LAIDX vs. DFVIX

Last updated Jul 17, 2026

LAIDX (Lord Abbett International Value Fund) and DFVIX (DFA International Value III Portfolio) are both Foreign Large Cap Equities funds. Over the past 10 years, LAIDX returned 9.36%/yr vs 12.51%/yr for DFVIX. Their correlation of 0.94 suggests significant overlap in exposure. LAIDX charges 0.82%/yr vs 0.24%/yr for DFVIX.

Performance

LAIDX vs. DFVIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lord Abbett International Value Fund (LAIDX) and DFA International Value III Portfolio (DFVIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with LAIDX having a 13.79% return and DFVIX slightly higher at 14.24%. Over the past 10 years, LAIDX has underperformed DFVIX with an annualized return of 9.36%, while DFVIX has yielded a comparatively higher 12.51% annualized return.

LAIDX

• 1D: 0.67%
• 1M: 1.49%
• 6M: 10.67%
• YTD: 13.79%
• 1Y: 30.79%
• 3Y*: 20.64%
• 5Y*: 12.27%
• 10Y*: 9.36%

DFVIX

• 1D: 0.62%
• 1M: 1.19%
• 6M: 10.55%
• YTD: 14.24%
• 1Y: 35.12%
• 3Y*: 22.67%
• 5Y*: 16.97%
• 10Y*: 12.51%

*Multi-year figures are annualized to reflect compound growth (CAGR)

LAIDX vs. DFVIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LAIDX Lord Abbett International Value Fund	13.79%	38.19%	8.03%	15.65%	-10.62%	9.90%	4.19%	17.90%	-15.74%	21.75%
DFVIX DFA International Value III Portfolio	14.24%	44.85%	6.86%	17.89%	-3.41%	23.59%	-1.96%	15.85%	-17.29%	26.23%

Correlation

The correlation between LAIDX and DFVIX is 0.93, 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	0.93
Correlation (3Y) Calculated over the trailing 3-year period	0.94
Correlation (5Y) Calculated over the trailing 5-year period	0.95
Correlation (10Y) Calculated over the trailing 10-year period	0.93
Correlation (All Time) Calculated using the full available price history since Jun 23, 2008	0.94

The correlation between LAIDX and DFVIX has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.

Return for Risk

LAIDX vs. DFVIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LAIDX

LAIDX Risk / Return Rank: 70
LAIDX Sharpe Ratio Rank: 78
LAIDX Sortino Ratio Rank: 74
LAIDX Omega Ratio Rank: 75
LAIDX Calmar Ratio Rank: 65
LAIDX Martin Ratio Rank: 56

DFVIX

DFVIX Risk / Return Rank: 89
DFVIX Sharpe Ratio Rank: 92
DFVIX Sortino Ratio Rank: 87
DFVIX Omega Ratio Rank: 85
DFVIX Calmar Ratio Rank: 91
DFVIX Martin Ratio Rank: 92

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LAIDX vs. DFVIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lord Abbett International Value Fund (LAIDX) and DFA International Value III Portfolio (DFVIX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	LAIDX	DFVIX	Difference
Sharpe ratio: Return per unit of total volatility	2.08	2.54	-0.46
Sortino ratio: Return per unit of downside risk	2.84	3.45	-0.61
Omega ratio: Gain probability vs. loss probability	1.38	1.45	-0.07
Calmar ratio: Return relative to maximum drawdown	2.57	3.77	-1.20
Martin ratio: Return relative to average drawdown	9.22	14.46	-5.23

LAIDX vs. DFVIX - Sharpe Ratio Comparison

The current LAIDX Sharpe Ratio is 2.08, which is comparable to the DFVIX Sharpe Ratio of 2.54. The chart below compares the historical Sharpe Ratios of LAIDX and DFVIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

LAIDX vs. DFVIX - Drawdown Comparison

The maximum LAIDX drawdown since its inception was -52.40%, smaller than the maximum DFVIX drawdown of -66.53%. Use the drawdown chart below to compare losses from any high point for LAIDX and DFVIX.

Drawdown Indicators

	LAIDX	DFVIX	Difference
Max Drawdown Largest peak-to-trough decline	-52.40%	-66.53%	+14.13%
Max Drawdown (1Y) Largest decline over 1 year	-12.14%	-9.53%	-2.61%
Max Drawdown (3Y) Largest decline over 3 years	-13.02%	-14.68%	+1.66%
Max Drawdown (5Y) Largest decline over 5 years	-28.31%	-25.26%	-3.05%
Max Drawdown (10Y) Largest decline over 10 years	-42.34%	-47.89%	+5.55%
Current Drawdown Current decline from peak	-0.17%	0.00%	-0.17%
Average Drawdown Average peak-to-trough decline	-11.27%	-12.23%	+0.96%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.38%	2.48%	+0.90%

Volatility

LAIDX vs. DFVIX - Volatility Comparison

Lord Abbett International Value Fund (LAIDX) and DFA International Value III Portfolio (DFVIX) have volatilities of 3.73% and 3.59%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LAIDX	DFVIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.73%	3.59%	+0.14%
Volatility (6M) Calculated over the trailing 6-month period	12.84%	11.61%	+1.23%
Volatility (1Y) Calculated over the trailing 1-year period	15.04%	14.20%	+0.84%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.47%	16.46%	-0.99%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.66%	17.75%	-1.09%

LAIDX vs. DFVIX - Expense Ratio Comparison

LAIDX has a 0.82% expense ratio, which is higher than DFVIX's 0.24% expense ratio.

Dividends

LAIDX vs. DFVIX - Dividend Comparison

LAIDX's dividend yield for the trailing twelve months is around 1.96%, less than DFVIX's 3.79% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DFVIX DFA International Value III Portfolio	3.79%	4.09%	4.16%	4.44%	3.82%	7.97%	2.25%	3.53%	6.16%	3.02%	3.43%	5.84%
LAIDX Lord Abbett International Value Fund	1.96%	2.75%	3.55%	3.31%	4.00%	3.49%	2.31%	3.25%	3.67%	3.04%	3.94%	3.82%

Frequently Asked Questions

Can I hold both LAIDX and DFVIX in my portfolio?

With a correlation of 0.93, LAIDX and DFVIX 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.

Which is riskier, LAIDX or DFVIX?

LAIDX has higher volatility (3.73%) compared to DFVIX (3.59%). In terms of maximum drawdown, LAIDX dropped -52.40% vs DFVIX's -66.53%.

Which has better risk-adjusted returns?

DFVIX currently has the higher Sharpe Ratio (2.54 vs 2.08), 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.