FNDC vs. DFISX
FNDC (Schwab Fundamental International Small Equity ETF) and DFISX (DFA International Small Company Portfolio) are both Foreign Small & Mid Cap Equities funds. FNDC is passively managed, while DFISX is actively managed. Over the past 10 years, FNDC returned 8.58%/yr vs 8.41%/yr for DFISX. Their correlation of 0.94 means they have usually moved in the same direction. Both charge a 0.39% expense ratio.
Performance
FNDC vs. DFISX - Performance Comparison
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Returns By Period
In the year-to-date period, FNDC achieves a 11.12% return, which is significantly higher than DFISX's 9.81% return. Both investments have delivered pretty close results over the past 10 years, with FNDC having a 8.58% annualized return and DFISX not far behind at 8.41%.
FNDC
- 1D
- -0.73%
- 1M
- 0.70%
- 6M
- 4.33%
- YTD
- 11.12%
- 1Y
- 22.13%
- 3Y*
- 16.65%
- 5Y*
- 7.75%
- 10Y*
- 8.58%
- ALL TIME*
- 7.81%
DFISX
- 1D
- 2.36%
- 1M
- 2.09%
- 6M
- 4.11%
- YTD
- 9.81%
- 1Y
- 22.33%
- 3Y*
- 16.93%
- 5Y*
- 7.39%
- 10Y*
- 8.41%
- ALL TIME*
- 7.30%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $3.64M | $3.98M | $9.66M |
FNDC vs. DFISX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FNDC Schwab Fundamental International Small Equity ETF | 11.12% | 35.65% | 1.38% | 14.92% | -14.71% | 10.26% | 6.58% | 20.58% | -19.10% | 29.22% |
DFISX DFA International Small Company Portfolio | 9.81% | 36.35% | 3.76% | 14.46% | -17.13% | 10.71% | 9.27% | 24.18% | -19.42% | 24.78% |
Correlation
The correlation between FNDC and DFISX is 0.93, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.93 |
Correlation (3Y) Balances recent behavior with more history. | 0.95 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.96 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.95 |
Correlation (All Time) Calculated using the full available price history since Aug 15, 2013 | 0.94 |
The correlation between FNDC and DFISX has been stable across timeframes, ranging from 0.93 to 0.96 - a consistent structural relationship.
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Return for Risk
FNDC vs. DFISX — Risk / Return Rank
FNDC
DFISX
FNDC vs. DFISX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Fundamental International Small Equity ETF (FNDC) 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.
| FNDC | DFISX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.07 | ||
| Sortino ratioReturn per unit of downside risk | -0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.28 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.99 | 1.87 | +0.12 |
| Martin ratioReturn relative to average drawdown | 6.92 | 6.41 | +0.51 |
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Drawdowns
FNDC vs. DFISX - Drawdown Comparison
The maximum FNDC drawdown since its inception was -43.22%, smaller than the maximum DFISX drawdown of -60.66%. Use the drawdown chart below to compare losses from any high point for FNDC and DFISX.
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Drawdown Indicators
| FNDC | DFISX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.22% | -60.66% | +17.44% |
Max Drawdown (1Y)Largest decline over 1 year | -11.20% | -11.96% | +0.76% |
Max Drawdown (3Y)Largest decline over 3 years | -12.00% | -13.68% | +1.68% |
Max Drawdown (5Y)Largest decline over 5 years | -32.13% | -35.06% | +2.93% |
Max Drawdown (10Y)Largest decline over 10 years | -43.22% | -43.00% | -0.22% |
Current DrawdownCurrent decline from peak | -2.30% | -1.16% | -1.14% |
Average DrawdownAverage peak-to-trough decline | -8.38% | -11.60% | +3.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.22% | 3.49% | -0.27% |
Volatility
FNDC vs. DFISX - Volatility Comparison
Schwab Fundamental International Small Equity ETF (FNDC) and DFA International Small Company Portfolio (DFISX) have volatilities of 4.22% and 4.27%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FNDC | DFISX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.22% | 4.27% | -0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 13.06% | 12.06% | +1.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.04% | 14.45% | +0.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.06% | 15.96% | +0.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.67% | 15.95% | +0.72% |
FNDC vs. DFISX - Expense Ratio Comparison
Both FNDC and DFISX have an expense ratio of 0.39%.
Dividends
FNDC vs. DFISX - Dividend Comparison
FNDC's dividend yield for the trailing twelve months is around 3.66%, more than DFISX's 2.89% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFISX DFA International Small Company Portfolio | 2.89% | 3.19% | 3.39% | 3.01% | 3.51% | 3.06% | 1.71% | 4.54% | 7.74% | 1.27% | 4.44% | 4.47% |
FNDC Schwab Fundamental International Small Equity ETF | 3.66% | 3.86% | 3.59% | 2.86% | 1.98% | 2.58% | 1.77% | 2.71% | 2.68% | 1.94% | 1.95% | 1.30% |
Frequently Asked Questions
With a correlation of 0.93, FNDC 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.
DFISX has higher volatility (4.27%) compared to FNDC (4.22%). In terms of maximum drawdown, FNDC dropped -43.22% vs DFISX's -60.66%.
DFISX currently has the higher Sharpe Ratio (1.56 vs 1.49), 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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