DFISX vs. GCSIX
Compare and contrast key facts about DFA International Small Company Portfolio (DFISX) and Goldman Sachs Small Cap Equity Insights Fund (GCSIX).
DFISX is managed by Dimensional. It was launched on Sep 30, 1996. GCSIX is managed by Goldman Sachs. It was launched on Aug 15, 1997.
Performance
DFISX vs. GCSIX - Performance Comparison
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DFISX vs. GCSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFISX DFA International Small Company Portfolio | 1.00% | 36.35% | 3.76% | 14.46% | -17.13% | 10.71% | 9.27% | 24.18% | -19.42% | 24.78% |
GCSIX Goldman Sachs Small Cap Equity Insights Fund | 2.37% | 15.66% | 33.50% | 19.76% | -19.98% | 23.56% | 6.95% | 25.43% | -8.82% | 11.82% |
Returns By Period
In the year-to-date period, DFISX achieves a 1.00% return, which is significantly lower than GCSIX's 2.37% return. Over the past 10 years, DFISX has underperformed GCSIX with an annualized return of 7.99%, while GCSIX has yielded a comparatively higher 12.07% annualized return.
DFISX
- 1D
- 3.03%
- 1M
- -7.73%
- YTD
- 1.00%
- 6M
- 5.20%
- 1Y
- 30.54%
- 3Y*
- 15.42%
- 5Y*
- 6.89%
- 10Y*
- 7.99%
GCSIX
- 1D
- 3.25%
- 1M
- -6.66%
- YTD
- 2.37%
- 6M
- 5.32%
- 1Y
- 31.10%
- 3Y*
- 22.10%
- 5Y*
- 10.01%
- 10Y*
- 12.07%
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DFISX vs. GCSIX - Expense Ratio Comparison
DFISX has a 0.39% expense ratio, which is lower than GCSIX's 0.84% expense ratio.
Return for Risk
DFISX vs. GCSIX — Risk / Return Rank
DFISX
GCSIX
DFISX vs. GCSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Small Company Portfolio (DFISX) and Goldman Sachs Small Cap Equity Insights Fund (GCSIX). 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 | GCSIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.99 | 1.33 | +0.66 |
Sortino ratioReturn per unit of downside risk | 2.56 | 1.94 | +0.62 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.25 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 2.34 | 2.03 | +0.31 |
Martin ratioReturn relative to average drawdown | 9.16 | 7.97 | +1.18 |
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 | GCSIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.99 | 1.33 | +0.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.44 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.51 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.34 | +0.11 |
Correlation
The correlation between DFISX and GCSIX is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
DFISX vs. GCSIX - Dividend Comparison
DFISX's dividend yield for the trailing twelve months is around 3.11%, less than GCSIX's 10.29% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFISX DFA International Small Company Portfolio | 3.11% | 3.19% | 3.39% | 3.01% | 3.51% | 3.06% | 1.71% | 4.54% | 7.74% | 1.27% | 4.44% | 4.47% |
GCSIX Goldman Sachs Small Cap Equity Insights Fund | 10.29% | 10.54% | 25.02% | 0.75% | 0.87% | 30.90% | 0.50% | 0.54% | 6.50% | 0.27% | 0.60% | 0.58% |
Drawdowns
DFISX vs. GCSIX - Drawdown Comparison
The maximum DFISX drawdown since its inception was -60.66%, roughly equal to the maximum GCSIX drawdown of -63.23%. Use the drawdown chart below to compare losses from any high point for DFISX and GCSIX.
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Drawdown Indicators
| DFISX | GCSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.66% | -63.23% | +2.57% |
Max Drawdown (1Y)Largest decline over 1 year | -11.96% | -13.74% | +1.78% |
Max Drawdown (5Y)Largest decline over 5 years | -35.06% | -30.97% | -4.09% |
Max Drawdown (10Y)Largest decline over 10 years | -43.00% | -45.08% | +2.08% |
Current DrawdownCurrent decline from peak | -9.09% | -7.13% | -1.96% |
Average DrawdownAverage peak-to-trough decline | -11.69% | -11.47% | -0.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.05% | 3.49% | -0.44% |
Volatility
DFISX vs. GCSIX - Volatility Comparison
The current volatility for DFA International Small Company Portfolio (DFISX) is 6.81%, while Goldman Sachs Small Cap Equity Insights Fund (GCSIX) has a volatility of 7.44%. This indicates that DFISX experiences smaller price fluctuations and is considered to be less risky than GCSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFISX | GCSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.81% | 7.44% | -0.63% |
Volatility (6M)Calculated over the trailing 6-month period | 10.46% | 14.72% | -4.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.63% | 23.80% | -8.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.80% | 23.08% | -7.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.13% | 23.73% | -7.60% |