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DISMX vs. CVISX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DISMX vs. CVISX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA International Small Cap Growth Portfolio (DISMX) and Causeway International Small Cap Fund (CVISX). The values are adjusted to include any dividend payments, if applicable.

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DISMX vs. CVISX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DISMX
DFA International Small Cap Growth Portfolio
-4.33%27.95%1.30%11.55%-25.16%9.27%16.42%25.78%-17.96%34.06%
CVISX
Causeway International Small Cap Fund
4.10%32.93%9.71%26.74%-11.51%21.30%2.48%18.55%-21.34%34.52%

Returns By Period

In the year-to-date period, DISMX achieves a -4.33% return, which is significantly lower than CVISX's 4.10% return. Over the past 10 years, DISMX has underperformed CVISX with an annualized return of 6.31%, while CVISX has yielded a comparatively higher 10.79% annualized return.


DISMX

1D
-0.47%
1M
-12.22%
YTD
-4.33%
6M
-3.35%
1Y
18.68%
3Y*
9.25%
5Y*
1.85%
10Y*
6.31%

CVISX

1D
-0.74%
1M
-10.77%
YTD
4.10%
6M
8.85%
1Y
35.37%
3Y*
22.86%
5Y*
13.00%
10Y*
10.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DISMX vs. CVISX - Expense Ratio Comparison

DISMX has a 0.53% expense ratio, which is lower than CVISX's 1.35% expense ratio.


Return for Risk

DISMX vs. CVISX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DISMX
DISMX Risk / Return Rank: 5858
Overall Rank
DISMX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
DISMX Sortino Ratio Rank: 6060
Sortino Ratio Rank
DISMX Omega Ratio Rank: 5656
Omega Ratio Rank
DISMX Calmar Ratio Rank: 5757
Calmar Ratio Rank
DISMX Martin Ratio Rank: 5555
Martin Ratio Rank

CVISX
CVISX Risk / Return Rank: 9292
Overall Rank
CVISX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
CVISX Sortino Ratio Rank: 9292
Sortino Ratio Rank
CVISX Omega Ratio Rank: 9191
Omega Ratio Rank
CVISX Calmar Ratio Rank: 9292
Calmar Ratio Rank
CVISX Martin Ratio Rank: 9090
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DISMX vs. CVISX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA International Small Cap Growth Portfolio (DISMX) and Causeway International Small Cap Fund (CVISX). 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.


DISMXCVISXDifference

Sharpe ratio

Return per unit of total volatility

1.12

2.23

-1.12

Sortino ratio

Return per unit of downside risk

1.55

2.74

-1.19

Omega ratio

Gain probability vs. loss probability

1.22

1.41

-0.19

Calmar ratio

Return relative to maximum drawdown

1.35

2.70

-1.35

Martin ratio

Return relative to average drawdown

5.36

10.15

-4.79

DISMX vs. CVISX - Sharpe Ratio Comparison

The current DISMX Sharpe Ratio is 1.12, which is lower than the CVISX Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of DISMX and CVISX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DISMXCVISXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.12

2.23

-1.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

0.82

-0.71

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

0.65

-0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.60

-0.15

Correlation

The correlation between DISMX and CVISX is 0.84, 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.


Dividends

DISMX vs. CVISX - Dividend Comparison

DISMX's dividend yield for the trailing twelve months is around 2.06%, less than CVISX's 15.91% yield.


TTM20252024202320222021202020192018201720162015
DISMX
DFA International Small Cap Growth Portfolio
2.06%1.98%2.48%2.15%2.17%1.89%1.11%2.31%5.59%3.79%1.73%2.75%
CVISX
Causeway International Small Cap Fund
15.91%16.56%10.60%6.14%2.75%3.48%3.42%3.57%2.91%8.23%2.78%2.00%

Drawdowns

DISMX vs. CVISX - Drawdown Comparison

The maximum DISMX drawdown since its inception was -41.53%, smaller than the maximum CVISX drawdown of -48.50%. Use the drawdown chart below to compare losses from any high point for DISMX and CVISX.


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Drawdown Indicators


DISMXCVISXDifference

Max Drawdown

Largest peak-to-trough decline

-41.53%

-48.50%

+6.97%

Max Drawdown (1Y)

Largest decline over 1 year

-12.22%

-10.77%

-1.45%

Max Drawdown (5Y)

Largest decline over 5 years

-41.53%

-25.20%

-16.33%

Max Drawdown (10Y)

Largest decline over 10 years

-41.53%

-48.50%

+6.97%

Current Drawdown

Current decline from peak

-12.22%

-10.77%

-1.45%

Average Drawdown

Average peak-to-trough decline

-10.60%

-8.99%

-1.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.07%

3.17%

-0.10%

Volatility

DISMX vs. CVISX - Volatility Comparison

The current volatility for DFA International Small Cap Growth Portfolio (DISMX) is 6.07%, while Causeway International Small Cap Fund (CVISX) has a volatility of 6.46%. This indicates that DISMX experiences smaller price fluctuations and is considered to be less risky than CVISX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DISMXCVISXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.07%

6.46%

-0.39%

Volatility (6M)

Calculated over the trailing 6-month period

10.27%

10.96%

-0.69%

Volatility (1Y)

Calculated over the trailing 1-year period

15.61%

15.35%

+0.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.59%

16.01%

+0.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.28%

16.75%

-0.47%