TRTIX vs. DFVIX
TRTIX (T. Rowe Price International Value Equity Fund Class I) and DFVIX (DFA International Value III Portfolio) are both Foreign Large Cap Equities funds. Over the past 10 years, TRTIX returned 10.37%/yr vs 12.83%/yr for DFVIX. Their correlation of 0.94 means they have usually moved in the same direction. TRTIX charges 0.68%/yr vs 0.24%/yr for DFVIX.
Performance
TRTIX vs. DFVIX - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with TRTIX having a 16.57% return and DFVIX slightly higher at 17.22%. Over the past 10 years, TRTIX has underperformed DFVIX with an annualized return of 10.37%, while DFVIX has yielded a comparatively higher 12.83% annualized return.
TRTIX
- 1D
- 2.73%
- 1M
- 3.71%
- 6M
- 8.89%
- YTD
- 16.57%
- 1Y
- 34.06%
- 3Y*
- 23.12%
- 5Y*
- 15.20%
- 10Y*
- 10.37%
- ALL TIME*
- 9.33%
DFVIX
- 1D
- 2.64%
- 1M
- 5.00%
- 6M
- 10.51%
- YTD
- 17.22%
- 1Y
- 38.38%
- 3Y*
- 22.79%
- 5Y*
- 17.17%
- 10Y*
- 12.83%
- ALL TIME*
- 8.14%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
TRTIX vs. DFVIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TRTIX T. Rowe Price International Value Equity Fund Class I | 16.57% | 44.14% | 8.02% | 19.44% | -8.27% | 12.93% | 1.92% | 20.77% | -18.06% | 18.29% |
DFVIX DFA International Value III Portfolio | 17.22% | 44.85% | 6.86% | 17.89% | -3.41% | 23.59% | -1.96% | 15.85% | -17.29% | 26.23% |
Correlation
The correlation between TRTIX and DFVIX is 0.92, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.92 |
Correlation (3Y) Balances recent behavior with more history. | 0.93 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.94 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.94 |
Correlation (All Time) Calculated using the full available price history since Sep 8, 2015 | 0.94 |
The correlation between TRTIX and DFVIX has been stable across timeframes, ranging from 0.92 to 0.94 - a consistent structural relationship.
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Return for Risk
TRTIX vs. DFVIX — Risk / Return Rank
TRTIX
DFVIX
TRTIX vs. DFVIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price International Value Equity Fund Class I (TRTIX) and DFA International Value III Portfolio (DFVIX). 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.
| TRTIX | DFVIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.56 | ||
| Sortino ratioReturn per unit of downside risk | -0.68 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.48 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.72 | 3.97 | -1.25 |
| Martin ratioReturn relative to average drawdown | 9.71 | 15.53 | -5.82 |
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Drawdowns
TRTIX vs. DFVIX - Drawdown Comparison
The maximum TRTIX drawdown since its inception was -41.90%, smaller than the maximum DFVIX drawdown of -66.53%. Use the drawdown chart below to compare losses from any high point for TRTIX and DFVIX.
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Drawdown Indicators
| TRTIX | DFVIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.90% | -66.53% | +24.63% |
Max Drawdown (1Y)Largest decline over 1 year | -12.13% | -9.53% | -2.60% |
Max Drawdown (3Y)Largest decline over 3 years | -14.20% | -14.68% | +0.48% |
Max Drawdown (5Y)Largest decline over 5 years | -27.26% | -25.26% | -2.00% |
Max Drawdown (10Y)Largest decline over 10 years | -41.90% | -47.89% | +5.99% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -7.24% | -12.21% | +4.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.40% | 2.43% | +0.97% |
Volatility
TRTIX vs. DFVIX - Volatility Comparison
T. Rowe Price International Value Equity Fund Class I (TRTIX) has a higher volatility of 4.68% compared to DFA International Value III Portfolio (DFVIX) at 4.26%. This indicates that TRTIX's price experiences larger fluctuations and is considered to be riskier than DFVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TRTIX | DFVIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.68% | 4.26% | +0.42% |
Volatility (6M)Calculated over the trailing 6-month period | 13.48% | 11.73% | +1.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.56% | 14.17% | +1.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.97% | 16.43% | -0.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.76% | 17.76% | -1.00% |
TRTIX vs. DFVIX - Expense Ratio Comparison
TRTIX has a 0.68% expense ratio, which is higher than DFVIX's 0.24% expense ratio.
Dividends
TRTIX vs. DFVIX - Dividend Comparison
TRTIX's dividend yield for the trailing twelve months is around 2.52%, less than DFVIX's 3.69% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFVIX DFA International Value III Portfolio | 3.69% | 4.09% | 4.16% | 4.44% | 3.82% | 7.97% | 2.25% | 3.53% | 6.16% | 3.02% | 3.43% | 5.84% |
TRTIX T. Rowe Price International Value Equity Fund Class I | 2.52% | 2.93% | 2.87% | 3.02% | 3.28% | 2.70% | 2.05% | 2.68% | 2.74% | 0.27% | 3.13% | 2.06% |
Frequently Asked Questions
With a correlation of 0.92, TRTIX and DFVIX 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.
TRTIX has higher volatility (4.68%) compared to DFVIX (4.26%). In terms of maximum drawdown, TRTIX dropped -41.90% vs DFVIX's -66.53%.
DFVIX currently has the higher Sharpe Ratio (2.69 vs 2.13), 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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