DISMX vs. KGGIX
DISMX (DFA International Small Cap Growth Portfolio) and KGGIX (Kopernik Global All-Cap Fund) are both Foreign Small & Mid Cap Equities funds. Over the past 10 years, DISMX returned 7.24%/yr vs 11.76%/yr for KGGIX. Their 0.59 correlation means they have sometimes moved together and sometimes differently. DISMX charges 0.53%/yr vs 1.01%/yr for KGGIX.
Performance
DISMX vs. KGGIX - Performance Comparison
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Returns By Period
In the year-to-date period, DISMX achieves a 8.56% return, which is significantly higher than KGGIX's 5.22% return. Over the past 10 years, DISMX has underperformed KGGIX with an annualized return of 7.24%, while KGGIX has yielded a comparatively higher 11.76% annualized return.
DISMX
- 1D
- 2.36%
- 1M
- 1.37%
- 6M
- 3.54%
- YTD
- 8.56%
- 1Y
- 14.50%
- 3Y*
- 12.79%
- 5Y*
- 2.49%
- 10Y*
- 7.24%
- ALL TIME*
- 7.69%
KGGIX
- 1D
- 1.37%
- 1M
- 3.35%
- 6M
- -3.49%
- YTD
- 5.22%
- 1Y
- 29.73%
- 3Y*
- 20.55%
- 5Y*
- 11.58%
- 10Y*
- 11.76%
- ALL TIME*
- 9.26%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
DISMX vs. KGGIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DISMX DFA International Small Cap Growth Portfolio | 8.56% | 27.95% | 1.30% | 11.55% | -25.16% | 9.27% | 16.42% | 25.78% | -17.96% | 34.06% |
KGGIX Kopernik Global All-Cap Fund | 5.22% | 64.88% | -4.91% | 13.43% | -9.05% | 16.86% | 37.23% | 10.00% | -11.07% | 8.98% |
Correlation
The correlation between DISMX and KGGIX is 0.65, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.65 |
Correlation (3Y) Balances recent behavior with more history. | 0.57 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.64 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.59 |
Correlation (All Time) Calculated using the full available price history since Nov 6, 2013 | 0.59 |
The correlation between DISMX and KGGIX has been stable across timeframes, ranging from 0.57 to 0.65 - a consistent structural relationship.
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Return for Risk
DISMX vs. KGGIX — Risk / Return Rank
DISMX
KGGIX
DISMX vs. KGGIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Small Cap Growth Portfolio (DISMX) and Kopernik Global All-Cap Fund (KGGIX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DISMX | KGGIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.85 | ||
| Sortino ratioReturn per unit of downside risk | -0.89 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.32 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.21 | 2.16 | -0.95 |
| Martin ratioReturn relative to average drawdown | 4.40 | 5.32 | -0.92 |
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Drawdowns
DISMX vs. KGGIX - Drawdown Comparison
The maximum DISMX drawdown since its inception was -41.53%, smaller than the maximum KGGIX drawdown of -45.11%. Use the drawdown chart below to compare losses from any high point for DISMX and KGGIX.
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Drawdown Indicators
| DISMX | KGGIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.53% | -45.11% | +3.58% |
Max Drawdown (1Y)Largest decline over 1 year | -12.22% | -13.27% | +1.05% |
Max Drawdown (3Y)Largest decline over 3 years | -14.15% | -13.76% | -0.39% |
Max Drawdown (5Y)Largest decline over 5 years | -41.53% | -26.43% | -15.10% |
Max Drawdown (10Y)Largest decline over 10 years | -41.53% | -31.59% | -9.94% |
Current DrawdownCurrent decline from peak | -0.39% | -8.97% | +8.58% |
Average DrawdownAverage peak-to-trough decline | -10.41% | -9.52% | -0.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.34% | 5.37% | -2.03% |
Volatility
DISMX vs. KGGIX - Volatility Comparison
DFA International Small Cap Growth Portfolio (DISMX) has a higher volatility of 4.40% compared to Kopernik Global All-Cap Fund (KGGIX) at 3.39%. This indicates that DISMX's price experiences larger fluctuations and is considered to be riskier than KGGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DISMX | KGGIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.40% | 3.39% | +1.01% |
Volatility (6M)Calculated over the trailing 6-month period | 12.65% | 12.65% | 0.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.00% | 15.60% | -0.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.87% | 15.29% | +1.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.19% | 14.96% | +1.23% |
DISMX vs. KGGIX - Expense Ratio Comparison
DISMX has a 0.53% expense ratio, which is lower than KGGIX's 1.01% expense ratio.
Dividends
DISMX vs. KGGIX - Dividend Comparison
DISMX's dividend yield for the trailing twelve months is around 1.87%, less than KGGIX's 15.64% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DISMX DFA International Small Cap Growth Portfolio | 1.87% | 1.98% | 2.48% | 2.15% | 2.17% | 1.89% | 1.11% | 2.31% | 5.59% | 3.79% | 1.73% | 2.75% |
KGGIX Kopernik Global All-Cap Fund | 15.64% | 16.46% | 1.04% | 8.60% | 13.59% | 9.30% | 4.81% | 3.02% | 0.25% | 4.40% | 3.34% | 0.81% |
Frequently Asked Questions
DISMX and KGGIX have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DISMX has higher volatility (4.40%) compared to KGGIX (3.39%). In terms of maximum drawdown, DISMX dropped -41.53% vs KGGIX's -45.11%.
KGGIX currently has the higher Sharpe Ratio (1.84 vs 0.99), 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.
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