MISIX vs. DFISX
Compare and contrast key facts about Victory Trivalent International Small-Cap Fund Class I (MISIX) and DFA International Small Company Portfolio (DFISX).
MISIX is managed by Victory Capital. DFISX is managed by Dimensional Fund Advisors LP. It was launched on Sep 30, 1996.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MISIX or DFISX.
Key characteristics
| MISIX | DFISX | |
|---|---|---|
| YTD Return | 8.62% | 6.83% |
| 1Y Return | 21.37% | 20.04% |
| 3Y Return (Ann) | -4.40% | -0.41% |
| 5Y Return (Ann) | 4.37% | 6.04% |
| 10Y Return (Ann) | 5.37% | 6.18% |
| Sharpe Ratio | 1.49 | 1.51 |
| Sortino Ratio | 2.10 | 2.16 |
| Omega Ratio | 1.27 | 1.27 |
| Calmar Ratio | 0.72 | 1.08 |
| Martin Ratio | 8.22 | 8.62 |
| Ulcer Index | 2.59% | 2.35% |
| Daily Std Dev | 14.26% | 13.41% |
| Max Drawdown | -67.62% | -60.66% |
| Current Drawdown | -14.31% | -5.63% |
Correlation
The correlation between MISIX and DFISX is 0.95, 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.
Performance
MISIX vs. DFISX - Performance Comparison
In the year-to-date period, MISIX achieves a 8.62% return, which is significantly higher than DFISX's 6.83% return. Over the past 10 years, MISIX has underperformed DFISX with an annualized return of 5.37%, while DFISX has yielded a comparatively higher 6.18% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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MISIX vs. DFISX - Expense Ratio Comparison
MISIX has a 0.97% expense ratio, which is higher than DFISX's 0.39% expense ratio.
Risk-Adjusted Performance
MISIX vs. DFISX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Victory Trivalent International Small-Cap Fund Class I (MISIX) and DFA International Small Company Portfolio (DFISX). 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.
Dividends
MISIX vs. DFISX - Dividend Comparison
MISIX's dividend yield for the trailing twelve months is around 1.75%, less than DFISX's 3.12% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MISIX Victory Trivalent International Small-Cap Fund Class I | 1.75% | 1.90% | 1.12% | 1.74% | 0.40% | 1.99% | 1.28% | 1.29% | 1.56% | 1.20% | 7.85% | 1.94% |
DFISX DFA International Small Company Portfolio | 3.12% | 3.02% | 2.31% | 2.53% | 1.71% | 2.42% | 2.61% | 2.36% | 2.59% | 2.17% | 2.63% | 2.44% |
Drawdowns
MISIX vs. DFISX - Drawdown Comparison
The maximum MISIX drawdown since its inception was -67.62%, which is greater than DFISX's maximum drawdown of -60.66%. Use the drawdown chart below to compare losses from any high point for MISIX and DFISX. For additional features, visit the drawdowns tool.
Volatility
MISIX vs. DFISX - Volatility Comparison
Victory Trivalent International Small-Cap Fund Class I (MISIX) and DFA International Small Company Portfolio (DFISX) have volatilities of 3.35% and 3.48%, 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.