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DFCSX vs. AEDAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DFCSX vs. AEDAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA Continental Small Company Portfolio (DFCSX) and Invesco EQV European Equity Fund (AEDAX). The values are adjusted to include any dividend payments, if applicable.

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DFCSX vs. AEDAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DFCSX
DFA Continental Small Company Portfolio
-4.71%37.58%0.20%16.93%-20.12%14.66%15.07%25.90%-19.67%34.77%
AEDAX
Invesco EQV European Equity Fund
0.69%23.92%-0.79%19.64%-21.77%14.22%-0.06%24.54%-18.86%26.90%

Returns By Period

In the year-to-date period, DFCSX achieves a -4.71% return, which is significantly lower than AEDAX's 0.69% return. Over the past 10 years, DFCSX has outperformed AEDAX with an annualized return of 8.75%, while AEDAX has yielded a comparatively lower 5.29% annualized return.


DFCSX

1D
0.25%
1M
-10.72%
YTD
-4.71%
6M
-1.03%
1Y
19.36%
3Y*
12.22%
5Y*
5.94%
10Y*
8.75%

AEDAX

1D
0.15%
1M
-9.80%
YTD
0.69%
6M
6.57%
1Y
18.92%
3Y*
10.42%
5Y*
4.50%
10Y*
5.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DFCSX vs. AEDAX - Expense Ratio Comparison

DFCSX has a 0.42% expense ratio, which is lower than AEDAX's 1.37% expense ratio.


Return for Risk

DFCSX vs. AEDAX — Risk / Return Rank

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

DFCSX
DFCSX Risk / Return Rank: 5757
Overall Rank
DFCSX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
DFCSX Sortino Ratio Rank: 5858
Sortino Ratio Rank
DFCSX Omega Ratio Rank: 5656
Omega Ratio Rank
DFCSX Calmar Ratio Rank: 5959
Calmar Ratio Rank
DFCSX Martin Ratio Rank: 4848
Martin Ratio Rank

AEDAX
AEDAX Risk / Return Rank: 6161
Overall Rank
AEDAX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
AEDAX Sortino Ratio Rank: 5858
Sortino Ratio Rank
AEDAX Omega Ratio Rank: 5656
Omega Ratio Rank
AEDAX Calmar Ratio Rank: 7171
Calmar Ratio Rank
AEDAX Martin Ratio Rank: 5959
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.

DFCSX vs. AEDAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA Continental Small Company Portfolio (DFCSX) and Invesco EQV European Equity Fund (AEDAX). 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.


DFCSXAEDAXDifference

Sharpe ratio

Return per unit of total volatility

1.13

1.09

+0.04

Sortino ratio

Return per unit of downside risk

1.53

1.52

+0.01

Omega ratio

Gain probability vs. loss probability

1.22

1.22

0.00

Calmar ratio

Return relative to maximum drawdown

1.39

1.62

-0.23

Martin ratio

Return relative to average drawdown

4.82

5.66

-0.83

DFCSX vs. AEDAX - Sharpe Ratio Comparison

The current DFCSX Sharpe Ratio is 1.13, which is comparable to the AEDAX Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of DFCSX and AEDAX, 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


DFCSXAEDAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

1.09

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.26

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.31

+0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.45

+0.10

Correlation

The correlation between DFCSX and AEDAX is 0.84, 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

DFCSX vs. AEDAX - Dividend Comparison

DFCSX's dividend yield for the trailing twelve months is around 3.17%, less than AEDAX's 16.80% yield.


TTM20252024202320222021202020192018201720162015
DFCSX
DFA Continental Small Company Portfolio
3.17%3.02%4.94%2.84%2.45%1.19%1.55%2.24%6.28%1.98%1.97%1.97%
AEDAX
Invesco EQV European Equity Fund
16.80%16.92%10.53%2.58%7.48%9.40%1.30%2.53%1.43%1.86%1.59%4.78%

Drawdowns

DFCSX vs. AEDAX - Drawdown Comparison

The maximum DFCSX drawdown since its inception was -65.47%, which is greater than AEDAX's maximum drawdown of -60.46%. Use the drawdown chart below to compare losses from any high point for DFCSX and AEDAX.


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Drawdown Indicators


DFCSXAEDAXDifference

Max Drawdown

Largest peak-to-trough decline

-65.47%

-60.46%

-5.01%

Max Drawdown (1Y)

Largest decline over 1 year

-11.82%

-10.59%

-1.23%

Max Drawdown (5Y)

Largest decline over 5 years

-39.25%

-38.81%

-0.44%

Max Drawdown (10Y)

Largest decline over 10 years

-43.16%

-40.03%

-3.13%

Current Drawdown

Current decline from peak

-11.39%

-10.38%

-1.01%

Average Drawdown

Average peak-to-trough decline

-13.68%

-16.99%

+3.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.42%

3.04%

+0.38%

Volatility

DFCSX vs. AEDAX - Volatility Comparison

The current volatility for DFA Continental Small Company Portfolio (DFCSX) is 6.19%, while Invesco EQV European Equity Fund (AEDAX) has a volatility of 7.06%. This indicates that DFCSX experiences smaller price fluctuations and is considered to be less risky than AEDAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DFCSXAEDAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.19%

7.06%

-0.87%

Volatility (6M)

Calculated over the trailing 6-month period

9.78%

10.66%

-0.88%

Volatility (1Y)

Calculated over the trailing 1-year period

15.62%

16.41%

-0.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.80%

17.48%

+0.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.80%

17.36%

+0.44%