DFIS vs. LX
DFIS (Dimensional International Small Cap ETF) is Foreign Small & Mid Cap Equities fund actively managed by Dimensional, while LX (LexinFintech Holdings Ltd.) is a stock. Over the past 3 years, DFIS returned 18.52%/yr vs 6.33%/yr for LX. At a 0.38 correlation, their price movements are largely independent.
Performance
DFIS vs. LX - 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 LX's -29.42% return.
DFIS
- 1D
- 0.57%
- 1M
- 0.95%
- YTD
- 10.06%
- 6M
- 12.14%
- 1Y
- 26.57%
- 3Y*
- 18.52%
- 5Y*
- —
- 10Y*
- —
LX
- 1D
- -1.85%
- 1M
- 8.72%
- YTD
- -29.42%
- 6M
- -29.21%
- 1Y
- -66.12%
- 3Y*
- 6.33%
- 5Y*
- -25.08%
- 10Y*
- —
DFIS vs. LX - 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% |
LX LexinFintech Holdings Ltd. | -29.42% | -40.97% | 242.61% | 6.40% | -42.25% |
Correlation
The correlation between DFIS and LX is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
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 | 0.38 |
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Return for Risk
DFIS vs. LX — Risk / Return Rank
DFIS
LX
DFIS vs. LX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional International Small Cap ETF (DFIS) and LexinFintech Holdings Ltd. (LX). 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 | LX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.73 | ||
| Sortino ratioReturn per unit of downside risk | +4.36 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 0.76 | +0.54 |
| Calmar ratioReturn relative to maximum drawdown | 2.02 | -0.94 | +2.96 |
| Martin ratioReturn relative to average drawdown | 7.69 | -1.34 | +9.04 |
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Drawdowns
DFIS vs. LX - Drawdown Comparison
The maximum DFIS drawdown since its inception was -27.23%, smaller than the maximum LX drawdown of -93.19%. Use the drawdown chart below to compare losses from any high point for DFIS and LX.
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Drawdown Indicators
| DFIS | LX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.23% | -93.19% | +65.96% |
Max Drawdown (1Y)Largest decline over 1 year | -12.44% | -72.18% | +59.74% |
Max Drawdown (3Y)Largest decline over 3 years | -13.55% | -81.04% | +67.49% |
Max Drawdown (5Y)Largest decline over 5 years | — | -90.23% | — |
Current DrawdownCurrent decline from peak | -2.10% | -84.89% | +82.79% |
Average DrawdownAverage peak-to-trough decline | -6.15% | -63.34% | +57.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.27% | 50.31% | -47.04% |
Volatility
DFIS vs. LX - Volatility Comparison
The current volatility for Dimensional International Small Cap ETF (DFIS) is 5.44%, while LexinFintech Holdings Ltd. (LX) has a volatility of 23.05%. This indicates that DFIS experiences smaller price fluctuations and is considered to be less risky than LX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFIS | LX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.44% | 23.05% | -17.61% |
Volatility (6M)Calculated over the trailing 6-month period | 12.66% | 36.74% | -24.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.05% | 63.68% | -48.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.37% | 73.61% | -56.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.37% | 323.10% | -305.73% |
Dividends
DFIS vs. LX - Dividend Comparison
DFIS's dividend yield for the trailing twelve months is around 2.02%, less than LX's 18.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
DFIS Dimensional International Small Cap ETF | 2.02% | 2.23% | 2.19% | 2.36% | 1.13% |
LX LexinFintech Holdings Ltd. | 18.02% | 9.30% | 2.38% | 11.85% | 0.00% |
Frequently Asked Questions
DFIS and LX have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LX has higher volatility (23.05%) compared to DFIS (5.44%). In terms of maximum drawdown, DFIS dropped -27.23% vs LX's -93.19%.
DFIS currently has the higher Sharpe Ratio (1.67 vs -1.06), 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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