DFCSX vs. VEURX
DFCSX (DFA Continental Small Company Portfolio) and VEURX (Vanguard European Stock Index Fund) are both Europe Equities funds. Over the past 10 years, DFCSX returned 9.89%/yr vs 9.95%/yr for VEURX. Their 0.80 correlation means they have sometimes moved together and sometimes differently. DFCSX charges 0.42%/yr vs 0.25%/yr for VEURX.
Performance
DFCSX vs. VEURX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DFCSX achieves a 8.09% return, which is significantly lower than VEURX's 11.81% return. Both investments have delivered pretty close results over the past 10 years, with DFCSX having a 9.89% annualized return and VEURX not far ahead at 9.95%.
DFCSX
- 1D
- 0.76%
- 1M
- 1.66%
- 6M
- 2.90%
- YTD
- 8.09%
- 1Y
- 14.41%
- 3Y*
- 16.01%
- 5Y*
- 6.07%
- 10Y*
- 9.89%
- ALL TIME*
- 9.46%
VEURX
- 1D
- 0.96%
- 1M
- 2.05%
- 6M
- 6.27%
- YTD
- 11.81%
- 1Y
- 23.91%
- 3Y*
- 17.70%
- 5Y*
- 9.09%
- 10Y*
- 9.95%
- ALL TIME*
- 7.64%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
DFCSX vs. VEURX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFCSX DFA Continental Small Company Portfolio | 8.09% | 37.58% | 0.20% | 16.93% | -20.12% | 14.66% | 15.07% | 25.90% | -19.67% | 34.77% |
VEURX Vanguard European Stock Index Fund | 11.81% | 35.20% | 1.88% | 19.83% | -16.16% | 16.14% | 6.29% | 24.02% | -14.88% | 26.81% |
Correlation
The correlation between DFCSX and VEURX is 0.92, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.92 |
Correlation (3Y) Balances recent behavior with more history. | 0.93 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.94 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.93 |
Correlation (All Time) Calculated using the full available price history since Jun 18, 1990 | 0.80 |
The correlation between DFCSX and VEURX shifts across timeframes, from 0.80 (all time) to 0.94 (5 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DFCSX vs. VEURX — Risk / Return Rank
DFCSX
VEURX
DFCSX vs. VEURX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Continental Small Company Portfolio (DFCSX) and Vanguard European Stock Index Fund (VEURX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DFCSX | VEURX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.53 | ||
| Sortino ratioReturn per unit of downside risk | -0.70 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.28 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.26 | 2.02 | -0.76 |
| Martin ratioReturn relative to average drawdown | 4.19 | 7.60 | -3.40 |
Loading charts...
Drawdowns
DFCSX vs. VEURX - Drawdown Comparison
The maximum DFCSX drawdown since its inception was -65.47%, roughly equal to the maximum VEURX drawdown of -63.33%. Use the drawdown chart below to compare losses from any high point for DFCSX and VEURX.
Loading charts...
Drawdown Indicators
| DFCSX | VEURX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.47% | -63.33% | -2.14% |
Max Drawdown (1Y)Largest decline over 1 year | -11.82% | -11.97% | +0.15% |
Max Drawdown (3Y)Largest decline over 3 years | -13.95% | -13.97% | +0.02% |
Max Drawdown (5Y)Largest decline over 5 years | -39.25% | -32.81% | -6.44% |
Max Drawdown (10Y)Largest decline over 10 years | -43.16% | -37.03% | -6.13% |
Current DrawdownCurrent decline from peak | -0.21% | 0.00% | -0.21% |
Average DrawdownAverage peak-to-trough decline | -13.58% | -12.62% | -0.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.55% | 3.18% | +0.37% |
Volatility
DFCSX vs. VEURX - Volatility Comparison
DFA Continental Small Company Portfolio (DFCSX) and Vanguard European Stock Index Fund (VEURX) have volatilities of 3.77% and 3.85%, 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.
Loading charts...
Volatility by Period
| DFCSX | VEURX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.77% | 3.85% | -0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 12.14% | 13.30% | -1.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.67% | 15.63% | -0.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.97% | 17.45% | +0.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.58% | 17.77% | -0.19% |
DFCSX vs. VEURX - Expense Ratio Comparison
DFCSX has a 0.42% expense ratio, which is higher than VEURX's 0.25% expense ratio.
Dividends
DFCSX vs. VEURX - Dividend Comparison
DFCSX's dividend yield for the trailing twelve months is around 2.81%, more than VEURX's 2.64% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFCSX DFA Continental Small Company Portfolio | 2.81% | 3.02% | 4.94% | 2.84% | 2.45% | 1.19% | 1.55% | 2.24% | 6.28% | 1.98% | 1.97% | 1.97% |
VEURX Vanguard European Stock Index Fund | 2.64% | 2.70% | 3.44% | 3.00% | 3.07% | 2.90% | 1.97% | 3.14% | 3.77% | 2.55% | 3.35% | 3.09% |
Frequently Asked Questions
With a correlation of 0.92, DFCSX and VEURX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
VEURX has higher volatility (3.85%) compared to DFCSX (3.77%). In terms of maximum drawdown, DFCSX dropped -65.47% vs VEURX's -63.33%.
VEURX currently has the higher Sharpe Ratio (1.55 vs 1.02), 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.
Find the right allocation for DFCSX and VEURX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer