ARSTX vs. DFISX
Compare and contrast key facts about Nuveen Small Cap Select Fund (ARSTX) and DFA International Small Company Portfolio (DFISX).
ARSTX is managed by Nuveen. It was launched on May 6, 1992. DFISX is managed by Dimensional. It was launched on Sep 30, 1996.
Performance
ARSTX vs. DFISX - Performance Comparison
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ARSTX vs. DFISX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ARSTX Nuveen Small Cap Select Fund | -3.98% | 7.78% | 16.94% | 17.69% | -19.84% | 35.98% | 18.68% | 29.05% | -11.48% | 10.13% |
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, ARSTX achieves a -3.98% return, which is significantly lower than DFISX's -1.97% return. Over the past 10 years, ARSTX has outperformed DFISX with an annualized return of 11.12%, while DFISX has yielded a comparatively lower 7.66% annualized return.
ARSTX
- 1D
- -1.15%
- 1M
- -7.77%
- YTD
- -3.98%
- 6M
- -1.47%
- 1Y
- 15.17%
- 3Y*
- 11.19%
- 5Y*
- 6.29%
- 10Y*
- 11.12%
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%
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ARSTX vs. DFISX - Expense Ratio Comparison
ARSTX has a 0.99% expense ratio, which is higher than DFISX's 0.39% expense ratio.
Return for Risk
ARSTX vs. DFISX — Risk / Return Rank
ARSTX
DFISX
ARSTX vs. DFISX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen Small Cap Select Fund (ARSTX) 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.
| ARSTX | DFISX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.65 | 1.66 | -1.02 |
Sortino ratioReturn per unit of downside risk | 1.05 | 2.15 | -1.10 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.33 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | 0.75 | 2.04 | -1.29 |
Martin ratioReturn relative to average drawdown | 3.03 | 7.97 | -4.94 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ARSTX | DFISX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.65 | 1.66 | -1.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.42 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.48 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.44 | +0.02 |
Correlation
The correlation between ARSTX and DFISX is 0.56, 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
ARSTX vs. DFISX - Dividend Comparison
ARSTX's dividend yield for the trailing twelve months is around 2.64%, less than DFISX's 3.21% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARSTX Nuveen Small Cap Select Fund | 2.64% | 2.53% | 2.42% | 0.00% | 0.40% | 21.05% | 1.25% | 0.37% | 21.67% | 10.31% | 8.92% | 20.02% |
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
ARSTX vs. DFISX - Drawdown Comparison
The maximum ARSTX drawdown since its inception was -56.51%, smaller than the maximum DFISX drawdown of -60.66%. Use the drawdown chart below to compare losses from any high point for ARSTX and DFISX.
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Drawdown Indicators
| ARSTX | DFISX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.51% | -60.66% | +4.15% |
Max Drawdown (1Y)Largest decline over 1 year | -15.05% | -11.96% | -3.09% |
Max Drawdown (5Y)Largest decline over 5 years | -27.97% | -35.06% | +7.09% |
Max Drawdown (10Y)Largest decline over 10 years | -43.11% | -43.00% | -0.11% |
Current DrawdownCurrent decline from peak | -10.39% | -11.77% | +1.38% |
Average DrawdownAverage peak-to-trough decline | -8.91% | -11.69% | +2.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.82% | 3.06% | +0.76% |
Volatility
ARSTX vs. DFISX - Volatility Comparison
Nuveen Small Cap Select Fund (ARSTX) and DFA International Small Company Portfolio (DFISX) have volatilities of 6.02% and 5.90%, 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.
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Volatility by Period
| ARSTX | DFISX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.02% | 5.90% | +0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 12.96% | 10.04% | +2.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.65% | 15.38% | +7.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.56% | 15.75% | +6.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.18% | 16.11% | +7.07% |