NYVTX vs. DFIEX
Compare and contrast key facts about Davis New York Venture Fund (NYVTX) and DFA International Core Equity Portfolio I (DFIEX).
NYVTX is managed by Davis Funds. It was launched on Feb 17, 1969. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
NYVTX vs. DFIEX - Performance Comparison
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NYVTX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NYVTX Davis New York Venture Fund | 0.59% | 26.83% | 17.27% | 30.14% | -17.54% | 12.47% | 11.42% | 30.99% | -12.99% | 22.18% |
DFIEX DFA International Core Equity Portfolio I | 4.28% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -17.41% | 28.04% |
Returns By Period
In the year-to-date period, NYVTX achieves a 0.59% return, which is significantly lower than DFIEX's 4.28% return. Over the past 10 years, NYVTX has outperformed DFIEX with an annualized return of 12.65%, while DFIEX has yielded a comparatively lower 9.79% annualized return.
NYVTX
- 1D
- 0.66%
- 1M
- -1.56%
- YTD
- 0.59%
- 6M
- 7.80%
- 1Y
- 24.01%
- 3Y*
- 22.54%
- 5Y*
- 9.41%
- 10Y*
- 12.65%
DFIEX
- 1D
- 1.44%
- 1M
- -2.09%
- YTD
- 4.28%
- 6M
- 9.56%
- 1Y
- 32.02%
- 3Y*
- 17.30%
- 5Y*
- 9.72%
- 10Y*
- 9.79%
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NYVTX vs. DFIEX - Expense Ratio Comparison
NYVTX has a 0.89% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
NYVTX vs. DFIEX — Risk / Return Rank
NYVTX
DFIEX
NYVTX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Davis New York Venture Fund (NYVTX) and DFA International Core Equity Portfolio I (DFIEX). 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.
| NYVTX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.37 | 2.05 | -0.68 |
Sortino ratioReturn per unit of downside risk | 1.95 | 2.66 | -0.71 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.41 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 2.11 | 2.84 | -0.74 |
Martin ratioReturn relative to average drawdown | 9.00 | 11.17 | -2.17 |
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
| NYVTX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.37 | 2.05 | -0.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.62 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.60 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.35 | +0.13 |
Correlation
The correlation between NYVTX and DFIEX is 0.81, 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
NYVTX vs. DFIEX - Dividend Comparison
NYVTX's dividend yield for the trailing twelve months is around 11.39%, more than DFIEX's 3.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NYVTX Davis New York Venture Fund | 11.39% | 11.46% | 21.31% | 7.92% | 7.48% | 21.93% | 5.88% | 7.54% | 24.08% | 8.32% | 12.85% | 22.97% |
DFIEX DFA International Core Equity Portfolio I | 3.10% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
NYVTX vs. DFIEX - Drawdown Comparison
The maximum NYVTX drawdown since its inception was -58.56%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for NYVTX and DFIEX.
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Drawdown Indicators
| NYVTX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.56% | -62.22% | +3.66% |
Max Drawdown (1Y)Largest decline over 1 year | -8.01% | -11.01% | +3.00% |
Max Drawdown (5Y)Largest decline over 5 years | -32.62% | -28.66% | -3.96% |
Max Drawdown (10Y)Largest decline over 10 years | -36.98% | -41.04% | +4.06% |
Current DrawdownCurrent decline from peak | -4.90% | -6.42% | +1.52% |
Average DrawdownAverage peak-to-trough decline | -10.21% | -12.26% | +2.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.83% | 2.80% | +0.03% |
Volatility
NYVTX vs. DFIEX - Volatility Comparison
The current volatility for Davis New York Venture Fund (NYVTX) is 4.68%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 6.66%. This indicates that NYVTX experiences smaller price fluctuations and is considered to be less risky than DFIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NYVTX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.68% | 6.66% | -1.98% |
Volatility (6M)Calculated over the trailing 6-month period | 9.90% | 10.52% | -0.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.42% | 15.92% | +2.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.83% | 15.66% | +4.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.07% | 16.35% | +3.72% |