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 4.91%/yr vs 18.49%/yr for DFIS. At a 0.38 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 -31.09% return, which is significantly lower than DFIS's 8.42% return.
LX
- 1D
- 0.00%
- 1M
- -0.96%
- YTD
- -31.09%
- 6M
- -31.51%
- 1Y
- -68.23%
- 3Y*
- 4.91%
- 5Y*
- -25.63%
- 10Y*
- —
DFIS
- 1D
- 0.08%
- 1M
- -2.57%
- YTD
- 8.42%
- 6M
- 11.78%
- 1Y
- 25.15%
- 3Y*
- 18.49%
- 5Y*
- —
- 10Y*
- —
LX vs. DFIS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
LX LexinFintech Holdings Ltd. | -31.09% | -40.97% | 242.61% | 6.40% | -39.10% |
DFIS Dimensional International Small Cap ETF | 8.42% | 37.49% | 3.80% | 15.19% | -12.94% |
Correlation
The correlation between LX and DFIS is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Mar 25, 2022 | 0.38 |
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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.
| LX | DFIS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.78 | ||
| Sortino ratioReturn per unit of downside risk | -4.42 | ||
| Omega ratioGain probability vs. loss probability | 0.76 | 1.31 | -0.55 |
| Calmar ratioReturn relative to maximum drawdown | -0.95 | 2.03 | -2.98 |
| Martin ratioReturn relative to average drawdown | -1.38 | 7.79 | -9.17 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LX | DFIS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.07 | 1.71 | -2.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.35 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.04 | 0.64 | -0.60 |
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 | -72.18% | -12.44% | -59.74% |
Max Drawdown (3Y)Largest decline over 3 years | -81.04% | -13.55% | -67.49% |
Max Drawdown (5Y)Largest decline over 5 years | -90.23% | — | — |
Current DrawdownCurrent decline from peak | -85.24% | -3.55% | -81.69% |
Average DrawdownAverage peak-to-trough decline | -63.32% | -6.16% | -57.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 49.57% | 3.23% | +46.34% |
Volatility
LX vs. DFIS - Volatility Comparison
LexinFintech Holdings Ltd. (LX) has a higher volatility of 22.74% compared to Dimensional International Small Cap ETF (DFIS) at 4.81%. 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 | 22.74% | 4.81% | +17.93% |
Volatility (6M)Calculated over the trailing 6-month period | 36.53% | 12.36% | +24.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 63.97% | 14.80% | +49.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 73.71% | 17.35% | +56.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 323.46% | 17.35% | +306.11% |
Dividends
LX vs. DFIS - Dividend Comparison
LX's dividend yield for the trailing twelve months is around 18.45%, more than DFIS's 2.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
DFIS Dimensional International Small Cap ETF | 2.05% | 2.23% | 2.19% | 2.36% | 1.13% |
LX LexinFintech Holdings Ltd. | 18.45% | 9.30% | 2.38% | 11.85% | 0.00% |
Frequently Asked Questions
LX and DFIS have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LX has higher volatility (22.74%) compared to DFIS (4.81%). In terms of maximum drawdown, LX dropped -93.19% vs DFIS's -27.23%.
DFIS currently has the higher Sharpe Ratio (1.71 vs -1.07), 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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