DSM vs. DMB
Compare and contrast key facts about Dimensional Small Cap Equity Fund (DSM) and Dimensional Multi-Blend Fund (DMB).
DSM is managed by Dimensional Fund Advisors. It was launched on Jan 1, 2013. DMB is managed by Dimensional Fund Advisors. It was launched on Jan 1, 2013.
Performance
DSM vs. DMB - Performance Comparison
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DSM vs. DMB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DSM Dimensional Small Cap Equity Fund | -1.40% | 10.90% | 5.52% | 3.18% | -27.04% | 10.89% | 3.32% | 20.57% | -13.60% | 12.79% |
DMB Dimensional Multi-Blend Fund | -2.99% | 10.69% | 3.87% | 2.42% | -23.23% | 7.04% | 0.75% | 28.84% | -3.89% | 11.52% |
Returns By Period
In the year-to-date period, DSM achieves a -1.40% return, which is significantly higher than DMB's -2.99% return. Over the past 10 years, DSM has underperformed DMB with an annualized return of 1.39%, while DMB has yielded a comparatively higher 2.41% annualized return.
DSM
- 1D
- 3.62%
- 1M
- -2.33%
- YTD
- -1.40%
- 6M
- 3.95%
- 1Y
- 9.09%
- 3Y*
- 4.23%
- 5Y*
- -1.07%
- 10Y*
- 1.39%
DMB
- 1D
- 2.13%
- 1M
- -4.76%
- YTD
- -2.99%
- 6M
- 0.78%
- 1Y
- 4.25%
- 3Y*
- 0.82%
- 5Y*
- -1.75%
- 10Y*
- 2.41%
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DSM vs. DMB - Expense Ratio Comparison
DSM has a 0.03% expense ratio, which is lower than DMB's 0.03% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
DSM vs. DMB — Risk / Return Rank
DSM
DMB
DSM vs. DMB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional Small Cap Equity Fund (DSM) and Dimensional Multi-Blend Fund (DMB). 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.
| DSM | DMB | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.77 | 0.43 | +0.34 |
Sortino ratioReturn per unit of downside risk | 1.13 | 0.62 | +0.52 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.09 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.07 | 0.50 | +0.56 |
Martin ratioReturn relative to average drawdown | 2.98 | 1.31 | +1.67 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DSM | DMB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | 0.43 | +0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.09 | -0.12 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.10 | 0.16 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.15 | +0.16 |
Correlation
The correlation between DSM and DMB is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
DSM vs. DMB - Dividend Comparison
DSM's dividend yield for the trailing twelve months is around 4.53%, more than DMB's 4.44% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DSM Dimensional Small Cap Equity Fund | 4.53% | 4.07% | 3.72% | 4.27% | 5.95% | 4.31% | 4.57% | 5.19% | 6.11% | 5.82% | 6.19% | 6.17% |
DMB Dimensional Multi-Blend Fund | 4.44% | 3.93% | 3.48% | 4.46% | 5.80% | 4.42% | 4.54% | 4.36% | 5.36% | 4.89% | 5.97% | 6.06% |
Drawdowns
DSM vs. DMB - Drawdown Comparison
The maximum DSM drawdown since its inception was -49.15%, which is greater than DMB's maximum drawdown of -40.15%. Use the drawdown chart below to compare losses from any high point for DSM and DMB.
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Drawdown Indicators
| DSM | DMB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.15% | -40.15% | -9.00% |
Max Drawdown (1Y)Largest decline over 1 year | -8.36% | -9.64% | +1.28% |
Max Drawdown (5Y)Largest decline over 5 years | -38.75% | -40.15% | +1.40% |
Max Drawdown (10Y)Largest decline over 10 years | -38.75% | -40.15% | +1.40% |
Current DrawdownCurrent decline from peak | -13.91% | -22.98% | +9.07% |
Average DrawdownAverage peak-to-trough decline | -8.25% | -14.21% | +5.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.99% | 3.70% | -0.71% |
Volatility
DSM vs. DMB - Volatility Comparison
Dimensional Small Cap Equity Fund (DSM) has a higher volatility of 4.51% compared to Dimensional Multi-Blend Fund (DMB) at 3.71%. This indicates that DSM's price experiences larger fluctuations and is considered to be riskier than DMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DSM | DMB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.51% | 3.71% | +0.80% |
Volatility (6M)Calculated over the trailing 6-month period | 7.36% | 6.39% | +0.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.89% | 10.06% | +1.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.38% | 14.59% | -2.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.45% | 15.16% | -1.71% |