NAESX vs. DFISX
Compare and contrast key facts about Vanguard Small Cap Index Fund (NAESX) and DFA International Small Company Portfolio (DFISX).
NAESX is managed by Vanguard. It was launched on Oct 3, 1960. DFISX is managed by Dimensional. It was launched on Sep 30, 1996.
Performance
NAESX vs. DFISX - Performance Comparison
Loading graphics...
NAESX vs. DFISX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NAESX Vanguard Small Cap Index Fund | -1.24% | 8.71% | 12.83% | 19.35% | -17.71% | 17.60% | 18.92% | 27.22% | -9.44% | 16.10% |
DFISX DFA International Small Company Portfolio | -1.97% | 36.35% | 3.76% | 14.46% | -17.13% | 10.71% | 9.27% | 24.18% | -19.42% | 24.78% |
Returns By Period
In the year-to-date period, NAESX achieves a -1.24% return, which is significantly higher than DFISX's -1.97% return. Over the past 10 years, NAESX has outperformed DFISX with an annualized return of 10.02%, while DFISX has yielded a comparatively lower 7.66% annualized return.
NAESX
- 1D
- -0.98%
- 1M
- -8.10%
- YTD
- -1.24%
- 6M
- 0.53%
- 1Y
- 15.94%
- 3Y*
- 11.71%
- 5Y*
- 4.89%
- 10Y*
- 10.02%
DFISX
- 1D
- -0.34%
- 1M
- -11.77%
- YTD
- -1.97%
- 6M
- 2.11%
- 1Y
- 26.89%
- 3Y*
- 14.28%
- 5Y*
- 6.58%
- 10Y*
- 7.66%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
NAESX vs. DFISX - Expense Ratio Comparison
NAESX has a 0.17% expense ratio, which is lower than DFISX's 0.39% expense ratio.
Return for Risk
NAESX vs. DFISX — Risk / Return Rank
NAESX
DFISX
NAESX vs. DFISX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Small Cap Index Fund (NAESX) and DFA International Small Company Portfolio (DFISX). 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.
| NAESX | DFISX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.74 | 1.66 | -0.92 |
Sortino ratioReturn per unit of downside risk | 1.18 | 2.15 | -0.97 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.33 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | 0.96 | 2.04 | -1.08 |
Martin ratioReturn relative to average drawdown | 4.15 | 7.97 | -3.82 |
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 graphics...
Sharpe Ratios by Period
| NAESX | DFISX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.74 | 1.66 | -0.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 0.42 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.48 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.44 | -0.02 |
Correlation
The correlation between NAESX and DFISX is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
NAESX vs. DFISX - Dividend Comparison
NAESX's dividend yield for the trailing twelve months is around 1.25%, less than DFISX's 3.21% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NAESX Vanguard Small Cap Index Fund | 1.25% | 1.22% | 1.19% | 1.43% | 1.41% | 1.12% | 1.05% | 1.27% | 1.53% | 1.24% | 1.39% | 1.35% |
DFISX DFA International Small Company Portfolio | 3.21% | 3.19% | 3.39% | 3.01% | 3.51% | 3.06% | 1.71% | 4.54% | 7.74% | 1.27% | 4.44% | 4.47% |
Drawdowns
NAESX vs. DFISX - Drawdown Comparison
The maximum NAESX drawdown since its inception was -59.77%, roughly equal to the maximum DFISX drawdown of -60.66%. Use the drawdown chart below to compare losses from any high point for NAESX and DFISX.
Loading graphics...
Drawdown Indicators
| NAESX | DFISX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.77% | -60.66% | +0.89% |
Max Drawdown (1Y)Largest decline over 1 year | -14.30% | -11.96% | -2.34% |
Max Drawdown (5Y)Largest decline over 5 years | -28.19% | -35.06% | +6.87% |
Max Drawdown (10Y)Largest decline over 10 years | -41.82% | -43.00% | +1.18% |
Current DrawdownCurrent decline from peak | -8.98% | -11.77% | +2.79% |
Average DrawdownAverage peak-to-trough decline | -11.86% | -11.69% | -0.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.30% | 3.06% | +0.24% |
Volatility
NAESX vs. DFISX - Volatility Comparison
Vanguard Small Cap Index Fund (NAESX) and DFA International Small Company Portfolio (DFISX) have volatilities of 5.90% and 5.90%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| NAESX | DFISX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.90% | 5.90% | 0.00% |
Volatility (6M)Calculated over the trailing 6-month period | 12.22% | 10.04% | +2.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.62% | 15.38% | +6.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.70% | 15.75% | +4.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.56% | 16.11% | +5.45% |