DISMX vs. DFEOX
Compare and contrast key facts about DFA International Small Cap Growth Portfolio (DISMX) and DFA US Core Equity 1 Portfolio I (DFEOX).
DISMX is managed by Dimensional. It was launched on Dec 19, 2012. DFEOX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
DISMX vs. DFEOX - Performance Comparison
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DISMX vs. DFEOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
DFEOX DFA US Core Equity 1 Portfolio I | -4.34% | 16.00% | 21.35% | 22.97% | -14.99% | 27.51% | 16.44% | 30.20% | -7.81% | 20.26% |
Returns By Period
The year-to-date returns for both stocks are quite close, with DISMX having a -4.33% return and DFEOX slightly lower at -4.34%. Over the past 10 years, DISMX has underperformed DFEOX with an annualized return of 6.31%, while DFEOX has yielded a comparatively higher 12.94% 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%
DFEOX
- 1D
- -0.49%
- 1M
- -7.30%
- YTD
- -4.34%
- 6M
- -1.81%
- 1Y
- 15.78%
- 3Y*
- 16.13%
- 5Y*
- 10.46%
- 10Y*
- 12.94%
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DISMX vs. DFEOX - Expense Ratio Comparison
DISMX has a 0.53% expense ratio, which is higher than DFEOX's 0.14% expense ratio.
Return for Risk
DISMX vs. DFEOX — Risk / Return Rank
DISMX
DFEOX
DISMX vs. DFEOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Small Cap Growth Portfolio (DISMX) and DFA US Core Equity 1 Portfolio I (DFEOX). 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.
| DISMX | DFEOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.12 | 0.93 | +0.19 |
Sortino ratioReturn per unit of downside risk | 1.55 | 1.43 | +0.12 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.22 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.35 | 0.98 | +0.37 |
Martin ratioReturn relative to average drawdown | 5.36 | 4.74 | +0.61 |
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
| DISMX | DFEOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.12 | 0.93 | +0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.11 | 0.62 | -0.51 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.39 | 0.72 | -0.33 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.51 | -0.06 |
Correlation
The correlation between DISMX and DFEOX is 0.73, 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. DFEOX - Dividend Comparison
DISMX's dividend yield for the trailing twelve months is around 2.06%, more than DFEOX's 1.12% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
DFEOX DFA US Core Equity 1 Portfolio I | 1.12% | 1.06% | 1.13% | 1.43% | 4.08% | 3.69% | 1.36% | 3.02% | 2.37% | 1.61% | 1.61% | 2.98% |
Drawdowns
DISMX vs. DFEOX - Drawdown Comparison
The maximum DISMX drawdown since its inception was -41.53%, smaller than the maximum DFEOX drawdown of -56.77%. Use the drawdown chart below to compare losses from any high point for DISMX and DFEOX.
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Drawdown Indicators
| DISMX | DFEOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.53% | -56.77% | +15.24% |
Max Drawdown (1Y)Largest decline over 1 year | -12.22% | -12.58% | +0.36% |
Max Drawdown (5Y)Largest decline over 5 years | -41.53% | -22.86% | -18.67% |
Max Drawdown (10Y)Largest decline over 10 years | -41.53% | -36.55% | -4.98% |
Current DrawdownCurrent decline from peak | -12.22% | -8.28% | -3.94% |
Average DrawdownAverage peak-to-trough decline | -10.60% | -7.25% | -3.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.07% | 2.69% | +0.38% |
Volatility
DISMX vs. DFEOX - Volatility Comparison
DFA International Small Cap Growth Portfolio (DISMX) has a higher volatility of 6.07% compared to DFA US Core Equity 1 Portfolio I (DFEOX) at 4.20%. This indicates that DISMX's price experiences larger fluctuations and is considered to be riskier than DFEOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DISMX | DFEOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.07% | 4.20% | +1.87% |
Volatility (6M)Calculated over the trailing 6-month period | 10.27% | 8.49% | +1.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.61% | 17.87% | -2.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.59% | 16.88% | -0.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.28% | 17.98% | -1.70% |