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PVFAX vs. DFISX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PVFAX vs. DFISX - Performance Comparison

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

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PVFAX vs. DFISX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PVFAX
Paradigm Value Fund
-3.40%5.60%12.51%13.31%-20.25%30.28%17.69%22.27%-2.02%14.09%
DFISX
DFA International Small Company Portfolio
-1.97%36.35%3.76%14.46%-17.13%10.71%9.27%24.18%-19.42%24.78%

Returns By Period

In the year-to-date period, PVFAX achieves a -3.40% return, which is significantly lower than DFISX's -1.97% return. Over the past 10 years, PVFAX has outperformed DFISX with an annualized return of 9.78%, while DFISX has yielded a comparatively lower 7.66% annualized return.


PVFAX

1D
-1.74%
1M
-9.44%
YTD
-3.40%
6M
-2.54%
1Y
16.17%
3Y*
8.62%
5Y*
2.94%
10Y*
9.78%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PVFAX vs. DFISX - Expense Ratio Comparison

PVFAX has a 1.50% expense ratio, which is higher than DFISX's 0.39% expense ratio.


Return for Risk

PVFAX vs. DFISX — Risk / Return Rank

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

PVFAX
PVFAX Risk / Return Rank: 2929
Overall Rank
PVFAX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
PVFAX Sortino Ratio Rank: 3131
Sortino Ratio Rank
PVFAX Omega Ratio Rank: 2525
Omega Ratio Rank
PVFAX Calmar Ratio Rank: 3737
Calmar Ratio Rank
PVFAX Martin Ratio Rank: 2828
Martin Ratio Rank

DFISX
DFISX Risk / Return Rank: 8383
Overall Rank
DFISX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
DFISX Sortino Ratio Rank: 8484
Sortino Ratio Rank
DFISX Omega Ratio Rank: 8383
Omega Ratio Rank
DFISX Calmar Ratio Rank: 8383
Calmar Ratio Rank
DFISX Martin Ratio Rank: 8181
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.

PVFAX vs. DFISX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Paradigm Value Fund (PVFAX) 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.


PVFAXDFISXDifference

Sharpe ratio

Return per unit of total volatility

0.65

1.66

-1.01

Sortino ratio

Return per unit of downside risk

1.10

2.15

-1.06

Omega ratio

Gain probability vs. loss probability

1.14

1.33

-0.18

Calmar ratio

Return relative to maximum drawdown

1.00

2.04

-1.04

Martin ratio

Return relative to average drawdown

3.02

7.97

-4.95

PVFAX vs. DFISX - Sharpe Ratio Comparison

The current PVFAX Sharpe Ratio is 0.65, which is lower than the DFISX Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of PVFAX and DFISX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PVFAXDFISXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.65

1.66

-1.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.42

-0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.03

0.48

-0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.04

0.44

-0.40

Correlation

The correlation between PVFAX and DFISX is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

PVFAX vs. DFISX - Dividend Comparison

PVFAX's dividend yield for the trailing twelve months is around 21.38%, more than DFISX's 3.21% yield.


TTM20252024202320222021202020192018201720162015
PVFAX
Paradigm Value Fund
21.38%20.66%13.65%6.48%8.70%2.67%2.08%5.01%14.18%12.17%4.92%14.01%
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

PVFAX vs. DFISX - Drawdown Comparison

The maximum PVFAX drawdown since its inception was -92.43%, which is greater than DFISX's maximum drawdown of -60.66%. Use the drawdown chart below to compare losses from any high point for PVFAX and DFISX.


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Drawdown Indicators


PVFAXDFISXDifference

Max Drawdown

Largest peak-to-trough decline

-92.43%

-60.66%

-31.77%

Max Drawdown (1Y)

Largest decline over 1 year

-13.38%

-11.96%

-1.42%

Max Drawdown (5Y)

Largest decline over 5 years

-92.43%

-35.06%

-57.37%

Max Drawdown (10Y)

Largest decline over 10 years

-92.43%

-43.00%

-49.43%

Current Drawdown

Current decline from peak

-90.05%

-11.77%

-78.28%

Average Drawdown

Average peak-to-trough decline

-13.47%

-11.69%

-1.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.44%

3.06%

+1.38%

Volatility

PVFAX vs. DFISX - Volatility Comparison

Paradigm Value Fund (PVFAX) has a higher volatility of 6.90% compared to DFA International Small Company Portfolio (DFISX) at 5.90%. This indicates that PVFAX's price experiences larger fluctuations and is considered to be riskier 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


PVFAXDFISXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.90%

5.90%

+1.00%

Volatility (6M)

Calculated over the trailing 6-month period

15.23%

10.04%

+5.19%

Volatility (1Y)

Calculated over the trailing 1-year period

25.00%

15.38%

+9.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

536.32%

15.75%

+520.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

379.59%

16.11%

+363.48%