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MSVVX vs. DFISX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MSVVX vs. DFISX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mesirow Small Company Sustainability Fund (MSVVX) and DFA International Small Company Portfolio (DFISX). The values are adjusted to include any dividend payments, if applicable.

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MSVVX vs. DFISX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
MSVVX
Mesirow Small Company Sustainability Fund
-6.97%-59.78%13.89%12.04%-5.18%26.12%7.06%22.95%-2.26%
DFISX
DFA International Small Company Portfolio
-1.97%36.35%3.76%14.46%-17.13%10.71%9.27%24.18%0.70%

Returns By Period

In the year-to-date period, MSVVX achieves a -6.97% return, which is significantly lower than DFISX's -1.97% return.


MSVVX

1D
-1.06%
1M
-10.54%
YTD
-6.97%
6M
-64.97%
1Y
-60.36%
3Y*
-22.92%
5Y*
-13.36%
10Y*

DFISX

1D
-0.34%
1M
-11.77%
YTD
-1.97%
6M
2.11%
1Y
26.89%
3Y*
14.28%
5Y*
6.58%
10Y*
7.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MSVVX vs. DFISX - Expense Ratio Comparison

MSVVX has a 3.06% expense ratio, which is higher than DFISX's 0.39% expense ratio.


Return for Risk

MSVVX vs. DFISX — Risk / Return Rank

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

MSVVX
MSVVX Risk / Return Rank: 00
Overall Rank
MSVVX Sharpe Ratio Rank: 00
Sharpe Ratio Rank
MSVVX Sortino Ratio Rank: 11
Sortino Ratio Rank
MSVVX Omega Ratio Rank: 00
Omega Ratio Rank
MSVVX Calmar Ratio Rank: 00
Calmar Ratio Rank
MSVVX Martin Ratio Rank: 11
Martin Ratio Rank

DFISX
DFISX Risk / Return Rank: 8383
Overall Rank
DFISX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
DFISX Sortino Ratio Rank: 8484
Sortino Ratio Rank
DFISX Omega Ratio Rank: 8383
Omega Ratio Rank
DFISX Calmar Ratio Rank: 8383
Calmar Ratio Rank
DFISX Martin Ratio Rank: 8181
Martin Ratio Rank
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.

MSVVX vs. DFISX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mesirow Small Company Sustainability Fund (MSVVX) 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.


MSVVXDFISXDifference

Sharpe ratio

Return per unit of total volatility

-0.91

1.66

-2.57

Sortino ratio

Return per unit of downside risk

-0.84

2.15

-2.99

Omega ratio

Gain probability vs. loss probability

0.69

1.33

-0.63

Calmar ratio

Return relative to maximum drawdown

-0.92

2.04

-2.96

Martin ratio

Return relative to average drawdown

-1.85

7.97

-9.82

MSVVX vs. DFISX - Sharpe Ratio Comparison

The current MSVVX Sharpe Ratio is -0.91, which is lower than the DFISX Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of MSVVX and DFISX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MSVVXDFISXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.91

1.66

-2.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.39

0.42

-0.81

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.12

0.44

-0.57

Correlation

The correlation between MSVVX and DFISX is 0.70, 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

MSVVX vs. DFISX - Dividend Comparison

MSVVX has not paid dividends to shareholders, while DFISX's dividend yield for the trailing twelve months is around 3.21%.


TTM20252024202320222021202020192018201720162015
MSVVX
Mesirow Small Company Sustainability Fund
0.00%0.00%7.98%4.49%2.89%23.76%0.44%7.93%0.45%0.00%0.00%0.00%
DFISX
DFA International Small Company Portfolio
3.21%3.19%3.39%3.01%3.51%3.06%1.71%4.54%7.74%1.27%4.44%4.47%

Drawdowns

MSVVX vs. DFISX - Drawdown Comparison

The maximum MSVVX drawdown since its inception was -66.28%, which is greater than DFISX's maximum drawdown of -60.66%. Use the drawdown chart below to compare losses from any high point for MSVVX and DFISX.


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Drawdown Indicators


MSVVXDFISXDifference

Max Drawdown

Largest peak-to-trough decline

-66.28%

-60.66%

-5.62%

Max Drawdown (1Y)

Largest decline over 1 year

-66.28%

-11.96%

-54.32%

Max Drawdown (5Y)

Largest decline over 5 years

-66.28%

-35.06%

-31.22%

Max Drawdown (10Y)

Largest decline over 10 years

-43.00%

Current Drawdown

Current decline from peak

-66.28%

-11.77%

-54.51%

Average Drawdown

Average peak-to-trough decline

-8.69%

-11.69%

+3.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

33.09%

3.06%

+30.03%

Volatility

MSVVX vs. DFISX - Volatility Comparison

The current volatility for Mesirow Small Company Sustainability Fund (MSVVX) is 5.39%, while DFA International Small Company Portfolio (DFISX) has a volatility of 5.90%. This indicates that MSVVX experiences smaller price fluctuations and is considered to be less risky than DFISX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MSVVXDFISXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.39%

5.90%

-0.51%

Volatility (6M)

Calculated over the trailing 6-month period

100.01%

10.04%

+89.97%

Volatility (1Y)

Calculated over the trailing 1-year period

66.73%

15.38%

+51.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.69%

15.75%

+18.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.66%

16.11%

+17.55%