DFISX vs. FNDC
Compare and contrast key facts about DFA International Small Company Portfolio (DFISX) and Schwab Fundamental International Small Co. Index ETF (FNDC).
DFISX is managed by Dimensional Fund Advisors LP. It was launched on Sep 30, 1996. FNDC is a passively managed fund by Charles Schwab that tracks the performance of the Russell RAFI Small Company Developed x US. It was launched on Aug 15, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFISX or FNDC.
Key characteristics
| DFISX | FNDC | |
|---|---|---|
| YTD Return | 6.68% | 3.83% |
| 1Y Return | 19.32% | 16.07% |
| 3Y Return (Ann) | -0.31% | -0.52% |
| 5Y Return (Ann) | 6.05% | 4.58% |
| 10Y Return (Ann) | 6.22% | 5.47% |
| Sharpe Ratio | 1.48 | 1.19 |
| Sortino Ratio | 2.12 | 1.73 |
| Omega Ratio | 1.26 | 1.21 |
| Calmar Ratio | 1.08 | 0.93 |
| Martin Ratio | 8.35 | 6.33 |
| Ulcer Index | 2.38% | 2.62% |
| Daily Std Dev | 13.43% | 13.97% |
| Max Drawdown | -60.66% | -43.22% |
| Current Drawdown | -5.77% | -6.68% |
Correlation
The correlation between DFISX and FNDC is 0.94, 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.
Performance
DFISX vs. FNDC - Performance Comparison
In the year-to-date period, DFISX achieves a 6.68% return, which is significantly higher than FNDC's 3.83% return. Over the past 10 years, DFISX has outperformed FNDC with an annualized return of 6.22%, while FNDC has yielded a comparatively lower 5.47% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DFISX vs. FNDC - Expense Ratio Comparison
Both DFISX and FNDC have an expense ratio of 0.39%.
Risk-Adjusted Performance
DFISX vs. FNDC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Small Company Portfolio (DFISX) and Schwab Fundamental International Small Co. Index ETF (FNDC). 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.
Dividends
DFISX vs. FNDC - Dividend Comparison
DFISX's dividend yield for the trailing twelve months is around 3.12%, more than FNDC's 2.84% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFISX DFA International Small Company Portfolio | 3.12% | 3.02% | 2.31% | 2.53% | 1.71% | 2.42% | 2.61% | 2.36% | 2.59% | 2.17% | 2.63% | 2.44% |
FNDC Schwab Fundamental International Small Co. Index ETF | 2.84% | 2.86% | 1.98% | 2.58% | 1.77% | 2.71% | 2.68% | 1.94% | 1.96% | 1.30% | 1.61% | 0.64% |
Drawdowns
DFISX vs. FNDC - Drawdown Comparison
The maximum DFISX drawdown since its inception was -60.66%, which is greater than FNDC's maximum drawdown of -43.22%. Use the drawdown chart below to compare losses from any high point for DFISX and FNDC. For additional features, visit the drawdowns tool.
Volatility
DFISX vs. FNDC - Volatility Comparison
The current volatility for DFA International Small Company Portfolio (DFISX) is 3.44%, while Schwab Fundamental International Small Co. Index ETF (FNDC) has a volatility of 3.74%. This indicates that DFISX experiences smaller price fluctuations and is considered to be less risky than FNDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.