DIAX vs. DSM
Compare and contrast key facts about Dimensional International Core Equity Fund (DIAX) and Dimensional Small Cap Equity Fund (DSM).
DIAX is managed by Dimensional Fund Advisors. It was launched on Jan 1, 2013. DSM is managed by Dimensional Fund Advisors. It was launched on Jan 1, 2013.
Performance
DIAX vs. DSM - Performance Comparison
Loading graphics...
DIAX vs. DSM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DIAX Dimensional International Core Equity Fund | -5.70% | 10.13% | 16.51% | -2.11% | -6.11% | 24.72% | -6.85% | 16.99% | -8.53% | 33.77% |
DSM Dimensional Small Cap Equity Fund | -1.40% | 10.90% | 5.52% | 3.18% | -27.04% | 10.89% | 3.32% | 20.57% | -13.60% | 12.79% |
Returns By Period
In the year-to-date period, DIAX achieves a -5.70% return, which is significantly lower than DSM's -1.40% return. Over the past 10 years, DIAX has outperformed DSM with an annualized return of 7.67%, while DSM has yielded a comparatively lower 1.39% annualized return.
DIAX
- 1D
- -0.91%
- 1M
- -5.94%
- YTD
- -5.70%
- 6M
- -1.40%
- 1Y
- 5.66%
- 3Y*
- 8.06%
- 5Y*
- 5.16%
- 10Y*
- 7.67%
DSM
- 1D
- 3.62%
- 1M
- -2.33%
- YTD
- -1.40%
- 6M
- 3.95%
- 1Y
- 9.09%
- 3Y*
- 4.23%
- 5Y*
- -1.07%
- 10Y*
- 1.39%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DIAX vs. DSM - Expense Ratio Comparison
DIAX has a 0.01% expense ratio, which is lower than DSM's 0.03% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
DIAX vs. DSM — Risk / Return Rank
DIAX
DSM
DIAX vs. DSM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional International Core Equity Fund (DIAX) and Dimensional Small Cap Equity Fund (DSM). 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.
| DIAX | DSM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.32 | 0.77 | -0.44 |
Sortino ratioReturn per unit of downside risk | 0.60 | 1.13 | -0.54 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.15 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.41 | 1.07 | -0.66 |
Martin ratioReturn relative to average drawdown | 1.63 | 2.98 | -1.35 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| DIAX | DSM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.32 | 0.77 | -0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | -0.09 | +0.45 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.10 | +0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.31 | +0.03 |
Correlation
The correlation between DIAX and DSM is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
DIAX vs. DSM - Dividend Comparison
DIAX's dividend yield for the trailing twelve months is around 8.54%, more than DSM's 4.53% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DIAX Dimensional International Core Equity Fund | 8.54% | 7.89% | 7.71% | 8.19% | 7.39% | 6.15% | 7.33% | 6.68% | 7.69% | 5.63% | 6.95% | 7.41% |
DSM Dimensional Small Cap Equity Fund | 4.53% | 4.07% | 3.72% | 4.27% | 5.95% | 4.31% | 4.57% | 5.19% | 6.11% | 5.82% | 6.19% | 6.17% |
Drawdowns
DIAX vs. DSM - Drawdown Comparison
The maximum DIAX drawdown since its inception was -44.96%, smaller than the maximum DSM drawdown of -49.15%. Use the drawdown chart below to compare losses from any high point for DIAX and DSM.
Loading graphics...
Drawdown Indicators
| DIAX | DSM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.96% | -49.15% | +4.19% |
Max Drawdown (1Y)Largest decline over 1 year | -12.06% | -8.36% | -3.70% |
Max Drawdown (5Y)Largest decline over 5 years | -20.59% | -38.75% | +18.16% |
Max Drawdown (10Y)Largest decline over 10 years | -44.96% | -38.75% | -6.21% |
Current DrawdownCurrent decline from peak | -8.81% | -13.91% | +5.10% |
Average DrawdownAverage peak-to-trough decline | -7.96% | -8.25% | +0.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.07% | 2.99% | +0.08% |
Volatility
DIAX vs. DSM - Volatility Comparison
The current volatility for Dimensional International Core Equity Fund (DIAX) is 3.97%, while Dimensional Small Cap Equity Fund (DSM) has a volatility of 4.51%. This indicates that DIAX experiences smaller price fluctuations and is considered to be less risky than DSM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| DIAX | DSM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.97% | 4.51% | -0.54% |
Volatility (6M)Calculated over the trailing 6-month period | 7.40% | 7.36% | +0.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.38% | 11.89% | +4.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.28% | 12.38% | +1.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.46% | 13.45% | +4.01% |