% | 14.63% |
DFIEX DFA International Core Equity Portfolio I | -0.21% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -17.41% | 28.04% |
Returns By Period
In the year-to-date period, IVFIX achieves a 5.22% return, which is significantly higher than DFIEX's -0.21% return. Over the past 10 years, IVFIX has underperformed DFIEX with an annualized return of 7.06%, while DFIEX has yielded a comparatively higher 9.31% annualized return.
IVFIX
- 1D
- 0.21%
- 1M
- -6.40%
- YTD
- 5.22%
- 6M
- 10.50%
- 1Y
- 23.17%
- 3Y*
- 13.89%
- 5Y*
- 10.28%
- 10Y*
- 7.06%
DFIEX
- 1D
- -0.02%
- 1M
- -10.45%
- YTD
- -0.21%
- 6M
- 5.11%
- 1Y
- 26.87%
- 3Y*
- 15.59%
- 5Y*
- 9.04%
- 10Y*
- 9.31%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
IVFIX vs. DFIEX - Expense Ratio Comparison
IVFIX has a 0.86% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
IVFIX vs. DFIEX — Risk / Return Rank
IVFIX
DFIEX
IVFIX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Federated Hermes International Strategic Value Dividend Fund (IVFIX) and DFA International Core Equity Portfolio I (DFIEX). 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.
| IVFIX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.98 | 1.66 | +0.32 |
Sortino ratioReturn per unit of downside risk | 2.58 | 2.18 | +0.40 |
Omega ratioGain probability vs. loss probability | 1.41 | 1.33 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 4.08 | 2.16 | +1.92 |
Martin ratioReturn relative to average drawdown | 17.43 | 8.72 | +8.71 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| IVFIX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.98 | 1.66 | +0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.58 | +0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.57 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 0.34 | -0.13 |
Correlation
The correlation between IVFIX and DFIEX is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
IVFIX vs. DFIEX - Dividend Comparison
IVFIX's dividend yield for the trailing twelve months is around 3.14%, less than DFIEX's 3.24% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IVFIX Federated Hermes International Strategic Value Dividend Fund | 3.14% | 3.37% | 4.44% | 4.01% | 3.99% | 3.67% | 3.62% | 3.98% | 4.97% | 4.17% | 3.38% | 3.95% |
DFIEX DFA International Core Equity Portfolio I | 3.24% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
IVFIX vs. DFIEX - Drawdown Comparison
The maximum IVFIX drawdown since its inception was -51.49%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for IVFIX and DFIEX.
Loading graphics...
Drawdown Indicators
| IVFIX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.49% | -62.22% | +10.73% |
Max Drawdown (1Y)Largest decline over 1 year | -8.47% | -11.01% | +2.54% |
Max Drawdown (5Y)Largest decline over 5 years | -21.29% | -28.66% | +7.37% |
Max Drawdown (10Y)Largest decline over 10 years | -33.46% | -41.04% | +7.58% |
Current DrawdownCurrent decline from peak | -6.58% | -10.45% | +3.87% |
Average DrawdownAverage peak-to-trough decline | -11.69% | -12.26% | +0.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.98% | 2.84% | -0.86% |
Volatility
IVFIX vs. DFIEX - Volatility Comparison
The current volatility for Federated Hermes International Strategic Value Dividend Fund (IVFIX) is 4.54%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 6.26%. This indicates that IVFIX experiences smaller price fluctuations and is considered to be less risky than DFIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| IVFIX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.54% | 6.26% | -1.72% |
Volatility (6M)Calculated over the trailing 6-month period | 8.10% | 10.04% | -1.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.63% | 15.66% | -1.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.96% | 15.60% | -2.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.74% | 16.32% | -1.58% |