RCL vs. DFIS
RCL (Royal Caribbean Cruises 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, RCL returned 42.18%/yr vs 16.78%/yr for DFIS. At a 0.45 correlation, their price movements are largely independent.
Performance
RCL vs. DFIS - Performance Comparison
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Returns By Period
In the year-to-date period, RCL achieves a 3.68% return, which is significantly lower than DFIS's 7.73% return.
RCL
- 1D
- -0.28%
- 1M
- -8.43%
- 6M
- 4.77%
- YTD
- 3.68%
- 1Y
- -16.87%
- 3Y*
- 42.18%
- 5Y*
- 30.12%
- 10Y*
- 15.99%
- ALL TIME*
- 12.50%
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%
RCL vs. DFIS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
RCL Royal Caribbean Cruises Ltd. | 3.68% | 22.46% | 78.98% | 161.97% | -34.50% |
DFIS Dimensional International Small Cap ETF | 7.73% | 37.49% | 3.80% | 15.19% | -12.50% |
Correlation
The correlation between RCL and DFIS is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Mar 24, 2022 | 0.45 |
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Return for Risk
RCL vs. DFIS — Risk / Return Rank
RCL
DFIS
RCL vs. DFIS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Royal Caribbean Cruises Ltd. (RCL) 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.
| RCL | DFIS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.67 | ||
| Sortino ratioReturn per unit of downside risk | -2.14 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.23 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | -0.52 | 1.59 | -2.11 |
| Martin ratioReturn relative to average drawdown | -0.85 | 5.79 | -6.65 |
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Drawdowns
RCL vs. DFIS - Drawdown Comparison
The maximum RCL drawdown since its inception was -89.49%, which is greater than DFIS's maximum drawdown of -27.23%. Use the drawdown chart below to compare losses from any high point for RCL and DFIS.
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Drawdown Indicators
| RCL | DFIS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.49% | -27.23% | -62.26% |
Max Drawdown (1Y)Largest decline over 1 year | -32.36% | -12.44% | -19.92% |
Max Drawdown (3Y)Largest decline over 3 years | -35.02% | -13.55% | -21.47% |
Max Drawdown (5Y)Largest decline over 5 years | -67.64% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -83.30% | — | — |
Current DrawdownCurrent decline from peak | -20.44% | -4.17% | -16.27% |
Average DrawdownAverage peak-to-trough decline | -27.73% | -6.08% | -21.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.85% | 3.41% | +16.44% |
Volatility
RCL vs. DFIS - Volatility Comparison
Royal Caribbean Cruises Ltd. (RCL) has a higher volatility of 10.01% compared to Dimensional International Small Cap ETF (DFIS) at 3.66%. This indicates that RCL'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
| RCL | DFIS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.01% | 3.66% | +6.35% |
Volatility (6M)Calculated over the trailing 6-month period | 37.58% | 13.01% | +24.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 47.08% | 15.16% | +31.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 48.39% | 17.27% | +31.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 53.32% | 17.27% | +36.05% |
Dividends
RCL vs. DFIS - Dividend Comparison
RCL's dividend yield for the trailing twelve months is around 1.75%, less than DFIS's 2.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFIS Dimensional International Small Cap ETF | 2.04% | 2.23% | 2.19% | 2.36% | 1.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
RCL Royal Caribbean Cruises Ltd. | 1.75% | 1.25% | 0.41% | 0.00% | 0.00% | 0.00% | 1.04% | 2.22% | 2.66% | 1.81% | 2.08% | 1.33% |
Frequently Asked Questions
RCL and DFIS have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RCL has higher volatility (10.01%) compared to DFIS (3.66%). In terms of maximum drawdown, RCL dropped -89.49% vs DFIS's -27.23%.
DFIS currently has the higher Sharpe Ratio (1.31 vs -0.36), 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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