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DFA International Small Cap Growth Portfolio (DISMX) Sharpe Ratio: 1.29

Mutual Fund · Currency in USD · Last updated Jun 3, 2026

The Portfolio, using a market capitalization weighted approach, purchases securities of small, non-U.S. companies in countries with developed markets that the Advisor determines to have high profitability and relative prices compared to other non-U.S. small cap companies at the time of purchase. As a non-fundamental policy, under normal circumstances, it will invest at least 80% of its net assets in securities of small companies in the particular markets in which it invests.

DISMX's Sharpe Ratio of 1.29 indicates that for each unit of volatility, it generates 1.29 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 3, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

DISMX Sharpe Ratio Rank

DISMX Sharpe Ratio Rank: 19.219
Concerning

DISMX ranks above 19.2% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating weak returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Weak risk-adjusted returns relative to category peers
  • Evaluate whether this holding aligns with your risk-return objectives
  • Consider reducing exposure or re-evaluating position size
  • Review higher-ranked alternatives in the same category

DISMX Sharpe Ratio Market Positioning

The chart shows DISMX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 1.42 or lower
  • Yellow zone (middle 50%): 1.42 to 2.51
  • Green zone (top 25%): 2.51 or higher
  • Top 1%: 4.65+
  • Median: 2.09 — half of all investments score higher

How it compares to other similar mutual funds

The table compares DFA International Small Cap Growth Portfolio's Sharpe Ratio with other mutual funds in the Foreign Small & Mid Cap Equities category across multiple time periods, showing how DISMX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 3, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
HRIOXHood River International Opportunity Fund4.20
HRIIXHood River International Opportunity Fund Investor Class4.19
AVANXAvantis International Small Cap Value Fund Class G3.06
AVDVXAvantis International Small Cap Value Fund3.04
KGGIXKopernik Global All-Cap Fund3.02
KGGAXKopernik Global All-Cap Fund Class A3.01
ALOIXVirtus International Small-Cap Fund2.96
DWUSXDFA World ex U.S. Targeted Value Portfolio2.81
FMNEXRBB Free Market International Equity Fund2.63
DISVXDFA International Small Cap Value Portfolio2.62
DISMXDFA International Small Cap Growth Portfolio1.29

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows DISMX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when DISMX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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