SFILX vs. DISVX

Last updated Jun 23, 2026

SFILX (Schwab Fundamental International Small Company Index Fund) and DISVX (DFA International Small Cap Value Portfolio) are both Foreign Small & Mid Cap Equities funds. Over the past 10 years, SFILX returned 8.53%/yr vs 10.71%/yr for DISVX. With a 0.96 correlation, they move nearly in lockstep. SFILX charges 0.39%/yr vs 0.46%/yr for DISVX.

Performance

SFILX vs. DISVX - Performance Comparison

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

Returns By Period

In the year-to-date period, SFILX achieves a 11.31% return, which is significantly higher than DISVX's 9.80% return. Over the past 10 years, SFILX has underperformed DISVX with an annualized return of 8.53%, while DISVX has yielded a comparatively higher 10.71% annualized return.

SFILX

• 1D: 0.12%
• 1M: -0.35%
• YTD: 11.31%
• 6M: 11.89%
• 1Y: 27.13%
• 3Y*: 17.50%
• 5Y*: 8.07%
• 10Y*: 8.53%

DISVX

• 1D: -0.09%
• 1M: 0.47%
• YTD: 9.80%
• 6M: 10.26%
• 1Y: 35.59%
• 3Y*: 24.88%
• 5Y*: 14.63%
• 10Y*: 10.71%

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

SFILX vs. DISVX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SFILX Schwab Fundamental International Small Company Index Fund	11.31%	36.17%	1.29%	14.80%	-14.89%	9.69%	7.50%	19.58%	-18.67%	26.08%
DISVX DFA International Small Cap Value Portfolio	9.80%	52.17%	7.88%	17.58%	-9.80%	15.84%	0.82%	21.04%	-23.36%	25.41%

Correlation

The correlation between SFILX and DISVX is 0.94, 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	0.94
Correlation (3Y) Calculated over the trailing 3-year period	0.94
Correlation (5Y) Calculated over the trailing 5-year period	0.95
Correlation (10Y) Calculated over the trailing 10-year period	0.95
Correlation (All Time) Calculated using the full available price history since Jan 2, 2009	0.96

The correlation between SFILX and DISVX has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.

Return for Risk

SFILX vs. DISVX — Risk / Return Rank

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

SFILX

SFILX Risk / Return Rank: 47
SFILX Sharpe Ratio Rank: 51
SFILX Sortino Ratio Rank: 50
SFILX Omega Ratio Rank: 51
SFILX Calmar Ratio Rank: 42
SFILX Martin Ratio Rank: 42

DISVX

DISVX Risk / Return Rank: 65
DISVX Sharpe Ratio Rank: 79
DISVX Sortino Ratio Rank: 76
DISVX Omega Ratio Rank: 73
DISVX Calmar Ratio Rank: 53
DISVX Martin Ratio Rank: 46

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.

SFILX vs. DISVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Fundamental International Small Company Index Fund (SFILX) 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.

	SFILX	DISVX	Difference
Sharpe ratio: Return per unit of total volatility	1.94	2.40	-0.46
Sortino ratio: Return per unit of downside risk	2.73	3.31	-0.59
Omega ratio: Gain probability vs. loss probability	1.36	1.43	-0.07
Calmar ratio: Return relative to maximum drawdown	2.35	2.66	-0.31
Martin ratio: Return relative to average drawdown	8.54	9.16	-0.63

SFILX vs. DISVX - Sharpe Ratio Comparison

The current SFILX Sharpe Ratio is 1.94, which is comparable to the DISVX Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of SFILX 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.

Drawdowns

SFILX vs. DISVX - Drawdown Comparison

The maximum SFILX drawdown since its inception was -43.13%, smaller than the maximum DISVX drawdown of -61.57%. Use the drawdown chart below to compare losses from any high point for SFILX and DISVX.

Drawdown Indicators

	SFILX	DISVX	Difference
Max Drawdown Largest peak-to-trough decline	-43.13%	-61.57%	+18.44%
Max Drawdown (1Y) Largest decline over 1 year	-11.35%	-13.26%	+1.91%
Max Drawdown (3Y) Largest decline over 3 years	-13.05%	-13.69%	+0.64%
Max Drawdown (5Y) Largest decline over 5 years	-32.29%	-27.43%	-4.86%
Max Drawdown (10Y) Largest decline over 10 years	-43.13%	-49.24%	+6.11%
Current Drawdown Current decline from peak	-1.82%	-4.05%	+2.23%
Average Drawdown Average peak-to-trough decline	-8.17%	-12.18%	+4.01%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.12%	3.83%	-0.71%

Volatility

SFILX vs. DISVX - Volatility Comparison

Schwab Fundamental International Small Company Index Fund (SFILX) and DFA International Small Cap Value Portfolio (DISVX) have volatilities of 4.71% and 4.75%, 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.

Volatility by Period

	SFILX	DISVX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.71%	4.75%	-0.04%
Volatility (6M) Calculated over the trailing 6-month period	11.30%	12.21%	-0.91%
Volatility (1Y) Calculated over the trailing 1-year period	13.72%	14.70%	-0.98%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.34%	16.11%	-0.77%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.15%	16.76%	-0.61%

SFILX vs. DISVX - Expense Ratio Comparison

SFILX has a 0.39% expense ratio, which is lower than DISVX's 0.46% expense ratio.

Dividends

SFILX vs. DISVX - Dividend Comparison

SFILX's dividend yield for the trailing twelve months is around 7.56%, more than DISVX's 6.57% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DISVX DFA International Small Cap Value Portfolio	6.57%	7.17%	4.56%	3.87%	2.40%	3.51%	1.84%	3.97%	5.91%	3.77%	5.85%	3.51%
SFILX Schwab Fundamental International Small Company Index Fund	7.56%	8.41%	4.71%	3.11%	4.88%	6.00%	1.98%	2.78%	5.77%	1.41%	2.45%	2.09%

Frequently Asked Questions

Can I hold both SFILX and DISVX in my portfolio?

With a correlation of 0.94, SFILX and DISVX 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.

Which is riskier, SFILX or DISVX?

DISVX has higher volatility (4.75%) compared to SFILX (4.71%). In terms of maximum drawdown, SFILX dropped -43.13% vs DISVX's -61.57%.

Which has better risk-adjusted returns?

DISVX currently has the higher Sharpe Ratio (2.40 vs 1.94), 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.