DISMX vs. DFVQX

Last updated Jun 4, 2026

DISMX (DFA International Small Cap Growth Portfolio) and DFVQX (DFA International Vector Equity Portfolio) are both Foreign Small & Mid Cap Equities funds from Dimensional. Over the past 10 years, DISMX returned 7.14%/yr vs 9.99%/yr for DFVQX. Their correlation of 0.94 suggests significant overlap in exposure. DISMX charges 0.53%/yr vs 0.36%/yr for DFVQX.

Performance

DISMX vs. DFVQX - Performance Comparison

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

Returns By Period

In the year-to-date period, DISMX achieves a 8.33% return, which is significantly lower than DFVQX's 11.85% return. Over the past 10 years, DISMX has underperformed DFVQX with an annualized return of 7.14%, while DFVQX has yielded a comparatively higher 9.99% annualized return.

DISMX

• 1D: 0.05%
• 1M: 3.29%
• YTD: 8.33%
• 6M: 10.94%
• 1Y: 17.66%
• 3Y*: 14.03%
• 5Y*: 2.89%
• 10Y*: 7.14%

DFVQX

• 1D: 0.25%
• 1M: 3.28%
• YTD: 11.85%
• 6M: 15.01%
• 1Y: 30.09%
• 3Y*: 20.79%
• 5Y*: 10.37%
• 10Y*: 9.99%

*Multi-year figures are annualized to reflect compound growth (CAGR)

DISMX vs. DFVQX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DISMX DFA International Small Cap Growth Portfolio	8.33%	27.95%	1.30%	11.55%	-25.16%	9.27%	16.42%	25.78%	-17.96%	34.06%
DFVQX DFA International Vector Equity Portfolio	11.85%	38.02%	4.55%	17.05%	-12.54%	15.01%	6.10%	20.87%	-19.03%	27.51%

Correlation

The correlation between DISMX and DFVQX is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.92
Correlation (3Y) Calculated over the trailing 3-year period	0.95
Correlation (5Y) Calculated over the trailing 5-year period	0.95
Correlation (10Y) Calculated over the trailing 10-year period	0.94
Correlation (All Time) Calculated using the full available price history since Jan 3, 2013	0.94

The correlation between DISMX and DFVQX has been stable across timeframes, ranging from 0.92 to 0.95 - a consistent structural relationship.

Return for Risk

DISMX vs. DFVQX — Risk / Return Rank

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

DISMX

DISMX Risk / Return Rank: 17
DISMX Sharpe Ratio Rank: 17
DISMX Sortino Ratio Rank: 18
DISMX Omega Ratio Rank: 17
DISMX Calmar Ratio Rank: 15
DISMX Martin Ratio Rank: 20

DFVQX

DFVQX Risk / Return Rank: 51
DFVQX Sharpe Ratio Rank: 54
DFVQX Sortino Ratio Rank: 51
DFVQX Omega Ratio Rank: 51
DFVQX Calmar Ratio Rank: 50
DFVQX Martin Ratio Rank: 51

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. DFVQX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA International Small Cap Growth Portfolio (DISMX) and DFA International Vector Equity Portfolio (DFVQX). 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	DFVQX	Difference
Sharpe ratio Return per unit of total volatility	1.19	2.18	-0.98
Sortino ratio Return per unit of downside risk	1.77	3.02	-1.26
Omega ratio Gain probability vs. loss probability	1.22	1.39	-0.18
Calmar ratio Return relative to maximum drawdown	1.39	2.69	-1.30
Martin ratio Return relative to average drawdown	5.25	10.47	-5.22
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DISMX vs. DFVQX - Sharpe Ratio Comparison

The current DISMX Sharpe Ratio is 1.19, which is lower than the DFVQX Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of DISMX and DFVQX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DISMX	DFVQX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.19	2.18	-0.98
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.17	0.67	-0.49
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.44	0.61	-0.17
Sharpe Ratio (All Time) Calculated using the full available price history	0.51	0.61	-0.11

Drawdowns

DISMX vs. DFVQX - Drawdown Comparison

The maximum DISMX drawdown since its inception was -41.53%, smaller than the maximum DFVQX drawdown of -44.58%. Use the drawdown chart below to compare losses from any high point for DISMX and DFVQX.

Drawdown Indicators

	DISMX	DFVQX	Difference
Max Drawdown Largest peak-to-trough decline	-41.53%	-44.58%	+3.05%
Max Drawdown (1Y) Largest decline over 1 year	-12.22%	-10.98%	-1.24%
Max Drawdown (3Y) Largest decline over 3 years	-15.59%	-13.00%	-2.59%
Max Drawdown (5Y) Largest decline over 5 years	-41.53%	-28.33%	-13.20%
Max Drawdown (10Y) Largest decline over 10 years	-41.53%	-44.58%	+3.05%
Current Drawdown Current decline from peak	-0.61%	-0.65%	+0.04%
Average Drawdown Average peak-to-trough decline	-10.51%	-7.85%	-2.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.23%	2.80%	+0.43%

Volatility

DISMX vs. DFVQX - Volatility Comparison

DFA International Small Cap Growth Portfolio (DISMX) and DFA International Vector Equity Portfolio (DFVQX) have volatilities of 3.88% and 4.02%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DISMX	DFVQX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.88%	4.02%	-0.14%
Volatility (6M) Calculated over the trailing 6-month period	11.63%	11.02%	+0.61%
Volatility (1Y) Calculated over the trailing 1-year period	14.29%	13.62%	+0.67%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.77%	15.64%	+1.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.40%	16.54%	-0.14%

DISMX vs. DFVQX - Expense Ratio Comparison

DISMX has a 0.53% expense ratio, which is higher than DFVQX's 0.36% expense ratio.

Dividends

DISMX vs. DFVQX - Dividend Comparison

DISMX's dividend yield for the trailing twelve months is around 1.82%, less than DFVQX's 2.91% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DFVQX DFA International Vector Equity Portfolio	2.91%	3.06%	3.56%	3.47%	2.73%	4.76%	1.79%	2.68%	5.96%	1.81%	2.15%	2.77%
DISMX DFA International Small Cap Growth Portfolio	1.82%	1.98%	2.48%	2.15%	2.17%	1.89%	1.11%	2.31%	5.59%	3.79%	1.73%	2.75%

Frequently Asked Questions

Can I hold both DISMX and DFVQX in my portfolio?

With a correlation of 0.92, DISMX and DFVQX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, DISMX or DFVQX?

DFVQX has higher volatility (4.02%) compared to DISMX (3.88%). In terms of maximum drawdown, DISMX dropped -41.53% vs DFVQX's -44.58%.

Which has better risk-adjusted returns?

DFVQX currently has the higher Sharpe Ratio (2.18 vs 1.19), 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.