DFIS vs. RCL
DFIS (Dimensional International Small Cap ETF) is Foreign Small & Mid Cap Equities fund actively managed by Dimensional, while RCL (Royal Caribbean Cruises Ltd.) is a stock. Over the past 3 years, DFIS returned 18.52%/yr vs 46.74%/yr for RCL. At a 0.46 correlation, their price movements are largely independent.
Performance
DFIS vs. RCL - 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 RCL's 6.66% return.
DFIS
- 1D
- 0.57%
- 1M
- 0.95%
- YTD
- 10.06%
- 6M
- 12.14%
- 1Y
- 26.57%
- 3Y*
- 18.52%
- 5Y*
- —
- 10Y*
- —
RCL
- 1D
- 2.23%
- 1M
- 13.68%
- YTD
- 6.66%
- 6M
- 7.04%
- 1Y
- 16.02%
- 3Y*
- 46.74%
- 5Y*
- 27.43%
- 10Y*
- 16.48%
DFIS vs. RCL - 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% |
RCL Royal Caribbean Cruises Ltd. | 6.66% | 22.46% | 78.98% | 161.97% | -34.50% |
Correlation
The correlation between DFIS and RCL is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Mar 24, 2022 | 0.46 |
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Return for Risk
DFIS vs. RCL — Risk / Return Rank
DFIS
RCL
DFIS vs. RCL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional International Small Cap ETF (DFIS) and Royal Caribbean Cruises Ltd. (RCL). 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 | RCL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.40 | ||
| Sortino ratioReturn per unit of downside risk | +1.58 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.09 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 2.02 | 0.39 | +1.63 |
| Martin ratioReturn relative to average drawdown | 7.69 | 0.66 | +7.03 |
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Drawdowns
DFIS vs. RCL - Drawdown Comparison
The maximum DFIS drawdown since its inception was -27.23%, smaller than the maximum RCL drawdown of -89.49%. Use the drawdown chart below to compare losses from any high point for DFIS and RCL.
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Drawdown Indicators
| DFIS | RCL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.23% | -89.49% | +62.26% |
Max Drawdown (1Y)Largest decline over 1 year | -12.44% | -32.36% | +19.92% |
Max Drawdown (3Y)Largest decline over 3 years | -13.55% | -35.02% | +21.47% |
Max Drawdown (5Y)Largest decline over 5 years | — | -67.64% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -83.30% | — |
Current DrawdownCurrent decline from peak | -2.10% | -18.16% | +16.06% |
Average DrawdownAverage peak-to-trough decline | -6.15% | -27.76% | +21.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.27% | 19.15% | -15.88% |
Volatility
DFIS vs. RCL - Volatility Comparison
The current volatility for Dimensional International Small Cap ETF (DFIS) is 5.44%, while Royal Caribbean Cruises Ltd. (RCL) has a volatility of 14.15%. This indicates that DFIS experiences smaller price fluctuations and is considered to be less risky than RCL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFIS | RCL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.44% | 14.15% | -8.71% |
Volatility (6M)Calculated over the trailing 6-month period | 12.66% | 38.00% | -25.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.05% | 46.50% | -31.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.37% | 48.52% | -31.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.37% | 53.35% | -35.98% |
Dividends
DFIS vs. RCL - Dividend Comparison
DFIS's dividend yield for the trailing twelve months is around 2.02%, more than RCL's 1.70% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFIS Dimensional International Small Cap ETF | 2.02% | 2.23% | 2.19% | 2.36% | 1.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
RCL Royal Caribbean Cruises Ltd. | 1.70% | 1.25% | 0.41% | 0.00% | 0.00% | 0.00% | 1.04% | 2.22% | 2.66% | 1.81% | 2.08% | 1.33% |
Frequently Asked Questions
DFIS and RCL have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RCL has higher volatility (14.15%) compared to DFIS (5.44%). In terms of maximum drawdown, DFIS dropped -27.23% vs RCL's -89.49%.
DFIS currently has the higher Sharpe Ratio (1.67 vs 0.27), 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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