OAKEX vs. DISVX
OAKEX (Oakmark International Small Cap Fund) and DISVX (DFA International Small Cap Value Portfolio) are both Foreign Small & Mid Cap Equities funds. Over the past 10 years, OAKEX returned 7.98%/yr vs 11.41%/yr for DISVX. A 0.79 correlation means they provide meaningful diversification when combined. OAKEX charges 1.34%/yr vs 0.46%/yr for DISVX.
Performance
OAKEX vs. DISVX - Performance Comparison
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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%
OAKEX vs. DISVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
OAKEX
DISVX
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.
| OAKEX | DISVX | Difference | |
|---|---|---|---|
| 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 |
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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
| OAKEX | DISVX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -7.40% | -3.99% | -3.41% |
Average DrawdownAverage peak-to-trough decline | -13.48% | -12.18% | -1.30% |
Ulcer IndexDepth 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
| OAKEX | DISVX | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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