NGRRX vs. DFVIX
NGRRX (Nuveen International Value Fund) and DFVIX (DFA International Value III Portfolio) are both Foreign Large Cap Equities funds. Over the past 10 years, NGRRX returned 9.07%/yr vs 12.43%/yr for DFVIX. Their correlation of 0.88 suggests significant overlap in exposure. NGRRX charges 0.89%/yr vs 0.24%/yr for DFVIX.
Performance
NGRRX vs. DFVIX - Performance Comparison
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Returns By Period
In the year-to-date period, NGRRX achieves a 7.37% return, which is significantly lower than DFVIX's 13.50% return. Over the past 10 years, NGRRX has underperformed DFVIX with an annualized return of 9.07%, while DFVIX has yielded a comparatively higher 12.43% annualized return.
NGRRX
- 1D
- -0.44%
- 1M
- 1.45%
- 6M
- 3.41%
- YTD
- 7.37%
- 1Y
- 21.55%
- 3Y*
- 16.38%
- 5Y*
- 11.18%
- 10Y*
- 9.07%
DFVIX
- 1D
- -0.65%
- 1M
- 1.56%
- 6M
- 9.79%
- YTD
- 13.50%
- 1Y
- 33.99%
- 3Y*
- 22.40%
- 5Y*
- 16.81%
- 10Y*
- 12.43%
NGRRX vs. DFVIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NGRRX Nuveen International Value Fund | 7.37% | 36.06% | 4.57% | 20.60% | -8.85% | 12.34% | 3.92% | 18.46% | -18.08% | 20.75% |
DFVIX DFA International Value III Portfolio | 13.50% | 44.85% | 6.86% | 17.89% | -3.41% | 23.59% | -1.96% | 15.85% | -17.29% | 26.23% |
Correlation
The correlation between NGRRX and DFVIX is 0.91, 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 | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Dec 20, 1999 | 0.88 |
The correlation between NGRRX and DFVIX has been stable across timeframes, ranging from 0.88 to 0.94 - a consistent structural relationship.
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Return for Risk
NGRRX vs. DFVIX — Risk / Return Rank
NGRRX
DFVIX
NGRRX vs. DFVIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen International Value Fund (NGRRX) 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.
| NGRRX | DFVIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.00 | ||
| Sortino ratioReturn per unit of downside risk | -1.28 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.44 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.60 | 3.64 | -2.04 |
| Martin ratioReturn relative to average drawdown | 5.20 | 13.96 | -8.77 |
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Drawdowns
NGRRX vs. DFVIX - Drawdown Comparison
The maximum NGRRX drawdown since its inception was -59.12%, smaller than the maximum DFVIX drawdown of -66.53%. Use the drawdown chart below to compare losses from any high point for NGRRX and DFVIX.
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Drawdown Indicators
| NGRRX | DFVIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.12% | -66.53% | +7.41% |
Max Drawdown (1Y)Largest decline over 1 year | -13.87% | -9.53% | -4.34% |
Max Drawdown (3Y)Largest decline over 3 years | -14.53% | -14.68% | +0.15% |
Max Drawdown (5Y)Largest decline over 5 years | -26.36% | -25.26% | -1.10% |
Max Drawdown (10Y)Largest decline over 10 years | -41.91% | -47.89% | +5.98% |
Current DrawdownCurrent decline from peak | -2.98% | -0.65% | -2.33% |
Average DrawdownAverage peak-to-trough decline | -15.33% | -12.23% | -3.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.26% | 2.47% | +1.79% |
Volatility
NGRRX vs. DFVIX - Volatility Comparison
Nuveen International Value Fund (NGRRX) and DFA International Value III Portfolio (DFVIX) have volatilities of 3.83% and 3.65%, 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.
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Volatility by Period
| NGRRX | DFVIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.83% | 3.65% | +0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 12.97% | 11.63% | +1.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.36% | 14.17% | +1.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.81% | 16.45% | -0.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.12% | 17.74% | -1.62% |
NGRRX vs. DFVIX - Expense Ratio Comparison
NGRRX has a 0.89% expense ratio, which is higher than DFVIX's 0.24% expense ratio.
Dividends
NGRRX vs. DFVIX - Dividend Comparison
NGRRX's dividend yield for the trailing twelve months is around 0.21%, less than DFVIX's 3.81% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFVIX DFA International Value III Portfolio | 3.81% | 4.09% | 4.16% | 4.44% | 3.82% | 7.97% | 2.25% | 3.53% | 6.16% | 3.02% | 3.43% | 5.84% |
NGRRX Nuveen International Value Fund | 0.21% | 0.23% | 2.48% | 2.07% | 5.15% | 4.09% | 2.15% | 3.17% | 1.56% | 3.13% | 2.15% | 1.67% |
Frequently Asked Questions
With a correlation of 0.91, NGRRX 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.
NGRRX has higher volatility (3.83%) compared to DFVIX (3.65%). In terms of maximum drawdown, NGRRX dropped -59.12% vs DFVIX's -66.53%.
DFVIX currently has the higher Sharpe Ratio (2.45 vs 1.45), 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.
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