DISMX vs. DFSTX
Compare and contrast key facts about DFA International Small Cap Growth Portfolio (DISMX) and DFA U.S. Small Cap Portfolio (DFSTX).
DISMX is managed by Dimensional. It was launched on Dec 19, 2012. DFSTX is managed by Dimensional. It was launched on Mar 19, 1992.
Performance
DISMX vs. DFSTX - Performance Comparison
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DISMX vs. DFSTX - 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% |
DFSTX DFA U.S. Small Cap Portfolio | -0.13% | 8.07% | 11.50% | 17.66% | -13.50% | 30.50% | 11.19% | 21.78% | -13.20% | 11.19% |
Returns By Period
In the year-to-date period, DISMX achieves a -4.33% return, which is significantly lower than DFSTX's -0.13% return. Over the past 10 years, DISMX has underperformed DFSTX with an annualized return of 6.31%, while DFSTX has yielded a comparatively higher 9.69% 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%
DFSTX
- 1D
- -0.91%
- 1M
- -7.67%
- YTD
- -0.13%
- 6M
- 1.57%
- 1Y
- 17.08%
- 3Y*
- 11.14%
- 5Y*
- 6.19%
- 10Y*
- 9.69%
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DISMX vs. DFSTX - Expense Ratio Comparison
DISMX has a 0.53% expense ratio, which is higher than DFSTX's 0.27% expense ratio.
Return for Risk
DISMX vs. DFSTX — Risk / Return Rank
DISMX
DFSTX
DISMX vs. DFSTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Small Cap Growth Portfolio (DISMX) and DFA U.S. Small Cap Portfolio (DFSTX). 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 | DFSTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.12 | 0.80 | +0.32 |
Sortino ratioReturn per unit of downside risk | 1.55 | 1.27 | +0.27 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.17 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.35 | 1.03 | +0.31 |
Martin ratioReturn relative to average drawdown | 5.36 | 4.16 | +1.20 |
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 | DFSTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.12 | 0.80 | +0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.11 | 0.30 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.39 | 0.44 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.48 | -0.03 |
Correlation
The correlation between DISMX and DFSTX is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
DISMX vs. DFSTX - Dividend Comparison
DISMX's dividend yield for the trailing twelve months is around 2.06%, more than DFSTX's 1.09% 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% |
DFSTX DFA U.S. Small Cap Portfolio | 1.09% | 1.08% | 1.05% | 2.45% | 5.18% | 6.39% | 1.08% | 3.30% | 5.16% | 4.56% | 3.10% | 5.90% |
Drawdowns
DISMX vs. DFSTX - Drawdown Comparison
The maximum DISMX drawdown since its inception was -41.53%, smaller than the maximum DFSTX drawdown of -60.99%. Use the drawdown chart below to compare losses from any high point for DISMX and DFSTX.
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Drawdown Indicators
| DISMX | DFSTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.53% | -60.99% | +19.46% |
Max Drawdown (1Y)Largest decline over 1 year | -12.22% | -13.92% | +1.70% |
Max Drawdown (5Y)Largest decline over 5 years | -41.53% | -25.91% | -15.62% |
Max Drawdown (10Y)Largest decline over 10 years | -41.53% | -44.78% | +3.25% |
Current DrawdownCurrent decline from peak | -12.22% | -9.09% | -3.13% |
Average DrawdownAverage peak-to-trough decline | -10.60% | -8.80% | -1.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.07% | 3.47% | -0.40% |
Volatility
DISMX vs. DFSTX - Volatility Comparison
DFA International Small Cap Growth Portfolio (DISMX) has a higher volatility of 6.07% compared to DFA U.S. Small Cap Portfolio (DFSTX) at 5.43%. This indicates that DISMX's price experiences larger fluctuations and is considered to be riskier than DFSTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DISMX | DFSTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.07% | 5.43% | +0.64% |
Volatility (6M)Calculated over the trailing 6-month period | 10.27% | 12.19% | -1.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.61% | 21.77% | -6.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.59% | 20.61% | -4.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.28% | 22.06% | -5.78% |