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DFIS vs. DFISX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

DFIS vs. DFISX

Last updated May 11, 2025

Compare and contrast key facts about Dimensional International Small Cap ETF (DFIS) and DFA International Small Company Portfolio (DFISX).

DFIS is an actively managed fund by Dimensional. It was launched on Mar 23, 2022. DFISX is managed by Dimensional Fund Advisors LP. It was launched on Sep 30, 1996.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFIS or DFISX.

Correlation

The correlation between DFIS and DFISX 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.

Performance

DFIS vs. DFISX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional International Small Cap ETF (DFIS) and DFA International Small Company Portfolio (DFISX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

DFIS:

0.68

DFISX:

0.79

Sortino Ratio

DFIS:

1.11

DFISX:

1.21

Omega Ratio

DFIS:

1.15

DFISX:

1.17

Calmar Ratio

DFIS:

0.95

DFISX:

0.94

Martin Ratio

DFIS:

2.78

DFISX:

2.93

Ulcer Index

DFIS:

4.65%

DFISX:

4.57%

Daily Std Dev

DFIS:

17.63%

DFISX:

15.97%

Max Drawdown

DFIS:

-27.23%

DFISX:

-63.00%

Current Drawdown

DFIS:

0.00%

DFISX:

0.00%

Returns By Period

The year-to-date returns for both investments are quite close, with DFIS having a 13.03% return and DFISX slightly higher at 13.14%.

DFIS

YTD

13.03%

1M

12.91%

6M

9.68%

1Y

11.71%

5Y*

N/A

10Y*

N/A

DFISX

YTD

13.14%

1M

12.24%

6M

9.89%

1Y

12.23%

5Y*

11.19%

10Y*

3.96%

*Annualized

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DFIS vs. DFISX - Expense Ratio Comparison

Both DFIS and DFISX have an expense ratio of 0.39%.

DFIS
Dimensional International Small Cap ETF
DFISX
DFA International Small Company Portfolio

Risk-Adjusted Performance

DFIS vs. DFISX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DFIS
The Risk-Adjusted Performance Rank of DFIS is 7474
Overall Rank
The Sharpe Ratio Rank of DFIS is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of DFIS is 7272
Sortino Ratio Rank
The Omega Ratio Rank of DFIS is 7272
Omega Ratio Rank
The Calmar Ratio Rank of DFIS is 8282
Calmar Ratio Rank
The Martin Ratio Rank of DFIS is 7373
Martin Ratio Rank
DFISX
The Risk-Adjusted Performance Rank of DFISX is 7777
Overall Rank
The Sharpe Ratio Rank of DFISX is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of DFISX is 7575
Sortino Ratio Rank
The Omega Ratio Rank of DFISX is 7676
Omega Ratio Rank
The Calmar Ratio Rank of DFISX is 8484
Calmar Ratio Rank
The Martin Ratio Rank of DFISX is 7575
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DFIS vs. DFISX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional International Small Cap ETF (DFIS) and DFA International Small Company Portfolio (DFISX). 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.

The current DFIS Sharpe Ratio is 0.68, which is comparable to the DFISX Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of DFIS and DFISX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Dividends

DFIS vs. DFISX - Dividend Comparison

DFIS's dividend yield for the trailing twelve months is around 2.01%, less than DFISX's 3.04% yield.

TTM20242023202220212020201920182017201620152014
DFIS
Dimensional International Small Cap ETF		2.01%2.19%2.36%1.13%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DFISX
DFA International Small Company Portfolio		3.04%3.40%3.02%2.31%2.53%1.71%2.42%2.61%2.36%2.59%2.17%2.63%

Drawdowns

DFIS vs. DFISX - Drawdown Comparison

The maximum DFIS drawdown since its inception was -27.23%, smaller than the maximum DFISX drawdown of -63.00%. Use the drawdown chart below to compare losses from any high point for DFIS and DFISX. For additional features, visit the drawdowns tool.

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Volatility

DFIS vs. DFISX - Volatility Comparison

Dimensional International Small Cap ETF (DFIS) has a higher volatility of 4.39% compared to DFA International Small Company Portfolio (DFISX) at 3.25%. This indicates that DFIS's price experiences larger fluctuations and is considered to be riskier than DFISX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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