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DFIS vs. FNDC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DFIS vs. FNDC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional International Small Cap ETF (DFIS) and Schwab Fundamental International Small Co. Index ETF (FNDC). The values are adjusted to include any dividend payments, if applicable.

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DFIS vs. FNDC - Yearly Performance Comparison


2026 (YTD)2025202420232022
DFIS
Dimensional International Small Cap ETF
2.31%37.49%3.80%15.19%-12.94%
FNDC
Schwab Fundamental International Small Co. Index ETF
4.06%35.65%1.38%14.92%-10.17%

Returns By Period

In the year-to-date period, DFIS achieves a 2.31% return, which is significantly lower than FNDC's 4.06% return.


DFIS

1D
3.12%
1M
-8.99%
YTD
2.31%
6M
7.05%
1Y
33.50%
3Y*
16.25%
5Y*
10Y*

FNDC

1D
3.18%
1M
-8.25%
YTD
4.06%
6M
7.77%
1Y
33.13%
3Y*
15.78%
5Y*
7.24%
10Y*
8.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DFIS vs. FNDC - Expense Ratio Comparison

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


Return for Risk

DFIS vs. FNDC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DFIS
DFIS Risk / Return Rank: 8989
Overall Rank
DFIS Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
DFIS Sortino Ratio Rank: 9191
Sortino Ratio Rank
DFIS Omega Ratio Rank: 9292
Omega Ratio Rank
DFIS Calmar Ratio Rank: 8686
Calmar Ratio Rank
DFIS Martin Ratio Rank: 8888
Martin Ratio Rank

FNDC
FNDC Risk / Return Rank: 9292
Overall Rank
FNDC Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
FNDC Sortino Ratio Rank: 9494
Sortino Ratio Rank
FNDC Omega Ratio Rank: 9494
Omega Ratio Rank
FNDC Calmar Ratio Rank: 8989
Calmar Ratio Rank
FNDC 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.

DFIS vs. FNDC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional International Small Cap ETF (DFIS) and Schwab Fundamental International Small Co. Index ETF (FNDC). 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.


DFISFNDCDifference

Sharpe ratio

Return per unit of total volatility

1.97

2.10

-0.13

Sortino ratio

Return per unit of downside risk

2.62

2.88

-0.26

Omega ratio

Gain probability vs. loss probability

1.40

1.42

-0.02

Calmar ratio

Return relative to maximum drawdown

2.55

2.83

-0.28

Martin ratio

Return relative to average drawdown

10.38

11.02

-0.64

DFIS vs. FNDC - Sharpe Ratio Comparison

The current DFIS Sharpe Ratio is 1.97, which is comparable to the FNDC Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of DFIS and FNDC, 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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Sharpe Ratios by Period


DFISFNDCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.97

2.10

-0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.47

+0.11

Correlation

The correlation between DFIS and FNDC is 0.97, 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

DFIS vs. FNDC - Dividend Comparison

DFIS's dividend yield for the trailing twelve months is around 2.18%, less than FNDC's 3.71% yield.


TTM20252024202320222021202020192018201720162015
DFIS
Dimensional International Small Cap ETF
2.18%2.23%2.19%2.36%1.13%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FNDC
Schwab Fundamental International Small Co. Index ETF
3.71%3.86%3.59%2.86%1.98%2.58%1.77%2.71%2.68%1.94%1.95%1.30%

Drawdowns

DFIS vs. FNDC - Drawdown Comparison

The maximum DFIS drawdown since its inception was -27.23%, smaller than the maximum FNDC drawdown of -43.22%. Use the drawdown chart below to compare losses from any high point for DFIS and FNDC.


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Drawdown Indicators


DFISFNDCDifference

Max Drawdown

Largest peak-to-trough decline

-27.23%

-43.22%

+15.99%

Max Drawdown (1Y)

Largest decline over 1 year

-12.44%

-11.20%

-1.24%

Max Drawdown (5Y)

Largest decline over 5 years

-32.13%

Max Drawdown (10Y)

Largest decline over 10 years

-43.22%

Current Drawdown

Current decline from peak

-8.99%

-8.25%

-0.74%

Average Drawdown

Average peak-to-trough decline

-6.30%

-8.53%

+2.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.06%

2.88%

+0.18%

Volatility

DFIS vs. FNDC - Volatility Comparison

Dimensional International Small Cap ETF (DFIS) has a higher volatility of 7.55% compared to Schwab Fundamental International Small Co. Index ETF (FNDC) at 7.07%. This indicates that DFIS's price experiences larger fluctuations and is considered to be riskier than FNDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DFISFNDCDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.55%

7.07%

+0.48%

Volatility (6M)

Calculated over the trailing 6-month period

11.01%

10.30%

+0.71%

Volatility (1Y)

Calculated over the trailing 1-year period

17.10%

15.87%

+1.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.31%

15.82%

+1.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.31%

16.72%

+0.59%