DFISX vs. IJR
DFISX (DFA International Small Company Portfolio) and IJR (iShares Core S&P Small-Cap ETF) are both funds - DFISX is a Foreign Small & Mid Cap Equities fund managed by Dimensional, while IJR is a Small Cap Blend Equities fund tracking the S&P SmallCap 600 Index. Over the past 10 years, DFISX returned 7.92%/yr vs 10.61%/yr for IJR. A 0.59 correlation means they provide meaningful diversification when combined. DFISX charges 0.39%/yr vs 0.06%/yr for IJR.
Performance
DFISX vs. IJR - Performance Comparison
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Returns By Period
In the year-to-date period, DFISX achieves a 6.48% return, which is significantly lower than IJR's 15.49% return. Over the past 10 years, DFISX has underperformed IJR with an annualized return of 7.92%, while IJR has yielded a comparatively higher 10.61% annualized return.
DFISX
- 1D
- -2.33%
- 1M
- -2.44%
- YTD
- 6.48%
- 6M
- 9.54%
- 1Y
- 21.99%
- 3Y*
- 17.56%
- 5Y*
- 6.48%
- 10Y*
- 7.92%
IJR
- 1D
- 0.65%
- 1M
- 0.17%
- YTD
- 15.49%
- 6M
- 15.12%
- 1Y
- 30.47%
- 3Y*
- 13.78%
- 5Y*
- 5.37%
- 10Y*
- 10.61%
DFISX vs. IJR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFISX DFA International Small Company Portfolio | 6.48% | 36.35% | 3.76% | 14.46% | -17.13% | 10.71% | 9.27% | 24.18% | -19.42% | 24.78% |
IJR iShares Core S&P Small-Cap ETF | 15.49% | 5.89% | 8.63% | 16.06% | -16.20% | 26.58% | 11.28% | 22.82% | -8.51% | 13.15% |
Correlation
The correlation between DFISX and IJR is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.66 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.69 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since May 30, 2000 | 0.59 |
The correlation between DFISX and IJR shifts across timeframes, from 0.59 (all time) to 0.69 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
DFISX vs. IJR — Risk / Return Rank
DFISX
IJR
DFISX vs. IJR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Small Company Portfolio (DFISX) and iShares Core S&P Small-Cap ETF (IJR). 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 | IJR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.15 | ||
| Sortino ratioReturn per unit of downside risk | -0.28 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.30 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.85 | 3.52 | -1.67 |
| Martin ratioReturn relative to average drawdown | 6.79 | 11.72 | -4.92 |
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 | IJR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.59 | 1.74 | -0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.25 | +0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.47 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.43 | +0.02 |
Drawdowns
DFISX vs. IJR - Drawdown Comparison
The maximum DFISX drawdown since its inception was -60.66%, roughly equal to the maximum IJR drawdown of -58.15%. Use the drawdown chart below to compare losses from any high point for DFISX and IJR.
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Drawdown Indicators
| DFISX | IJR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.66% | -58.15% | -2.51% |
Max Drawdown (1Y)Largest decline over 1 year | -11.96% | -8.68% | -3.28% |
Max Drawdown (3Y)Largest decline over 3 years | -13.68% | -28.02% | +14.34% |
Max Drawdown (5Y)Largest decline over 5 years | -35.06% | -28.02% | -7.04% |
Max Drawdown (10Y)Largest decline over 10 years | -43.00% | -44.36% | +1.36% |
Current DrawdownCurrent decline from peak | -4.16% | -1.20% | -2.96% |
Average DrawdownAverage peak-to-trough decline | -11.64% | -9.28% | -2.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.25% | 2.61% | +0.64% |
Volatility
DFISX vs. IJR - Volatility Comparison
The current volatility for DFA International Small Company Portfolio (DFISX) is 3.95%, while iShares Core S&P Small-Cap ETF (IJR) has a volatility of 4.73%. This indicates that DFISX experiences smaller price fluctuations and is considered to be less risky than IJR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFISX | IJR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.95% | 4.73% | -0.78% |
Volatility (6M)Calculated over the trailing 6-month period | 11.30% | 11.82% | -0.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.94% | 17.63% | -3.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.92% | 21.42% | -5.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.21% | 22.92% | -6.71% |
DFISX vs. IJR - Expense Ratio Comparison
DFISX has a 0.39% expense ratio, which is higher than IJR's 0.06% expense ratio.
Dividends
DFISX vs. IJR - Dividend Comparison
DFISX's dividend yield for the trailing twelve months is around 2.95%, more than IJR's 1.15% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFISX DFA International Small Company Portfolio | 2.95% | 3.19% | 3.39% | 3.01% | 3.51% | 3.06% | 1.71% | 4.54% | 7.74% | 1.27% | 4.44% | 4.47% |
IJR iShares Core S&P Small-Cap ETF | 1.15% | 1.44% | 2.05% | 1.31% | 1.41% | 1.53% | 1.11% | 1.44% | 1.58% | 1.20% | 1.22% | 1.48% |
Frequently Asked Questions
DFISX and IJR have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IJR has higher volatility (4.73%) compared to DFISX (3.95%). In terms of maximum drawdown, DFISX dropped -60.66% vs IJR's -58.15%.
IJR currently has the higher Sharpe Ratio (1.74 vs 1.59), 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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