LX vs. DFIS
LX (LexinFintech Holdings Ltd.) 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, LX returned -8.07%/yr vs 16.78%/yr for DFIS. At a 0.37 correlation, their price movements are largely independent.
Performance
LX vs. DFIS - Performance Comparison
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Returns By Period
In the year-to-date period, LX achieves a -51.73% return, which is significantly lower than DFIS's 7.73% return.
LX
- 1D
- -5.84%
- 1M
- -27.50%
- 6M
- -47.38%
- YTD
- -51.73%
- 1Y
- -74.26%
- 3Y*
- -8.07%
- 5Y*
- -28.17%
- 10Y*
- —
- ALL TIME*
- 6.18%
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%
LX vs. DFIS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
LX LexinFintech Holdings Ltd. | -51.73% | -40.97% | 242.61% | 6.40% | -42.25% |
DFIS Dimensional International Small Cap ETF | 7.73% | 37.49% | 3.80% | 15.19% | -12.50% |
Correlation
The correlation between LX and DFIS is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Mar 24, 2022 | 0.37 |
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Return for Risk
LX vs. DFIS — Risk / Return Rank
LX
DFIS
LX vs. DFIS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for LexinFintech Holdings Ltd. (LX) 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.
| LX | DFIS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.47 | ||
| Sortino ratioReturn per unit of downside risk | -4.31 | ||
| Omega ratioGain probability vs. loss probability | 0.71 | 1.23 | -0.52 |
| Calmar ratioReturn relative to maximum drawdown | -0.95 | 1.59 | -2.54 |
| Martin ratioReturn relative to average drawdown | -1.38 | 5.79 | -7.17 |
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Drawdowns
LX vs. DFIS - Drawdown Comparison
The maximum LX drawdown since its inception was -93.19%, which is greater than DFIS's maximum drawdown of -27.23%. Use the drawdown chart below to compare losses from any high point for LX and DFIS.
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Drawdown Indicators
| LX | DFIS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.19% | -27.23% | -65.96% |
Max Drawdown (1Y)Largest decline over 1 year | -78.22% | -12.44% | -65.78% |
Max Drawdown (3Y)Largest decline over 3 years | -85.64% | -13.55% | -72.09% |
Max Drawdown (5Y)Largest decline over 5 years | -86.72% | — | — |
Current DrawdownCurrent decline from peak | -89.66% | -4.17% | -85.49% |
Average DrawdownAverage peak-to-trough decline | -63.60% | -6.08% | -57.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 53.88% | 3.41% | +50.47% |
Volatility
LX vs. DFIS - Volatility Comparison
LexinFintech Holdings Ltd. (LX) has a higher volatility of 15.73% compared to Dimensional International Small Cap ETF (DFIS) at 3.66%. This indicates that LX'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.
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Volatility by Period
| LX | DFIS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.73% | 3.66% | +12.07% |
Volatility (6M)Calculated over the trailing 6-month period | 39.00% | 13.01% | +25.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 64.28% | 15.16% | +49.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 73.45% | 17.27% | +56.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 321.36% | 17.27% | +304.09% |
Dividends
LX vs. DFIS - Dividend Comparison
LX's dividend yield for the trailing twelve months is around 26.34%, 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% |
LX LexinFintech Holdings Ltd. | 26.34% | 9.30% | 2.38% | 11.85% | 0.00% |
Frequently Asked Questions
LX and DFIS have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LX has higher volatility (15.73%) compared to DFIS (3.66%). In terms of maximum drawdown, LX dropped -93.19% vs DFIS's -27.23%.
DFIS currently has the higher Sharpe Ratio (1.31 vs -1.16), 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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