DISMX vs. PRIDX
DISMX (DFA International Small Cap Growth Portfolio) and PRIDX (T. Rowe Price International Discovery Fund) are both Foreign Small & Mid Cap Equities funds. Over the past 10 years, DISMX returned 7.80%/yr vs 9.52%/yr for PRIDX. Their correlation of 0.92 suggests significant overlap in exposure. DISMX charges 0.53%/yr vs 1.23%/yr for PRIDX.
Performance
DISMX vs. PRIDX - Performance Comparison
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Returns By Period
In the year-to-date period, DISMX achieves a 7.14% return, which is significantly lower than PRIDX's 8.65% return. Over the past 10 years, DISMX has underperformed PRIDX with an annualized return of 7.80%, while PRIDX has yielded a comparatively higher 9.52% annualized return.
DISMX
- 1D
- -0.20%
- 1M
- 0.15%
- YTD
- 7.14%
- 6M
- 6.46%
- 1Y
- 15.84%
- 3Y*
- 14.19%
- 5Y*
- 2.80%
- 10Y*
- 7.80%
PRIDX
- 1D
- -0.28%
- 1M
- 0.54%
- YTD
- 8.65%
- 6M
- 8.62%
- 1Y
- 21.77%
- 3Y*
- 15.06%
- 5Y*
- 1.77%
- 10Y*
- 9.52%
DISMX vs. PRIDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DISMX DFA International Small Cap Growth Portfolio | 7.14% | 27.95% | 1.30% | 11.55% | -25.16% | 9.27% | 16.42% | 25.78% | -17.96% | 34.06% |
PRIDX T. Rowe Price International Discovery Fund | 8.65% | 25.53% | 3.65% | 13.19% | -30.34% | 7.31% | 38.78% | 25.01% | -17.54% | 38.56% |
Correlation
The correlation between DISMX and PRIDX is 0.93, 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 | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2013 | 0.92 |
The correlation between DISMX and PRIDX has been stable across timeframes, ranging from 0.92 to 0.93 - a consistent structural relationship.
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Return for Risk
DISMX vs. PRIDX — Risk / Return Rank
DISMX
PRIDX
DISMX vs. PRIDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Small Cap Growth Portfolio (DISMX) and T. Rowe Price International Discovery Fund (PRIDX). 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 | PRIDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.40 | ||
| Sortino ratioReturn per unit of downside risk | -0.49 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.29 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.37 | 1.69 | -0.32 |
| Martin ratioReturn relative to average drawdown | 5.13 | 6.18 | -1.05 |
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Drawdowns
DISMX vs. PRIDX - Drawdown Comparison
The maximum DISMX drawdown since its inception was -41.53%, smaller than the maximum PRIDX drawdown of -65.01%. Use the drawdown chart below to compare losses from any high point for DISMX and PRIDX.
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Drawdown Indicators
| DISMX | PRIDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.53% | -65.01% | +23.48% |
Max Drawdown (1Y)Largest decline over 1 year | -12.22% | -13.50% | +1.28% |
Max Drawdown (3Y)Largest decline over 3 years | -15.59% | -15.86% | +0.27% |
Max Drawdown (5Y)Largest decline over 5 years | -41.53% | -43.86% | +2.33% |
Max Drawdown (10Y)Largest decline over 10 years | -41.53% | -43.86% | +2.33% |
Current DrawdownCurrent decline from peak | -1.69% | -1.52% | -0.17% |
Average DrawdownAverage peak-to-trough decline | -10.47% | -16.34% | +5.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.26% | 3.69% | -0.43% |
Volatility
DISMX vs. PRIDX - Volatility Comparison
The current volatility for DFA International Small Cap Growth Portfolio (DISMX) is 4.45%, while T. Rowe Price International Discovery Fund (PRIDX) has a volatility of 5.20%. This indicates that DISMX experiences smaller price fluctuations and is considered to be less risky than PRIDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DISMX | PRIDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.45% | 5.20% | -0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 12.18% | 12.52% | -0.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.62% | 14.78% | -0.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.83% | 16.82% | +0.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.38% | 16.65% | -0.27% |
DISMX vs. PRIDX - Expense Ratio Comparison
DISMX has a 0.53% expense ratio, which is lower than PRIDX's 1.23% expense ratio.
Dividends
DISMX vs. PRIDX - Dividend Comparison
DISMX's dividend yield for the trailing twelve months is around 1.84%, less than PRIDX's 4.50% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DISMX DFA International Small Cap Growth Portfolio | 1.84% | 1.98% | 2.48% | 2.15% | 2.17% | 1.89% | 1.11% | 2.31% | 5.59% | 3.79% | 1.73% | 2.75% |
PRIDX T. Rowe Price International Discovery Fund | 4.50% | 4.88% | 4.03% | 2.05% | 3.18% | 15.35% | 4.30% | 1.48% | 6.20% | 3.11% | 1.81% | 5.00% |
Frequently Asked Questions
With a correlation of 0.93, DISMX and PRIDX 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.
PRIDX has higher volatility (5.20%) compared to DISMX (4.45%). In terms of maximum drawdown, DISMX dropped -41.53% vs PRIDX's -65.01%.
PRIDX currently has the higher Sharpe Ratio (1.55 vs 1.15), 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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