PortfoliosLab logoPortfoliosLab logo
DFCSX vs. UEPIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DFCSX vs. UEPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA Continental Small Company Portfolio (DFCSX) and ProFunds Europe 30 Fund (UEPIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

DFCSX vs. UEPIX - 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%
UEPIX
ProFunds Europe 30 Fund
5.46%28.46%2.60%18.54%-7.83%24.46%-9.97%17.87%-12.48%19.92%

Returns By Period

In the year-to-date period, DFCSX achieves a -4.71% return, which is significantly lower than UEPIX's 5.46% return. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: DFCSX at 8.75% and UEPIX at 8.75%.


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%

UEPIX

1D
0.29%
1M
-5.45%
YTD
5.46%
6M
12.79%
1Y
27.21%
3Y*
15.84%
5Y*
11.47%
10Y*
8.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DFCSX vs. UEPIX - Expense Ratio Comparison

DFCSX has a 0.42% expense ratio, which is lower than UEPIX's 1.78% expense ratio.


Return for Risk

DFCSX vs. UEPIX — 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

UEPIX
UEPIX Risk / Return Rank: 8484
Overall Rank
UEPIX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
UEPIX Sortino Ratio Rank: 8484
Sortino Ratio Rank
UEPIX Omega Ratio Rank: 8080
Omega Ratio Rank
UEPIX Calmar Ratio Rank: 8282
Calmar Ratio Rank
UEPIX 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.

DFCSX vs. UEPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA Continental Small Company Portfolio (DFCSX) and ProFunds Europe 30 Fund (UEPIX). 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.


DFCSXUEPIXDifference

Sharpe ratio

Return per unit of total volatility

1.13

1.60

-0.47

Sortino ratio

Return per unit of downside risk

1.53

2.19

-0.66

Omega ratio

Gain probability vs. loss probability

1.22

1.32

-0.10

Calmar ratio

Return relative to maximum drawdown

1.39

2.02

-0.62

Martin ratio

Return relative to average drawdown

4.82

10.26

-5.44

DFCSX vs. UEPIX - Sharpe Ratio Comparison

The current DFCSX Sharpe Ratio is 1.13, which is comparable to the UEPIX Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of DFCSX and UEPIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


DFCSXUEPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

1.60

-0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.68

-0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.47

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.07

+0.48

Correlation

The correlation between DFCSX and UEPIX is 0.71, 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. UEPIX - Dividend Comparison

DFCSX's dividend yield for the trailing twelve months is around 3.17%, more than UEPIX's 1.57% 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%
UEPIX
ProFunds Europe 30 Fund
1.57%1.66%0.00%1.43%1.98%0.87%2.64%0.82%12.56%0.96%3.21%11.73%

Drawdowns

DFCSX vs. UEPIX - Drawdown Comparison

The maximum DFCSX drawdown since its inception was -65.47%, smaller than the maximum UEPIX drawdown of -76.06%. Use the drawdown chart below to compare losses from any high point for DFCSX and UEPIX.


Loading graphics...

Drawdown Indicators


DFCSXUEPIXDifference

Max Drawdown

Largest peak-to-trough decline

-65.47%

-76.06%

+10.59%

Max Drawdown (1Y)

Largest decline over 1 year

-11.82%

-12.76%

+0.94%

Max Drawdown (5Y)

Largest decline over 5 years

-39.25%

-26.62%

-12.63%

Max Drawdown (10Y)

Largest decline over 10 years

-43.16%

-40.51%

-2.65%

Current Drawdown

Current decline from peak

-11.39%

-5.54%

-5.85%

Average Drawdown

Average peak-to-trough decline

-13.68%

-43.47%

+29.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.42%

2.54%

+0.88%

Volatility

DFCSX vs. UEPIX - Volatility Comparison

DFA Continental Small Company Portfolio (DFCSX) has a higher volatility of 6.19% compared to ProFunds Europe 30 Fund (UEPIX) at 5.58%. This indicates that DFCSX's price experiences larger fluctuations and is considered to be riskier than UEPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


DFCSXUEPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.19%

5.58%

+0.61%

Volatility (6M)

Calculated over the trailing 6-month period

9.78%

10.26%

-0.48%

Volatility (1Y)

Calculated over the trailing 1-year period

15.62%

16.98%

-1.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.80%

16.88%

+0.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.80%

18.73%

-0.93%