DFCSX vs. MEURX
DFCSX (DFA Continental Small Company Portfolio) and MEURX (Franklin Mutual European Fund) are both Europe Equities funds. Over the past 10 years, DFCSX returned 9.49%/yr vs 9.05%/yr for MEURX. A 0.72 correlation means they provide meaningful diversification when combined. DFCSX charges 0.42%/yr vs 1.00%/yr for MEURX.
Performance
DFCSX vs. MEURX - Performance Comparison
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Returns By Period
In the year-to-date period, DFCSX achieves a 5.75% return, which is significantly higher than MEURX's 2.23% return. Both investments have delivered pretty close results over the past 10 years, with DFCSX having a 9.49% annualized return and MEURX not far behind at 9.05%.
DFCSX
- 1D
- -1.33%
- 1M
- 0.94%
- YTD
- 5.75%
- 6M
- 9.33%
- 1Y
- 15.53%
- 3Y*
- 16.36%
- 5Y*
- 5.74%
- 10Y*
- 9.49%
MEURX
- 1D
- -0.92%
- 1M
- 0.48%
- YTD
- 2.23%
- 6M
- 4.79%
- 1Y
- 17.23%
- 3Y*
- 17.34%
- 5Y*
- 11.94%
- 10Y*
- 9.05%
DFCSX vs. MEURX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFCSX DFA Continental Small Company Portfolio | 5.75% | 37.58% | 0.20% | 16.93% | -20.12% | 14.66% | 15.07% | 25.90% | -19.67% | 34.77% |
MEURX Franklin Mutual European Fund | 2.23% | 39.96% | 3.67% | 16.68% | -0.68% | 16.48% | -6.22% | 22.28% | -11.13% | 10.45% |
Correlation
The correlation between DFCSX and MEURX is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Jul 5, 1996 | 0.72 |
The correlation between DFCSX and MEURX shifts across timeframes, from 0.72 (all time) to 0.88 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
DFCSX vs. MEURX — Risk / Return Rank
DFCSX
MEURX
DFCSX vs. MEURX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Continental Small Company Portfolio (DFCSX) and Franklin Mutual European Fund (MEURX). 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.
| DFCSX | MEURX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.11 | ||
| Sortino ratioReturn per unit of downside risk | -0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.23 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.40 | 1.58 | -0.18 |
| Martin ratioReturn relative to average drawdown | 4.74 | 5.41 | -0.67 |
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
| DFCSX | MEURX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.14 | 1.26 | -0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.78 | -0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.52 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.64 | -0.08 |
Drawdowns
DFCSX vs. MEURX - Drawdown Comparison
The maximum DFCSX drawdown since its inception was -65.47%, which is greater than MEURX's maximum drawdown of -43.16%. Use the drawdown chart below to compare losses from any high point for DFCSX and MEURX.
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Drawdown Indicators
| DFCSX | MEURX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.47% | -43.16% | -22.31% |
Max Drawdown (1Y)Largest decline over 1 year | -11.82% | -11.16% | -0.66% |
Max Drawdown (3Y)Largest decline over 3 years | -15.96% | -15.36% | -0.60% |
Max Drawdown (5Y)Largest decline over 5 years | -39.25% | -20.38% | -18.87% |
Max Drawdown (10Y)Largest decline over 10 years | -43.16% | -41.10% | -2.06% |
Current DrawdownCurrent decline from peak | -2.38% | -4.94% | +2.56% |
Average DrawdownAverage peak-to-trough decline | -13.63% | -7.66% | -5.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.47% | 3.26% | +0.21% |
Volatility
DFCSX vs. MEURX - Volatility Comparison
DFA Continental Small Company Portfolio (DFCSX) has a higher volatility of 4.89% compared to Franklin Mutual European Fund (MEURX) at 4.51%. This indicates that DFCSX's price experiences larger fluctuations and is considered to be riskier than MEURX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFCSX | MEURX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.89% | 4.51% | +0.38% |
Volatility (6M)Calculated over the trailing 6-month period | 11.54% | 11.21% | +0.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.50% | 14.05% | +0.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.94% | 15.36% | +2.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.91% | 17.35% | +0.56% |
DFCSX vs. MEURX - Expense Ratio Comparison
DFCSX has a 0.42% expense ratio, which is lower than MEURX's 1.00% expense ratio.
Dividends
DFCSX vs. MEURX - Dividend Comparison
DFCSX's dividend yield for the trailing twelve months is around 2.85%, less than MEURX's 3.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFCSX DFA Continental Small Company Portfolio | 2.85% | 3.02% | 4.94% | 2.84% | 2.45% | 1.19% | 1.55% | 2.24% | 6.28% | 1.98% | 1.97% | 1.97% |
MEURX Franklin Mutual European Fund | 3.02% | 3.09% | 3.06% | 2.25% | 3.31% | 3.52% | 2.36% | 2.71% | 4.07% | 1.31% | 3.70% | 5.72% |
Frequently Asked Questions
DFCSX and MEURX have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DFCSX has higher volatility (4.89%) compared to MEURX (4.51%). In terms of maximum drawdown, DFCSX dropped -65.47% vs MEURX's -43.16%.
MEURX currently has the higher Sharpe Ratio (1.26 vs 1.14), 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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