MSVVX vs. DFISX
Compare and contrast key facts about Mesirow Small Company Sustainability Fund (MSVVX) and DFA International Small Company Portfolio (DFISX).
MSVVX is managed by Mesirow. It was launched on Dec 19, 2018. DFISX is managed by Dimensional. It was launched on Sep 30, 1996.
Performance
MSVVX vs. DFISX - Performance Comparison
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MSVVX vs. DFISX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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%
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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
MSVVX
DFISX
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.
| MSVVX | DFISX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.91 | 1.66 | -2.57 |
Sortino ratioReturn per unit of downside risk | -0.84 | 2.15 | -2.99 |
Omega ratioGain probability vs. loss probability | 0.69 | 1.33 | -0.63 |
Calmar ratioReturn relative to maximum drawdown | -0.92 | 2.04 | -2.96 |
Martin ratioReturn relative to average drawdown | -1.85 | 7.97 | -9.82 |
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
| MSVVX | DFISX | Difference | |
|---|---|---|---|
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%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| MSVVX | DFISX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -66.28% | -11.77% | -54.51% |
Average DrawdownAverage peak-to-trough decline | -8.69% | -11.69% | +3.00% |
Ulcer IndexDepth 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
| MSVVX | DFISX | Difference | |
|---|---|---|---|
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% |