DFCSX vs. VEUSX
DFCSX (DFA Continental Small Company Portfolio) and VEUSX (Vanguard European Stock Index Fund Admiral Shares) are both Europe Equities funds. Over the past 10 years, DFCSX returned 9.89%/yr vs 10.10%/yr for VEUSX. Their correlation of 0.86 means they have usually moved in the same direction. DFCSX charges 0.42%/yr vs 0.08%/yr for VEUSX.
Performance
DFCSX vs. VEUSX - Performance Comparison
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Returns By Period
In the year-to-date period, DFCSX achieves a 8.09% return, which is significantly lower than VEUSX's 11.91% return. Both investments have delivered pretty close results over the past 10 years, with DFCSX having a 9.89% annualized return and VEUSX not far ahead at 10.10%.
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%
VEUSX
- 1D
- 0.96%
- 1M
- 2.07%
- 6M
- 6.36%
- YTD
- 11.91%
- 1Y
- 24.09%
- 3Y*
- 17.87%
- 5Y*
- 9.24%
- 10Y*
- 10.10%
- ALL TIME*
- 6.90%
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. VEUSX - 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% |
VEUSX Vanguard European Stock Index Fund Admiral Shares | 11.91% | 35.41% | 2.01% | 19.99% | -16.06% | 16.28% | 6.43% | 24.22% | -14.81% | 27.04% |
Correlation
The correlation between DFCSX and VEUSX is 0.93, 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. | 0.93 |
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 Aug 13, 2001 | 0.86 |
The correlation between DFCSX and VEUSX has been stable across timeframes, ranging from 0.86 to 0.94 - a consistent structural relationship.
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Return for Risk
DFCSX vs. VEUSX — Risk / Return Rank
DFCSX
VEUSX
DFCSX vs. VEUSX - 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 Admiral Shares (VEUSX). 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 | VEUSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.54 | ||
| Sortino ratioReturn per unit of downside risk | -0.71 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.28 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.26 | 2.04 | -0.77 |
| Martin ratioReturn relative to average drawdown | 4.19 | 7.68 | -3.49 |
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Drawdowns
DFCSX vs. VEUSX - Drawdown Comparison
The maximum DFCSX drawdown since its inception was -65.47%, roughly equal to the maximum VEUSX drawdown of -63.28%. Use the drawdown chart below to compare losses from any high point for DFCSX and VEUSX.
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Drawdown Indicators
| DFCSX | VEUSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.47% | -63.28% | -2.19% |
Max Drawdown (1Y)Largest decline over 1 year | -11.82% | -11.97% | +0.15% |
Max Drawdown (3Y)Largest decline over 3 years | -13.95% | -13.96% | +0.01% |
Max Drawdown (5Y)Largest decline over 5 years | -39.25% | -32.72% | -6.53% |
Max Drawdown (10Y)Largest decline over 10 years | -43.16% | -36.87% | -6.29% |
Current DrawdownCurrent decline from peak | -0.21% | 0.00% | -0.21% |
Average DrawdownAverage peak-to-trough decline | -13.58% | -12.87% | -0.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.55% | 3.16% | +0.39% |
Volatility
DFCSX vs. VEUSX - Volatility Comparison
DFA Continental Small Company Portfolio (DFCSX) and Vanguard European Stock Index Fund Admiral Shares (VEUSX) have volatilities of 3.77% and 3.86%, 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
| DFCSX | VEUSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.77% | 3.86% | -0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 12.14% | 13.32% | -1.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.67% | 15.65% | -0.98% |
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. VEUSX - Expense Ratio Comparison
DFCSX has a 0.42% expense ratio, which is higher than VEUSX's 0.08% expense ratio.
Dividends
DFCSX vs. VEUSX - Dividend Comparison
DFCSX's dividend yield for the trailing twelve months is around 2.81%, more than VEUSX's 2.78% 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% |
VEUSX Vanguard European Stock Index Fund Admiral Shares | 2.78% | 2.84% | 3.58% | 3.13% | 3.22% | 3.02% | 2.08% | 3.26% | 3.92% | 2.70% | 3.52% | 3.24% |
Frequently Asked Questions
With a correlation of 0.93, DFCSX and VEUSX 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.
VEUSX has higher volatility (3.86%) compared to DFCSX (3.77%). In terms of maximum drawdown, DFCSX dropped -65.47% vs VEUSX's -63.28%.
VEUSX currently has the higher Sharpe Ratio (1.56 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.
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