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ALSMX vs. DFIEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ALSMX vs. DFIEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Archer Multi Cap Fund (ALSMX) and DFA International Core Equity Portfolio I (DFIEX). The values are adjusted to include any dividend payments, if applicable.

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ALSMX vs. DFIEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
ALSMX
Archer Multi Cap Fund
5.65%11.47%21.78%25.14%-20.12%16.58%16.01%
DFIEX
DFA International Core Equity Portfolio I
2.80%36.18%3.99%17.50%-13.51%13.85%7.73%

Returns By Period

In the year-to-date period, ALSMX achieves a 5.65% return, which is significantly higher than DFIEX's 2.80% return.


ALSMX

1D
3.99%
1M
-5.81%
YTD
5.65%
6M
5.96%
1Y
26.53%
3Y*
19.91%
5Y*
9.76%
10Y*

DFIEX

1D
3.02%
1M
-6.42%
YTD
2.80%
6M
8.00%
1Y
30.46%
3Y*
16.74%
5Y*
9.40%
10Y*
9.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ALSMX vs. DFIEX - Expense Ratio Comparison

ALSMX has a 0.96% expense ratio, which is higher than DFIEX's 0.24% expense ratio.


Return for Risk

ALSMX vs. DFIEX — Risk / Return Rank

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

ALSMX
ALSMX Risk / Return Rank: 7979
Overall Rank
ALSMX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
ALSMX Sortino Ratio Rank: 7676
Sortino Ratio Rank
ALSMX Omega Ratio Rank: 7070
Omega Ratio Rank
ALSMX Calmar Ratio Rank: 8686
Calmar Ratio Rank
ALSMX Martin Ratio Rank: 8888
Martin Ratio Rank

DFIEX
DFIEX Risk / Return Rank: 9090
Overall Rank
DFIEX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
DFIEX Sortino Ratio Rank: 9090
Sortino Ratio Rank
DFIEX Omega Ratio Rank: 8989
Omega Ratio Rank
DFIEX Calmar Ratio Rank: 9090
Calmar Ratio Rank
DFIEX Martin Ratio Rank: 9090
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.

ALSMX vs. DFIEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Archer Multi Cap Fund (ALSMX) and DFA International Core Equity Portfolio I (DFIEX). 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.


ALSMXDFIEXDifference

Sharpe ratio

Return per unit of total volatility

1.39

1.95

-0.56

Sortino ratio

Return per unit of downside risk

2.03

2.55

-0.52

Omega ratio

Gain probability vs. loss probability

1.28

1.39

-0.10

Calmar ratio

Return relative to maximum drawdown

2.39

2.57

-0.18

Martin ratio

Return relative to average drawdown

10.33

10.07

+0.26

ALSMX vs. DFIEX - Sharpe Ratio Comparison

The current ALSMX Sharpe Ratio is 1.39, which is comparable to the DFIEX Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of ALSMX and DFIEX, 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


ALSMXDFIEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.39

1.95

-0.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.60

-0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.01

0.35

-0.34

Correlation

The correlation between ALSMX and DFIEX is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

ALSMX vs. DFIEX - Dividend Comparison

ALSMX's dividend yield for the trailing twelve months is around 6.78%, more than DFIEX's 3.14% yield.


TTM20252024202320222021202020192018201720162015
ALSMX
Archer Multi Cap Fund
6.78%7.16%3.62%0.46%7.12%1.62%0.43%0.00%0.00%0.00%0.00%0.00%
DFIEX
DFA International Core Equity Portfolio I
3.14%3.22%3.42%3.36%2.88%2.98%1.77%2.90%2.95%2.49%2.76%4.20%

Drawdowns

ALSMX vs. DFIEX - Drawdown Comparison

The maximum ALSMX drawdown since its inception was -97.87%, which is greater than DFIEX's maximum drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for ALSMX and DFIEX.


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Drawdown Indicators


ALSMXDFIEXDifference

Max Drawdown

Largest peak-to-trough decline

-97.87%

-62.22%

-35.65%

Max Drawdown (1Y)

Largest decline over 1 year

-11.65%

-11.01%

-0.64%

Max Drawdown (5Y)

Largest decline over 5 years

-97.87%

-28.66%

-69.21%

Max Drawdown (10Y)

Largest decline over 10 years

-41.04%

Current Drawdown

Current decline from peak

-96.99%

-7.75%

-89.24%

Average Drawdown

Average peak-to-trough decline

-26.29%

-12.26%

-14.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.70%

2.81%

-0.11%

Volatility

ALSMX vs. DFIEX - Volatility Comparison

Archer Multi Cap Fund (ALSMX) has a higher volatility of 8.52% compared to DFA International Core Equity Portfolio I (DFIEX) at 7.09%. This indicates that ALSMX's price experiences larger fluctuations and is considered to be riskier than DFIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ALSMXDFIEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.52%

7.09%

+1.43%

Volatility (6M)

Calculated over the trailing 6-month period

12.71%

10.45%

+2.26%

Volatility (1Y)

Calculated over the trailing 1-year period

19.67%

15.90%

+3.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1,942.09%

15.65%

+1,926.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1,738.48%

16.35%

+1,722.13%