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 16.78%/yr vs -8.07%/yr for LX. At a 0.37 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 7.73% return, which is significantly higher than LX's -51.73% return.
DFIS
- 1D
- -0.65%
- 1M
- -1.71%
- 6M
- 3.25%
- YTD
- 7.73%
- 1Y
- 19.69%
- 3Y*
- 16.78%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 10.66%
LX
- 1D
- -5.84%
- 1M
- -27.50%
- 6M
- -47.38%
- YTD
- -51.73%
- 1Y
- -74.26%
- 3Y*
- -8.07%
- 5Y*
- -28.17%
- 10Y*
- —
- ALL TIME*
- 6.18%
DFIS vs. LX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
DFIS Dimensional International Small Cap ETF | 7.73% | 37.49% | 3.80% | 15.19% | -12.50% |
LX LexinFintech Holdings Ltd. | -51.73% | -40.97% | 242.61% | 6.40% | -42.25% |
Correlation
The correlation between DFIS and LX is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Mar 24, 2022 | 0.37 |
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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 | +2.47 | ||
| Sortino ratioReturn per unit of downside risk | +4.31 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 0.71 | +0.52 |
| Calmar ratioReturn relative to maximum drawdown | 1.59 | -0.95 | +2.54 |
| Martin ratioReturn relative to average drawdown | 5.79 | -1.38 | +7.17 |
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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% | -78.22% | +65.78% |
Max Drawdown (3Y)Largest decline over 3 years | -13.55% | -85.64% | +72.09% |
Max Drawdown (5Y)Largest decline over 5 years | — | -86.72% | — |
Current DrawdownCurrent decline from peak | -4.17% | -89.66% | +85.49% |
Average DrawdownAverage peak-to-trough decline | -6.08% | -63.60% | +57.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.41% | 53.88% | -50.47% |
Volatility
DFIS vs. LX - Volatility Comparison
The current volatility for Dimensional International Small Cap ETF (DFIS) is 3.66%, while LexinFintech Holdings Ltd. (LX) has a volatility of 15.73%. 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 | 3.66% | 15.73% | -12.07% |
Volatility (6M)Calculated over the trailing 6-month period | 13.01% | 39.00% | -25.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.16% | 64.28% | -49.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.27% | 73.45% | -56.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.27% | 321.36% | -304.09% |
Dividends
DFIS vs. LX - Dividend Comparison
DFIS's dividend yield for the trailing twelve months is around 2.04%, less than LX's 26.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
DFIS Dimensional International Small Cap ETF | 2.04% | 2.23% | 2.19% | 2.36% | 1.13% |
LX LexinFintech Holdings Ltd. | 26.34% | 9.30% | 2.38% | 11.85% | 0.00% |
Frequently Asked Questions
DFIS and LX have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LX has higher volatility (15.73%) compared to DFIS (3.66%). In terms of maximum drawdown, DFIS dropped -27.23% vs LX's -93.19%.
DFIS currently has the higher Sharpe Ratio (1.31 vs -1.16), 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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