DFIS vs. IMMR
DFIS (Dimensional International Small Cap ETF) is Foreign Small & Mid Cap Equities fund actively managed by Dimensional, while IMMR (Immersion Corporation) is a stock. Over the past 3 years, DFIS returned 18.52%/yr vs -2.27%/yr for IMMR. At a 0.40 correlation, their price movements are largely independent.
Performance
DFIS vs. IMMR - Performance Comparison
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Returns By Period
In the year-to-date period, DFIS achieves a 10.06% return, which is significantly higher than IMMR's -1.57% return.
DFIS
- 1D
- 0.57%
- 1M
- 0.95%
- YTD
- 10.06%
- 6M
- 12.14%
- 1Y
- 26.57%
- 3Y*
- 18.52%
- 5Y*
- —
- 10Y*
- —
IMMR
- 1D
- -1.51%
- 1M
- 6.34%
- YTD
- -1.57%
- 6M
- -3.13%
- 1Y
- -11.15%
- 3Y*
- -2.27%
- 5Y*
- -3.44%
- 10Y*
- 1.36%
DFIS vs. IMMR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
DFIS Dimensional International Small Cap ETF | 10.06% | 37.49% | 3.80% | 15.19% | -12.50% |
IMMR Immersion Corporation | -1.57% | -18.30% | 26.47% | 3.43% | 28.99% |
Correlation
The correlation between DFIS and IMMR is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Mar 24, 2022 | 0.40 |
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Return for Risk
DFIS vs. IMMR — Risk / Return Rank
DFIS
IMMR
DFIS vs. IMMR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional International Small Cap ETF (DFIS) and Immersion Corporation (IMMR). 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.
| DFIS | IMMR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.96 | ||
| Sortino ratioReturn per unit of downside risk | +2.52 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 0.98 | +0.32 |
| Calmar ratioReturn relative to maximum drawdown | 2.02 | -0.37 | +2.39 |
| Martin ratioReturn relative to average drawdown | 7.69 | -0.68 | +8.37 |
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Drawdowns
DFIS vs. IMMR - Drawdown Comparison
The maximum DFIS drawdown since its inception was -27.23%, smaller than the maximum IMMR drawdown of -98.66%. Use the drawdown chart below to compare losses from any high point for DFIS and IMMR.
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Drawdown Indicators
| DFIS | IMMR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.23% | -98.66% | +71.43% |
Max Drawdown (1Y)Largest decline over 1 year | -12.44% | -30.86% | +18.42% |
Max Drawdown (3Y)Largest decline over 3 years | -13.55% | -56.90% | +43.35% |
Max Drawdown (5Y)Largest decline over 5 years | — | -56.90% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -74.29% | — |
Current DrawdownCurrent decline from peak | -2.10% | -89.85% | +87.75% |
Average DrawdownAverage peak-to-trough decline | -6.15% | -88.20% | +82.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.27% | 16.89% | -13.62% |
Volatility
DFIS vs. IMMR - Volatility Comparison
The current volatility for Dimensional International Small Cap ETF (DFIS) is 5.44%, while Immersion Corporation (IMMR) has a volatility of 12.99%. This indicates that DFIS experiences smaller price fluctuations and is considered to be less risky than IMMR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFIS | IMMR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.44% | 12.99% | -7.55% |
Volatility (6M)Calculated over the trailing 6-month period | 12.66% | 27.57% | -14.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.05% | 39.99% | -24.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.37% | 45.85% | -28.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.37% | 51.32% | -33.95% |
Dividends
DFIS vs. IMMR - Dividend Comparison
DFIS's dividend yield for the trailing twelve months is around 2.02%, less than IMMR's 3.67% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
DFIS Dimensional International Small Cap ETF | 2.02% | 2.23% | 2.19% | 2.36% | 1.13% |
IMMR Immersion Corporation | 3.67% | 5.59% | 2.06% | 3.12% | 0.00% |
Frequently Asked Questions
DFIS and IMMR have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IMMR has higher volatility (12.99%) compared to DFIS (5.44%). In terms of maximum drawdown, DFIS dropped -27.23% vs IMMR's -98.66%.
DFIS currently has the higher Sharpe Ratio (1.67 vs -0.29), 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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