DFISX vs. DFIEX
Compare and contrast key facts about DFA International Small Company Portfolio (DFISX) and DFA International Core Equity Portfolio I (DFIEX).
DFISX is managed by Dimensional. It was launched on Sep 30, 1996. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
DFISX vs. DFIEX - Performance Comparison
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DFISX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFISX DFA International Small Company Portfolio | -1.97% | 36.35% | 3.76% | 14.46% | -17.13% | 10.71% | 9.27% | 24.18% | -19.42% | 24.78% |
DFIEX DFA International Core Equity Portfolio I | -0.21% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -17.41% | 28.04% |
Returns By Period
In the year-to-date period, DFISX achieves a -1.97% return, which is significantly lower than DFIEX's -0.21% return. Over the past 10 years, DFISX has underperformed DFIEX with an annualized return of 7.66%, while DFIEX has yielded a comparatively higher 9.31% annualized return.
DFISX
- 1D
- -0.34%
- 1M
- -11.77%
- YTD
- -1.97%
- 6M
- 2.11%
- 1Y
- 26.89%
- 3Y*
- 14.28%
- 5Y*
- 6.58%
- 10Y*
- 7.66%
DFIEX
- 1D
- -0.02%
- 1M
- -10.45%
- YTD
- -0.21%
- 6M
- 5.11%
- 1Y
- 26.87%
- 3Y*
- 15.59%
- 5Y*
- 9.04%
- 10Y*
- 9.31%
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DFISX vs. DFIEX - Expense Ratio Comparison
DFISX has a 0.39% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
DFISX vs. DFIEX — Risk / Return Rank
DFISX
DFIEX
DFISX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Small Company Portfolio (DFISX) and DFA International Core Equity Portfolio I (DFIEX). 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.
| DFISX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.66 | 1.66 | +0.01 |
Sortino ratioReturn per unit of downside risk | 2.15 | 2.18 | -0.02 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.33 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 2.04 | 2.16 | -0.12 |
Martin ratioReturn relative to average drawdown | 7.97 | 8.72 | -0.75 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DFISX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.66 | 1.66 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.58 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.57 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.34 | +0.10 |
Correlation
The correlation between DFISX and DFIEX 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
DFISX vs. DFIEX - Dividend Comparison
DFISX's dividend yield for the trailing twelve months is around 3.21%, which matches DFIEX's 3.24% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFISX DFA International Small Company Portfolio | 3.21% | 3.19% | 3.39% | 3.01% | 3.51% | 3.06% | 1.71% | 4.54% | 7.74% | 1.27% | 4.44% | 4.47% |
DFIEX DFA International Core Equity Portfolio I | 3.24% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
DFISX vs. DFIEX - Drawdown Comparison
The maximum DFISX drawdown since its inception was -60.66%, roughly equal to the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for DFISX and DFIEX.
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Drawdown Indicators
| DFISX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.66% | -62.22% | +1.56% |
Max Drawdown (1Y)Largest decline over 1 year | -11.96% | -11.01% | -0.95% |
Max Drawdown (5Y)Largest decline over 5 years | -35.06% | -28.66% | -6.40% |
Max Drawdown (10Y)Largest decline over 10 years | -43.00% | -41.04% | -1.96% |
Current DrawdownCurrent decline from peak | -11.77% | -10.45% | -1.32% |
Average DrawdownAverage peak-to-trough decline | -11.69% | -12.26% | +0.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.06% | 2.84% | +0.22% |
Volatility
DFISX vs. DFIEX - Volatility Comparison
The current volatility for DFA International Small Company Portfolio (DFISX) is 5.90%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 6.26%. This indicates that DFISX experiences smaller price fluctuations and is considered to be less risky than DFIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFISX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.90% | 6.26% | -0.36% |
Volatility (6M)Calculated over the trailing 6-month period | 10.04% | 10.04% | 0.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.38% | 15.66% | -0.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.75% | 15.60% | +0.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.11% | 16.32% | -0.21% |