PortfoliosLab logoPortfoliosLab logo
DISMX vs. VBIAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DISMX vs. VBIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA International Small Cap Growth Portfolio (DISMX) and Vanguard Balanced Index Fund Admiral Shares (VBIAX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

DISMX vs. VBIAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
VBIAX
Vanguard Balanced Index Fund Admiral Shares
-4.19%13.61%14.58%17.54%-16.90%14.21%16.40%21.78%-2.86%13.89%

Returns By Period

The year-to-date returns for both investments are quite close, with DISMX having a -4.33% return and VBIAX slightly higher at -4.19%. Over the past 10 years, DISMX has underperformed VBIAX with an annualized return of 6.31%, while VBIAX has yielded a comparatively higher 8.77% 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%

VBIAX

1D
-0.06%
1M
-5.43%
YTD
-4.19%
6M
-2.40%
1Y
10.89%
3Y*
11.56%
5Y*
6.33%
10Y*
8.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DISMX vs. VBIAX - Expense Ratio Comparison

DISMX has a 0.53% expense ratio, which is higher than VBIAX's 0.07% expense ratio.


Return for Risk

DISMX vs. VBIAX — Risk / Return Rank

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

DISMX
DISMX Risk / Return Rank: 5858
Overall Rank
DISMX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
DISMX Sortino Ratio Rank: 6060
Sortino Ratio Rank
DISMX Omega Ratio Rank: 5656
Omega Ratio Rank
DISMX Calmar Ratio Rank: 5757
Calmar Ratio Rank
DISMX Martin Ratio Rank: 5555
Martin Ratio Rank

VBIAX
VBIAX Risk / Return Rank: 5959
Overall Rank
VBIAX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
VBIAX Sortino Ratio Rank: 5959
Sortino Ratio Rank
VBIAX Omega Ratio Rank: 5858
Omega Ratio Rank
VBIAX Calmar Ratio Rank: 5757
Calmar Ratio Rank
VBIAX Martin Ratio Rank: 6666
Martin Ratio Rank
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. VBIAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA International Small Cap Growth Portfolio (DISMX) and Vanguard Balanced Index Fund Admiral Shares (VBIAX). 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.


DISMXVBIAXDifference

Sharpe ratio

Return per unit of total volatility

1.12

1.01

+0.11

Sortino ratio

Return per unit of downside risk

1.55

1.51

+0.04

Omega ratio

Gain probability vs. loss probability

1.22

1.22

0.00

Calmar ratio

Return relative to maximum drawdown

1.35

1.31

+0.03

Martin ratio

Return relative to average drawdown

5.36

6.22

-0.86

DISMX vs. VBIAX - Sharpe Ratio Comparison

The current DISMX Sharpe Ratio is 1.12, which is comparable to the VBIAX Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of DISMX and VBIAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


DISMXVBIAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.12

1.01

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

0.58

-0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

0.79

-0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.60

-0.15

Correlation

The correlation between DISMX and VBIAX is 0.74, 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. VBIAX - Dividend Comparison

DISMX's dividend yield for the trailing twelve months is around 2.06%, less than VBIAX's 5.84% yield.


TTM20252024202320222021202020192018201720162015
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%
VBIAX
Vanguard Balanced Index Fund Admiral Shares
5.84%6.00%5.27%4.35%2.83%3.19%2.65%2.28%2.32%1.95%2.09%2.09%

Drawdowns

DISMX vs. VBIAX - Drawdown Comparison

The maximum DISMX drawdown since its inception was -41.53%, which is greater than VBIAX's maximum drawdown of -35.90%. Use the drawdown chart below to compare losses from any high point for DISMX and VBIAX.


Loading graphics...

Drawdown Indicators


DISMXVBIAXDifference

Max Drawdown

Largest peak-to-trough decline

-41.53%

-35.90%

-5.63%

Max Drawdown (1Y)

Largest decline over 1 year

-12.22%

-7.78%

-4.44%

Max Drawdown (5Y)

Largest decline over 5 years

-41.53%

-21.53%

-20.00%

Max Drawdown (10Y)

Largest decline over 10 years

-41.53%

-22.78%

-18.75%

Current Drawdown

Current decline from peak

-12.22%

-5.83%

-6.39%

Average Drawdown

Average peak-to-trough decline

-10.60%

-4.47%

-6.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.07%

1.64%

+1.43%

Volatility

DISMX vs. VBIAX - Volatility Comparison

DFA International Small Cap Growth Portfolio (DISMX) has a higher volatility of 6.07% compared to Vanguard Balanced Index Fund Admiral Shares (VBIAX) at 3.07%. This indicates that DISMX's price experiences larger fluctuations and is considered to be riskier than VBIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


DISMXVBIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.07%

3.07%

+3.00%

Volatility (6M)

Calculated over the trailing 6-month period

10.27%

5.93%

+4.34%

Volatility (1Y)

Calculated over the trailing 1-year period

15.61%

11.27%

+4.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.59%

11.02%

+5.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.28%

11.17%

+5.11%