IMMR vs. DFIS
IMMR (Immersion Corporation) is a stock, while DFIS (Dimensional International Small Cap ETF) is Foreign Small & Mid Cap Equities fund actively managed by Dimensional. Over the past 3 years, IMMR returned 1.05%/yr vs 16.78%/yr for DFIS. At a 0.39 correlation, their price movements are largely independent.
Performance
IMMR vs. DFIS - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, IMMR achieves a -2.12% return, which is significantly lower than DFIS's 7.73% return.
IMMR
- 1D
- -2.06%
- 1M
- -2.64%
- 6M
- 1.39%
- YTD
- -2.12%
- 1Y
- -14.13%
- 3Y*
- 1.05%
- 5Y*
- -1.45%
- 10Y*
- -0.41%
- ALL TIME*
- -3.17%
DFIS
- 1D
- -0.65%
- 1M
- -1.71%
- 6M
- 3.25%
- YTD
- 7.73%
- 1Y
- 19.69%
- 3Y*
- 16.78%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 10.66%
IMMR vs. DFIS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
IMMR Immersion Corporation | -2.12% | -18.30% | 26.47% | 3.43% | 28.99% |
DFIS Dimensional International Small Cap ETF | 7.73% | 37.49% | 3.80% | 15.19% | -12.50% |
Correlation
The correlation between IMMR and DFIS is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Mar 24, 2022 | 0.39 |
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
IMMR vs. DFIS — Risk / Return Rank
IMMR
DFIS
IMMR vs. DFIS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Immersion Corporation (IMMR) and Dimensional International Small Cap ETF (DFIS). 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.
| IMMR | DFIS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.66 | ||
| Sortino ratioReturn per unit of downside risk | -2.14 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.23 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | -0.56 | 1.59 | -2.15 |
| Martin ratioReturn relative to average drawdown | -1.22 | 5.79 | -7.01 |
Loading charts...
Drawdowns
IMMR vs. DFIS - Drawdown Comparison
The maximum IMMR drawdown since its inception was -98.66%, which is greater than DFIS's maximum drawdown of -27.23%. Use the drawdown chart below to compare losses from any high point for IMMR and DFIS.
Loading charts...
Drawdown Indicators
| IMMR | DFIS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.66% | -27.23% | -71.43% |
Max Drawdown (1Y)Largest decline over 1 year | -25.48% | -12.44% | -13.04% |
Max Drawdown (3Y)Largest decline over 3 years | -56.90% | -13.55% | -43.35% |
Max Drawdown (5Y)Largest decline over 5 years | -56.90% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -74.29% | — | — |
Current DrawdownCurrent decline from peak | -89.91% | -4.17% | -85.74% |
Average DrawdownAverage peak-to-trough decline | -88.21% | -6.08% | -82.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.11% | 3.41% | +11.70% |
Volatility
IMMR vs. DFIS - Volatility Comparison
Immersion Corporation (IMMR) has a higher volatility of 11.39% compared to Dimensional International Small Cap ETF (DFIS) at 3.66%. This indicates that IMMR's price experiences larger fluctuations and is considered to be riskier than DFIS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| IMMR | DFIS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.39% | 3.66% | +7.73% |
Volatility (6M)Calculated over the trailing 6-month period | 27.95% | 13.01% | +14.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.69% | 15.16% | +25.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.82% | 17.27% | +28.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 50.93% | 17.27% | +33.66% |
Dividends
IMMR vs. DFIS - Dividend Comparison
IMMR's dividend yield for the trailing twelve months is around 4.90%, more than DFIS's 2.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
DFIS Dimensional International Small Cap ETF | 2.04% | 2.23% | 2.19% | 2.36% | 1.13% |
IMMR Immersion Corporation | 4.90% | 5.59% | 2.06% | 3.12% | 0.00% |
Frequently Asked Questions
IMMR and DFIS have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IMMR has higher volatility (11.39%) compared to DFIS (3.66%). In terms of maximum drawdown, IMMR dropped -98.66% vs DFIS's -27.23%.
DFIS currently has the higher Sharpe Ratio (1.31 vs -0.35), 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.
Find the right allocation for IMMR and DFIS
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