DLS vs. DFISX
DLS (WisdomTree International SmallCap Dividend) and DFISX (DFA International Small Company Portfolio) are both Foreign Small & Mid Cap Equities funds. Over the past 10 years, DLS returned 8.07%/yr vs 8.53%/yr for DFISX. Their correlation of 0.93 suggests significant overlap in exposure. DLS charges 0.58%/yr vs 0.39%/yr for DFISX.
Performance
DLS vs. DFISX - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with DLS having a 7.56% return and DFISX slightly higher at 7.65%. Over the past 10 years, DLS has underperformed DFISX with an annualized return of 8.07%, while DFISX has yielded a comparatively higher 8.53% annualized return.
DLS
- 1D
- 0.13%
- 1M
- 0.56%
- YTD
- 7.56%
- 6M
- 9.92%
- 1Y
- 23.02%
- 3Y*
- 16.92%
- 5Y*
- 6.78%
- 10Y*
- 8.07%
DFISX
- 1D
- 2.27%
- 1M
- 0.36%
- YTD
- 7.65%
- 6M
- 9.88%
- 1Y
- 23.06%
- 3Y*
- 17.56%
- 5Y*
- 6.74%
- 10Y*
- 8.53%
DLS vs. DFISX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DLS WisdomTree International SmallCap Dividend | 7.56% | 34.11% | 3.06% | 15.33% | -17.31% | 11.71% | -1.28% | 22.20% | -18.95% | 31.83% |
DFISX DFA International Small Company Portfolio | 7.65% | 36.35% | 3.76% | 14.46% | -17.13% | 10.71% | 9.27% | 24.18% | -19.42% | 24.78% |
Correlation
The correlation between DLS and DFISX is 0.94, 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 | 0.94 |
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 | 0.95 |
Correlation (All Time) Calculated using the full available price history since Jun 16, 2006 | 0.93 |
The correlation between DLS and DFISX has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.
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Return for Risk
DLS vs. DFISX — Risk / Return Rank
DLS
DFISX
DLS vs. DFISX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree International SmallCap Dividend (DLS) and DFA International Small Company Portfolio (DFISX). 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.
| DLS | DFISX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.02 | ||
| Sortino ratioReturn per unit of downside risk | -0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.29 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 1.97 | 1.90 | +0.08 |
| Martin ratioReturn relative to average drawdown | 7.11 | 6.86 | +0.25 |
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Drawdowns
DLS vs. DFISX - Drawdown Comparison
The maximum DLS drawdown since its inception was -63.13%, roughly equal to the maximum DFISX drawdown of -60.66%. Use the drawdown chart below to compare losses from any high point for DLS and DFISX.
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Drawdown Indicators
| DLS | DFISX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.13% | -60.66% | -2.47% |
Max Drawdown (1Y)Largest decline over 1 year | -11.04% | -11.96% | +0.92% |
Max Drawdown (3Y)Largest decline over 3 years | -12.69% | -13.68% | +0.99% |
Max Drawdown (5Y)Largest decline over 5 years | -32.22% | -35.06% | +2.84% |
Max Drawdown (10Y)Largest decline over 10 years | -44.77% | -43.00% | -1.77% |
Current DrawdownCurrent decline from peak | -2.36% | -3.11% | +0.75% |
Average DrawdownAverage peak-to-trough decline | -13.63% | -11.64% | -1.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.06% | 3.29% | -0.23% |
Volatility
DLS vs. DFISX - Volatility Comparison
WisdomTree International SmallCap Dividend (DLS) has a higher volatility of 4.90% compared to DFA International Small Company Portfolio (DFISX) at 4.59%. This indicates that DLS's price experiences larger fluctuations and is considered to be riskier than DFISX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DLS | DFISX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.90% | 4.59% | +0.31% |
Volatility (6M)Calculated over the trailing 6-month period | 11.48% | 11.57% | -0.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.81% | 14.17% | -0.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.64% | 15.96% | -0.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.68% | 16.21% | +0.47% |
DLS vs. DFISX - Expense Ratio Comparison
DLS has a 0.58% expense ratio, which is higher than DFISX's 0.39% expense ratio.
Dividends
DLS vs. DFISX - Dividend Comparison
DLS's dividend yield for the trailing twelve months is around 3.47%, more than DFISX's 2.92% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFISX DFA International Small Company Portfolio | 2.92% | 3.19% | 3.39% | 3.01% | 3.51% | 3.06% | 1.71% | 4.54% | 7.74% | 1.27% | 4.44% | 4.47% |
DLS WisdomTree International SmallCap Dividend | 3.47% | 3.87% | 4.56% | 4.29% | 4.96% | 3.29% | 2.50% | 3.37% | 3.66% | 2.79% | 3.29% | 2.72% |
Frequently Asked Questions
With a correlation of 0.94, DLS and DFISX 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.
DLS has higher volatility (4.90%) compared to DFISX (4.59%). In terms of maximum drawdown, DLS dropped -63.13% vs DFISX's -60.66%.
DFISX currently has the higher Sharpe Ratio (1.60 vs 1.58), 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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