DFVQX vs. WCMSX
DFVQX (DFA International Vector Equity Portfolio) and WCMSX (WCM International Small Cap Growth Fund) are both Foreign Small & Mid Cap Equities funds. Over the past 10 years, DFVQX returned 10.08%/yr vs 11.30%/yr for WCMSX. Their 0.79 correlation means they have sometimes moved together and sometimes differently. DFVQX charges 0.36%/yr vs 1.25%/yr for WCMSX.
Performance
DFVQX vs. WCMSX - Performance Comparison
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Returns By Period
In the year-to-date period, DFVQX achieves a 12.03% return, which is significantly higher than WCMSX's 4.27% return. Over the past 10 years, DFVQX has underperformed WCMSX with an annualized return of 10.08%, while WCMSX has yielded a comparatively higher 11.30% annualized return.
DFVQX
- 1D
- -0.75%
- 1M
- 1.63%
- 6M
- 5.53%
- YTD
- 12.03%
- 1Y
- 27.28%
- 3Y*
- 18.89%
- 5Y*
- 10.78%
- 10Y*
- 10.08%
- ALL TIME*
- 9.49%
WCMSX
- 1D
- 0.16%
- 1M
- -6.10%
- 6M
- -1.32%
- YTD
- 4.27%
- 1Y
- 0.26%
- 3Y*
- 11.03%
- 5Y*
- -1.60%
- 10Y*
- 11.30%
- ALL TIME*
- 11.43%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
DFVQX vs. WCMSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFVQX DFA International Vector Equity Portfolio | 12.03% | 38.02% | 4.55% | 17.05% | -12.54% | 15.01% | 6.10% | 20.87% | -19.03% | 27.51% |
WCMSX WCM International Small Cap Growth Fund | 4.27% | 18.14% | 4.33% | 22.26% | -42.12% | 16.65% | 55.36% | 45.02% | -8.94% | 42.35% |
Correlation
The correlation between DFVQX and WCMSX is 0.75, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.75 |
Correlation (3Y) Balances recent behavior with more history. | 0.79 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.82 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.79 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.79 |
The correlation between DFVQX and WCMSX has been stable across timeframes, ranging from 0.75 to 0.82 - a consistent structural relationship.
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Return for Risk
DFVQX vs. WCMSX — Risk / Return Rank
DFVQX
WCMSX
DFVQX vs. WCMSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Vector Equity Portfolio (DFVQX) and WCM International Small Cap Growth Fund (WCMSX). 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.
| DFVQX | WCMSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.98 | ||
| Sortino ratioReturn per unit of downside risk | +2.65 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.01 | +0.34 |
| Calmar ratioReturn relative to maximum drawdown | 2.55 | -0.02 | +2.57 |
| Martin ratioReturn relative to average drawdown | 9.61 | -0.05 | +9.67 |
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Drawdowns
DFVQX vs. WCMSX - Drawdown Comparison
The maximum DFVQX drawdown since its inception was -44.58%, smaller than the maximum WCMSX drawdown of -51.60%. Use the drawdown chart below to compare losses from any high point for DFVQX and WCMSX.
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Drawdown Indicators
| DFVQX | WCMSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.58% | -51.60% | +7.02% |
Max Drawdown (1Y)Largest decline over 1 year | -10.98% | -14.39% | +3.41% |
Max Drawdown (3Y)Largest decline over 3 years | -13.00% | -18.77% | +5.77% |
Max Drawdown (5Y)Largest decline over 5 years | -28.33% | -51.60% | +23.27% |
Max Drawdown (10Y)Largest decline over 10 years | -44.58% | -51.60% | +7.02% |
Current DrawdownCurrent decline from peak | -0.75% | -15.66% | +14.91% |
Average DrawdownAverage peak-to-trough decline | -7.78% | -15.71% | +7.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 4.94% | -2.04% |
Volatility
DFVQX vs. WCMSX - Volatility Comparison
The current volatility for DFA International Vector Equity Portfolio (DFVQX) is 4.35%, while WCM International Small Cap Growth Fund (WCMSX) has a volatility of 7.40%. This indicates that DFVQX experiences smaller price fluctuations and is considered to be less risky than WCMSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFVQX | WCMSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.35% | 7.40% | -3.05% |
Volatility (6M)Calculated over the trailing 6-month period | 12.18% | 17.64% | -5.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.28% | 20.04% | -5.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.71% | 21.33% | -5.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.27% | 20.16% | -3.89% |
DFVQX vs. WCMSX - Expense Ratio Comparison
DFVQX has a 0.36% expense ratio, which is lower than WCMSX's 1.25% expense ratio.
Dividends
DFVQX vs. WCMSX - Dividend Comparison
DFVQX's dividend yield for the trailing twelve months is around 3.07%, more than WCMSX's 0.78% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFVQX DFA International Vector Equity Portfolio | 3.07% | 3.06% | 3.56% | 3.47% | 2.73% | 4.76% | 1.79% | 2.68% | 5.96% | 1.81% | 2.15% | 2.77% |
WCMSX WCM International Small Cap Growth Fund | 0.78% | 0.81% | 1.31% | 0.00% | 0.00% | 10.27% | 2.73% | 0.57% | 4.04% | 1.10% | 0.00% | 0.00% |
Frequently Asked Questions
DFVQX and WCMSX have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WCMSX has higher volatility (7.40%) compared to DFVQX (4.35%). In terms of maximum drawdown, DFVQX dropped -44.58% vs WCMSX's -51.60%.
DFVQX currently has the higher Sharpe Ratio (1.97 vs -0.01), 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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