MPTI vs. DFIS
MPTI (M-tron Industries Inc) 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, MPTI returned 105.68%/yr vs 19.32%/yr for DFIS. At a 0.20 correlation, their price movements are largely independent.
Performance
MPTI vs. DFIS - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, MPTI achieves a 70.86% return, which is significantly higher than DFIS's 10.27% return.
MPTI
- 1D
- -0.71%
- 1M
- 27.91%
- YTD
- 70.86%
- 6M
- 72.67%
- 1Y
- 98.54%
- 3Y*
- 105.68%
- 5Y*
- —
- 10Y*
- —
DFIS
- 1D
- -1.12%
- 1M
- 2.92%
- YTD
- 10.27%
- 6M
- 13.97%
- 1Y
- 28.03%
- 3Y*
- 19.32%
- 5Y*
- —
- 10Y*
- —
MPTI vs. DFIS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
MPTI M-tron Industries Inc | 70.86% | 31.87% | 35.66% | 308.00% | -33.21% |
DFIS Dimensional International Small Cap ETF | 10.27% | 37.49% | 3.80% | 15.19% | 14.33% |
Correlation
The correlation between MPTI and DFIS is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Oct 4, 2022 | 0.20 |
The correlation between MPTI and DFIS shifts across timeframes, from 0.20 (all time) to 0.30 (1 year), reflecting how their relationship changes across market environments.
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
MPTI vs. DFIS — Risk / Return Rank
MPTI
DFIS
MPTI vs. DFIS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for M-tron Industries Inc (MPTI) 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.
| MPTI | DFIS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.14 | ||
| Sortino ratioReturn per unit of downside risk | -0.26 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.35 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 4.28 | 2.26 | +2.01 |
| Martin ratioReturn relative to average drawdown | 11.16 | 8.73 | +2.43 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| MPTI | DFIS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.80 | 1.94 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.12 | 0.67 | +0.45 |
Drawdowns
MPTI vs. DFIS - Drawdown Comparison
The maximum MPTI drawdown since its inception was -49.99%, which is greater than DFIS's maximum drawdown of -27.23%. Use the drawdown chart below to compare losses from any high point for MPTI and DFIS.
Loading charts...
Drawdown Indicators
| MPTI | DFIS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.99% | -27.23% | -22.76% |
Max Drawdown (1Y)Largest decline over 1 year | -23.16% | -12.44% | -10.72% |
Max Drawdown (3Y)Largest decline over 3 years | -49.99% | -13.55% | -36.44% |
Current DrawdownCurrent decline from peak | -1.16% | -1.91% | +0.75% |
Average DrawdownAverage peak-to-trough decline | -18.92% | -6.17% | -12.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.86% | 3.22% | +5.64% |
Volatility
MPTI vs. DFIS - Volatility Comparison
M-tron Industries Inc (MPTI) has a higher volatility of 14.15% compared to Dimensional International Small Cap ETF (DFIS) at 4.71%. This indicates that MPTI'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
| MPTI | DFIS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.15% | 4.71% | +9.44% |
Volatility (6M)Calculated over the trailing 6-month period | 39.89% | 12.04% | +27.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 55.17% | 14.54% | +40.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 70.60% | 17.32% | +53.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 70.60% | 17.32% | +53.28% |
Dividends
MPTI vs. DFIS - Dividend Comparison
MPTI has not paid dividends to shareholders, while DFIS's dividend yield for the trailing twelve months is around 2.02%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
DFIS Dimensional International Small Cap ETF | 2.02% | 2.23% | 2.19% | 2.36% | 1.13% |
MPTI M-tron Industries Inc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
MPTI and DFIS have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MPTI has higher volatility (14.15%) compared to DFIS (4.71%). In terms of maximum drawdown, MPTI dropped -49.99% vs DFIS's -27.23%.
DFIS currently has the higher Sharpe Ratio (1.94 vs 1.80), 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 MPTI 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