MU vs. DFIS
MU (Micron Technology, 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, MU returned 144.69%/yr vs 18.52%/yr for DFIS. At a 0.44 correlation, their price movements are largely independent.
Performance
MU vs. DFIS - Performance Comparison
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Returns By Period
In the year-to-date period, MU achieves a 244.07% return, which is significantly higher than DFIS's 10.06% return.
MU
- 1D
- -1.43%
- 1M
- 35.46%
- YTD
- 244.07%
- 6M
- 307.41%
- 1Y
- 751.18%
- 3Y*
- 144.69%
- 5Y*
- 66.21%
- 10Y*
- 55.83%
DFIS
- 1D
- 0.57%
- 1M
- 0.95%
- YTD
- 10.06%
- 6M
- 12.14%
- 1Y
- 26.57%
- 3Y*
- 18.52%
- 5Y*
- —
- 10Y*
- —
MU vs. DFIS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
MU Micron Technology, Inc. | 244.07% | 240.24% | -0.96% | 71.93% | -33.42% |
DFIS Dimensional International Small Cap ETF | 10.06% | 37.49% | 3.80% | 15.19% | -12.50% |
Correlation
The correlation between MU and DFIS is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Mar 24, 2022 | 0.44 |
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Return for Risk
MU vs. DFIS — Risk / Return Rank
MU
DFIS
MU vs. DFIS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Micron Technology, Inc. (MU) 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.
| MU | DFIS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +9.16 | ||
| Sortino ratioReturn per unit of downside risk | +3.79 | ||
| Omega ratioGain probability vs. loss probability | 1.78 | 1.30 | +0.48 |
| Calmar ratioReturn relative to maximum drawdown | 24.91 | 2.02 | +22.89 |
| Martin ratioReturn relative to average drawdown | 94.64 | 7.69 | +86.94 |
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Drawdowns
MU vs. DFIS - Drawdown Comparison
The maximum MU drawdown since its inception was -98.25%, which is greater than DFIS's maximum drawdown of -27.23%. Use the drawdown chart below to compare losses from any high point for MU and DFIS.
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Drawdown Indicators
| MU | DFIS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.25% | -27.23% | -71.02% |
Max Drawdown (1Y)Largest decline over 1 year | -30.28% | -12.44% | -17.84% |
Max Drawdown (3Y)Largest decline over 3 years | -57.63% | -13.55% | -44.08% |
Max Drawdown (5Y)Largest decline over 5 years | -57.63% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -57.63% | — | — |
Current DrawdownCurrent decline from peak | -9.07% | -2.10% | -6.97% |
Average DrawdownAverage peak-to-trough decline | -58.16% | -6.15% | -52.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.95% | 3.27% | +4.68% |
Volatility
MU vs. DFIS - Volatility Comparison
Micron Technology, Inc. (MU) has a higher volatility of 32.86% compared to Dimensional International Small Cap ETF (DFIS) at 5.44%. This indicates that MU'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
| MU | DFIS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 32.86% | 5.44% | +27.42% |
Volatility (6M)Calculated over the trailing 6-month period | 57.74% | 12.66% | +45.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 69.66% | 15.05% | +54.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 53.18% | 17.37% | +35.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 50.12% | 17.37% | +32.75% |
Dividends
MU vs. DFIS - Dividend Comparison
MU's dividend yield for the trailing twelve months is around 0.05%, less than DFIS's 2.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
DFIS Dimensional International Small Cap ETF | 2.02% | 2.23% | 2.19% | 2.36% | 1.13% | 0.00% |
MU Micron Technology, Inc. | 0.05% | 0.16% | 0.55% | 0.54% | 0.89% | 0.21% |
Frequently Asked Questions
MU and DFIS have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MU has higher volatility (32.86%) compared to DFIS (5.44%). In terms of maximum drawdown, MU dropped -98.25% vs DFIS's -27.23%.
MU currently has the higher Sharpe Ratio (10.83 vs 1.67), 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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