DFCSX vs. VEUSX
Compare and contrast key facts about DFA Continental Small Company Portfolio (DFCSX) and Vanguard European Stock Index Fund Admiral Shares (VEUSX).
DFCSX is managed by Dimensional. It was launched on Apr 14, 1988. VEUSX is managed by Vanguard. It was launched on Aug 13, 2001.
Performance
DFCSX vs. VEUSX - Performance Comparison
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DFCSX vs. VEUSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFCSX DFA Continental Small Company Portfolio | -1.59% | 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 | -1.01% | 35.41% | 2.01% | 19.99% | -16.06% | 16.28% | 6.43% | 24.22% | -14.81% | 27.04% |
Returns By Period
In the year-to-date period, DFCSX achieves a -1.59% return, which is significantly lower than VEUSX's -1.01% return. Both investments have delivered pretty close results over the past 10 years, with DFCSX having a 9.10% annualized return and VEUSX not far behind at 8.91%.
DFCSX
- 1D
- 3.27%
- 1M
- -5.75%
- YTD
- -1.59%
- 6M
- 2.02%
- 1Y
- 22.88%
- 3Y*
- 13.43%
- 5Y*
- 6.24%
- 10Y*
- 9.10%
VEUSX
- 1D
- 2.98%
- 1M
- -6.28%
- YTD
- -1.01%
- 6M
- 3.46%
- 1Y
- 20.78%
- 3Y*
- 14.25%
- 5Y*
- 8.67%
- 10Y*
- 8.91%
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DFCSX vs. VEUSX - Expense Ratio Comparison
DFCSX has a 0.42% expense ratio, which is higher than VEUSX's 0.10% expense ratio.
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.
| DFCSX | VEUSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.48 | 1.25 | +0.23 |
Sortino ratioReturn per unit of downside risk | 1.98 | 1.73 | +0.26 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.25 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.71 | 1.65 | +0.06 |
Martin ratioReturn relative to average drawdown | 5.93 | 6.31 | -0.38 |
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 | VEUSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.48 | 1.25 | +0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | 0.51 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.49 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.30 | +0.25 |
Correlation
The correlation between DFCSX and VEUSX is 0.86, 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. VEUSX - Dividend Comparison
DFCSX's dividend yield for the trailing twelve months is around 3.06%, more than VEUSX's 2.99% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFCSX DFA Continental Small Company Portfolio | 3.06% | 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 | 2.99% | 2.84% | 3.58% | 3.13% | 3.22% | 3.02% | 2.08% | 3.26% | 3.92% | 2.70% | 3.52% | 3.24% |
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 (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 | -8.49% | -8.61% | +0.12% |
Average DrawdownAverage peak-to-trough decline | -13.68% | -13.02% | -0.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.41% | 3.13% | +0.28% |
Volatility
DFCSX vs. VEUSX - Volatility Comparison
The current volatility for DFA Continental Small Company Portfolio (DFCSX) is 6.99%, while Vanguard European Stock Index Fund Admiral Shares (VEUSX) has a volatility of 7.49%. This indicates that DFCSX experiences smaller price fluctuations and is considered to be less risky than VEUSX based on this measure. 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 | 6.99% | 7.49% | -0.50% |
Volatility (6M)Calculated over the trailing 6-month period | 10.29% | 10.99% | -0.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.91% | 16.95% | -1.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.86% | 17.20% | +0.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.83% | 18.15% | -0.32% |