PortfoliosLab logoPortfoliosLab logo
IEFA vs. DFISX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IEFA vs. DFISX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core MSCI EAFE ETF (IEFA) and DFA International Small Company Portfolio (DFISX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IEFA achieves a 7.49% return, which is significantly higher than DFISX's 6.48% return. Over the past 10 years, IEFA has outperformed DFISX with an annualized return of 9.37%, while DFISX has yielded a comparatively lower 7.92% annualized return.


IEFA

1D
0.63%
1M
-1.17%
YTD
7.49%
6M
10.04%
1Y
19.61%
3Y*
16.13%
5Y*
7.82%
10Y*
9.37%

DFISX

1D
-2.33%
1M
-2.44%
YTD
6.48%
6M
9.54%
1Y
21.99%
3Y*
17.56%
5Y*
6.48%
10Y*
7.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IEFA vs. DFISX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IEFA
iShares Core MSCI EAFE ETF
7.49%32.08%3.26%17.95%-15.24%11.63%8.18%22.64%-14.14%26.57%
DFISX
DFA International Small Company Portfolio
6.48%36.35%3.76%14.46%-17.13%10.71%9.27%24.18%-19.42%24.78%

Correlation

The correlation between IEFA and DFISX is 0.92, 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

0.92

Correlation (3Y)
Calculated over the trailing 3-year period

0.92

Correlation (5Y)
Calculated over the trailing 5-year period

0.94

Correlation (10Y)
Calculated over the trailing 10-year period

0.93

Correlation (All Time)
Calculated using the full available price history since Oct 25, 2012

0.92

The correlation between IEFA and DFISX has been stable across timeframes, ranging from 0.92 to 0.94 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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


Return for Risk

IEFA vs. DFISX — Risk / Return Rank

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

IEFA
IEFA Risk / Return Rank: 4040
Overall Rank
IEFA Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
IEFA Sortino Ratio Rank: 4040
Sortino Ratio Rank
IEFA Omega Ratio Rank: 4040
Omega Ratio Rank
IEFA Calmar Ratio Rank: 3838
Calmar Ratio Rank
IEFA Martin Ratio Rank: 4343
Martin Ratio Rank

DFISX
DFISX Risk / Return Rank: 3232
Overall Rank
DFISX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
DFISX Sortino Ratio Rank: 3333
Sortino Ratio Rank
DFISX Omega Ratio Rank: 3333
Omega Ratio Rank
DFISX Calmar Ratio Rank: 2828
Calmar Ratio Rank
DFISX Martin Ratio Rank: 3131
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.

IEFA vs. DFISX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI EAFE ETF (IEFA) 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.


IEFADFISXDifference
Sharpe ratioReturn per unit of total volatility

-0.29

Sortino ratioReturn per unit of downside risk

-0.38

Omega ratioGain probability vs. loss probability

1.24

1.29

-0.05

Calmar ratioReturn relative to maximum drawdown

1.71

1.85

-0.14

Martin ratioReturn relative to average drawdown

6.52

6.79

-0.28

IEFA vs. DFISX - Sharpe Ratio Comparison

The current IEFA Sharpe Ratio is 1.30, which is comparable to the DFISX Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of IEFA and DFISX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


IEFADFISXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.30

1.59

-0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.41

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.49

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.46

+0.04

Drawdowns

IEFA vs. DFISX - Drawdown Comparison

The maximum IEFA drawdown since its inception was -34.78%, smaller than the maximum DFISX drawdown of -60.66%. Use the drawdown chart below to compare losses from any high point for IEFA and DFISX.


Loading charts...

Drawdown Indicators


IEFADFISXDifference

Max Drawdown

Largest peak-to-trough decline

-34.78%

-60.66%

+25.88%

Max Drawdown (1Y)

Largest decline over 1 year

-11.50%

-11.96%

+0.46%

Max Drawdown (3Y)

Largest decline over 3 years

-13.76%

-13.68%

-0.08%

Max Drawdown (5Y)

Largest decline over 5 years

-30.41%

-35.06%

+4.65%

Max Drawdown (10Y)

Largest decline over 10 years

-34.78%

-43.00%

+8.22%

Current Drawdown

Current decline from peak

-2.44%

-4.16%

+1.72%

Average Drawdown

Average peak-to-trough decline

-6.69%

-11.64%

+4.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

3.25%

-0.23%

Volatility

IEFA vs. DFISX - Volatility Comparison

iShares Core MSCI EAFE ETF (IEFA) has a higher volatility of 4.54% compared to DFA International Small Company Portfolio (DFISX) at 3.95%. This indicates that IEFA'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.


Loading charts...

Volatility by Period


IEFADFISXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.54%

3.95%

+0.59%

Volatility (6M)

Calculated over the trailing 6-month period

12.74%

11.30%

+1.44%

Volatility (1Y)

Calculated over the trailing 1-year period

15.22%

13.94%

+1.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.55%

15.92%

+0.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.32%

16.21%

+1.11%

IEFA vs. DFISX - Expense Ratio Comparison

IEFA has a 0.07% expense ratio, which is lower than DFISX's 0.39% expense ratio.


Dividends

IEFA vs. DFISX - Dividend Comparison

IEFA's dividend yield for the trailing twelve months is around 3.30%, more than DFISX's 2.95% yield.


PositionTTM20252024202320222021202020192018201720162015
DFISX
DFA International Small Company Portfolio
2.95%3.19%3.39%3.01%3.51%3.06%1.71%4.54%7.74%1.27%4.44%4.47%
IEFA
iShares Core MSCI EAFE ETF
3.30%3.55%3.47%3.20%2.70%3.32%1.90%3.18%3.46%2.57%2.96%2.63%

Frequently Asked Questions


With a correlation of 0.92, IEFA 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.

IEFA has higher volatility (4.54%) compared to DFISX (3.95%). In terms of maximum drawdown, IEFA dropped -34.78% vs DFISX's -60.66%.

DFISX currently has the higher Sharpe Ratio (1.59 vs 1.30), 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.

Portfolio Optimizer

Find the right allocation for IEFA and DFISX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer