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ISMD vs. DFMC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ISMD vs. DFMC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Inspire Small/Mid Cap Impact ETF (ISMD) and Dimensional US Micro Cap Portfolio ETF (DFMC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


ISMD

1D
-1.62%
1M
5.36%
YTD
21.54%
6M
20.97%
1Y
36.88%
3Y*
16.11%
5Y*
7.62%
10Y*

DFMC

1D
-1.12%
1M
1.77%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISMD vs. DFMC - Yearly Performance Comparison


Correlation

The correlation between ISMD and DFMC 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 (All Time)
Calculated using the full available price history since Mar 24, 2026

0.94

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Return for Risk

ISMD vs. DFMC — Risk / Return Rank

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

ISMD
ISMD Risk / Return Rank: 6363
Overall Rank
ISMD Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
ISMD Sortino Ratio Rank: 6060
Sortino Ratio Rank
ISMD Omega Ratio Rank: 5555
Omega Ratio Rank
ISMD Calmar Ratio Rank: 7676
Calmar Ratio Rank
ISMD Martin Ratio Rank: 6666
Martin Ratio Rank

DFMC
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.

ISMD vs. DFMC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Inspire Small/Mid Cap Impact ETF (ISMD) and Dimensional US Micro Cap Portfolio ETF (DFMC). 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.


ISMDDFMCDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.34

Calmar ratioReturn relative to maximum drawdown

3.84

Martin ratioReturn relative to average drawdown

12.04

ISMD vs. DFMC - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ISMDDFMCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

4.79

-4.40

Drawdowns

ISMD vs. DFMC - Drawdown Comparison

The maximum ISMD drawdown since its inception was -44.60%, which is greater than DFMC's maximum drawdown of -4.29%. Use the drawdown chart below to compare losses from any high point for ISMD and DFMC.


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Drawdown Indicators


ISMDDFMCDifference

Max Drawdown

Largest peak-to-trough decline

-44.60%

-4.29%

-40.31%

Max Drawdown (1Y)

Largest decline over 1 year

-9.64%

Max Drawdown (3Y)

Largest decline over 3 years

-26.64%

Max Drawdown (5Y)

Largest decline over 5 years

-26.64%

Current Drawdown

Current decline from peak

-1.62%

-1.12%

-0.50%

Average Drawdown

Average peak-to-trough decline

-8.17%

-0.84%

-7.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.07%

Volatility

ISMD vs. DFMC - Volatility Comparison


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Volatility by Period


ISMDDFMCDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.95%

Volatility (6M)

Calculated over the trailing 6-month period

12.52%

Volatility (1Y)

Calculated over the trailing 1-year period

18.56%

16.19%

+2.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.87%

16.19%

+4.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.74%

16.19%

+7.55%

ISMD vs. DFMC - Expense Ratio Comparison

ISMD has a 0.57% expense ratio, which is higher than DFMC's 0.41% expense ratio.


Dividends

ISMD vs. DFMC - Dividend Comparison

ISMD's dividend yield for the trailing twelve months is around 0.95%, while DFMC has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
DFMC
Dimensional US Micro Cap Portfolio ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ISMD
Inspire Small/Mid Cap Impact ETF
0.95%1.21%1.24%1.17%1.28%9.35%0.99%0.88%1.35%2.02%

Frequently Asked Questions


With a correlation of 0.94, ISMD and DFMC 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.

On fees, DFMC is cheaper at 0.41% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DFMC is cheaper with a 0.41% expense ratio, compared with 0.57% for ISMD.

ISMD has the higher dividend yield at 0.95%, compared with 0.00% for DFMC.

They also come from different issuers: Inspire and Dimensional Fund Advisors. Their fees differ too: 0.57% for ISMD and 0.41% for DFMC.

Portfolio Optimizer

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