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 137.11%/yr vs 16.78%/yr for DFIS. At a 0.43 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 203.41% return, which is significantly higher than DFIS's 7.73% return.
MU
- 1D
- 1.94%
- 1M
- -23.67%
- 6M
- 138.72%
- YTD
- 203.41%
- 1Y
- 657.80%
- 3Y*
- 137.11%
- 5Y*
- 62.98%
- 10Y*
- 52.40%
- ALL TIME*
- 17.23%
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%
MU vs. DFIS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
MU Micron Technology, Inc. | 203.41% | 240.24% | -0.96% | 71.93% | -33.42% |
DFIS Dimensional International Small Cap ETF | 7.73% | 37.49% | 3.80% | 15.19% | -12.50% |
Correlation
The correlation between MU and DFIS is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
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 | 0.43 |
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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 | +7.38 | ||
| Sortino ratioReturn per unit of downside risk | +3.33 | ||
| Omega ratioGain probability vs. loss probability | 1.66 | 1.23 | +0.43 |
| Calmar ratioReturn relative to maximum drawdown | 21.93 | 1.59 | +20.34 |
| Martin ratioReturn relative to average drawdown | 74.09 | 5.79 | +68.30 |
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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 | -28.67% | -4.17% | -24.50% |
Average DrawdownAverage peak-to-trough decline | -58.05% | -6.08% | -51.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.95% | 3.41% | +5.54% |
Volatility
MU vs. DFIS - Volatility Comparison
Micron Technology, Inc. (MU) has a higher volatility of 30.97% compared to Dimensional International Small Cap ETF (DFIS) at 3.66%. 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 | 30.97% | 3.66% | +27.31% |
Volatility (6M)Calculated over the trailing 6-month period | 63.14% | 13.01% | +50.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 76.55% | 15.16% | +61.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 55.01% | 17.27% | +37.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 50.78% | 17.27% | +33.51% |
Dividends
MU vs. DFIS - Dividend Comparison
MU's dividend yield for the trailing twelve months is around 0.06%, less than DFIS's 2.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
DFIS Dimensional International Small Cap ETF | 2.04% | 2.23% | 2.19% | 2.36% | 1.13% | 0.00% |
MU Micron Technology, Inc. | 0.06% | 0.16% | 0.55% | 0.54% | 0.89% | 0.21% |
Frequently Asked Questions
MU and DFIS have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MU has higher volatility (30.97%) compared to DFIS (3.66%). In terms of maximum drawdown, MU dropped -98.25% vs DFIS's -27.23%.
MU currently has the higher Sharpe Ratio (8.69 vs 1.31), 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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