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OAKEX vs. DISVX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OAKEX vs. DISVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Oakmark International Small Cap Fund (OAKEX) and DFA International Small Cap Value Portfolio (DISVX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, OAKEX achieves a -2.37% return, which is significantly lower than DISVX's 9.87% return. Over the past 10 years, OAKEX has underperformed DISVX with an annualized return of 7.98%, while DISVX has yielded a comparatively higher 11.41% annualized return.


OAKEX

1D
0.00%
1M
-1.38%
YTD
-2.37%
6M
-2.28%
1Y
4.87%
3Y*
10.60%
5Y*
4.17%
10Y*
7.98%

DISVX

1D
0.06%
1M
0.53%
YTD
9.87%
6M
9.48%
1Y
35.07%
3Y*
26.28%
5Y*
14.32%
10Y*
11.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OAKEX vs. DISVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OAKEX
Oakmark International Small Cap Fund
-2.37%29.51%-3.00%19.59%-14.50%17.90%5.00%31.91%-23.71%26.03%
DISVX
DFA International Small Cap Value Portfolio
9.87%52.17%7.88%17.58%-9.80%15.84%0.82%21.04%-23.36%25.41%

Correlation

The correlation between OAKEX and DISVX is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.74

Correlation (3Y)
Calculated over the trailing 3-year period

0.79

Correlation (5Y)
Calculated over the trailing 5-year period

0.84

Correlation (10Y)
Calculated over the trailing 10-year period

0.84

Correlation (All Time)
Calculated using the full available price history since Oct 31, 1995

0.79

The correlation between OAKEX and DISVX has been stable across timeframes, ranging from 0.74 to 0.84 - a consistent structural relationship.

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Return for Risk

OAKEX vs. DISVX — Risk / Return Rank

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

OAKEX
OAKEX Risk / Return Rank: 55
Overall Rank
OAKEX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
OAKEX Sortino Ratio Rank: 55
Sortino Ratio Rank
OAKEX Omega Ratio Rank: 55
Omega Ratio Rank
OAKEX Calmar Ratio Rank: 44
Calmar Ratio Rank
OAKEX Martin Ratio Rank: 55
Martin Ratio Rank

DISVX
DISVX Risk / Return Rank: 6868
Overall Rank
DISVX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
DISVX Sortino Ratio Rank: 7777
Sortino Ratio Rank
DISVX Omega Ratio Rank: 7575
Omega Ratio Rank
DISVX Calmar Ratio Rank: 5555
Calmar Ratio Rank
DISVX Martin Ratio Rank: 4848
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.

OAKEX vs. DISVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Oakmark International Small Cap Fund (OAKEX) and DFA International Small Cap Value Portfolio (DISVX). 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.


OAKEXDISVXDifference
Sharpe ratioReturn per unit of total volatility

-2.15

Sortino ratioReturn per unit of downside risk

-2.84

Omega ratioGain probability vs. loss probability

1.07

1.45

-0.38

Calmar ratioReturn relative to maximum drawdown

0.27

2.73

-2.45

Martin ratioReturn relative to average drawdown

0.79

9.37

-8.59

OAKEX vs. DISVX - Sharpe Ratio Comparison

The current OAKEX Sharpe Ratio is 0.31, which is lower than the DISVX Sharpe Ratio of 2.46. The chart below compares the historical Sharpe Ratios of OAKEX and DISVX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

OAKEX vs. DISVX - Drawdown Comparison

The maximum OAKEX drawdown since its inception was -70.12%, which is greater than DISVX's maximum drawdown of -61.57%. Use the drawdown chart below to compare losses from any high point for OAKEX and DISVX.


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Drawdown Indicators


OAKEXDISVXDifference

Max Drawdown

Largest peak-to-trough decline

-70.12%

-61.57%

-8.55%

Max Drawdown (1Y)

Largest decline over 1 year

-17.18%

-13.26%

-3.92%

Max Drawdown (3Y)

Largest decline over 3 years

-17.18%

-13.69%

-3.49%

Max Drawdown (5Y)

Largest decline over 5 years

-38.40%

-27.43%

-10.97%

Max Drawdown (10Y)

Largest decline over 10 years

-49.61%

-49.24%

-0.37%

Current Drawdown

Current decline from peak

-7.40%

-3.99%

-3.41%

Average Drawdown

Average peak-to-trough decline

-13.48%

-12.18%

-1.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.96%

3.84%

+2.12%

Volatility

OAKEX vs. DISVX - Volatility Comparison

The current volatility for Oakmark International Small Cap Fund (OAKEX) is 3.93%, while DFA International Small Cap Value Portfolio (DISVX) has a volatility of 4.67%. This indicates that OAKEX experiences smaller price fluctuations and is considered to be less risky than DISVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OAKEXDISVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.93%

4.67%

-0.74%

Volatility (6M)

Calculated over the trailing 6-month period

11.75%

12.20%

-0.45%

Volatility (1Y)

Calculated over the trailing 1-year period

15.01%

14.71%

+0.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.73%

16.11%

+1.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.62%

16.73%

+1.89%

OAKEX vs. DISVX - Expense Ratio Comparison

OAKEX has a 1.34% expense ratio, which is higher than DISVX's 0.46% expense ratio.


Dividends

OAKEX vs. DISVX - Dividend Comparison

OAKEX's dividend yield for the trailing twelve months is around 5.37%, less than DISVX's 6.56% yield.


PositionTTM20252024202320222021202020192018201720162015
DISVX
DFA International Small Cap Value Portfolio
6.56%7.17%4.56%3.87%2.40%3.51%1.84%3.97%5.91%3.77%5.85%3.51%
OAKEX
Oakmark International Small Cap Fund
5.37%5.24%6.38%1.83%1.89%0.61%1.87%0.21%8.93%3.64%3.09%5.06%

Frequently Asked Questions


OAKEX and DISVX have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DISVX has higher volatility (4.67%) compared to OAKEX (3.93%). In terms of maximum drawdown, OAKEX dropped -70.12% vs DISVX's -61.57%.

DISVX currently has the higher Sharpe Ratio (2.46 vs 0.31), 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.

Portfolio Optimizer

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