REG vs. DFIS

Last updated Jun 13, 2026

REG (Regency Centers Corporation) 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, REG returned 14.45%/yr vs 18.52%/yr for DFIS. At a 0.43 correlation, their price movements are largely independent.

Performance

REG vs. DFIS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Regency Centers Corporation (REG) and Dimensional International Small Cap ETF (DFIS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, REG achieves a 18.54% return, which is significantly higher than DFIS's 10.06% return.

REG

• 1D: 0.43%
• 1M: 6.55%
• YTD: 18.54%
• 6M: 22.12%
• 1Y: 18.96%
• 3Y*: 14.45%
• 5Y*: 7.74%
• 10Y*: 4.12%

DFIS

• 1D: 0.57%
• 1M: 0.95%
• YTD: 10.06%
• 6M: 12.14%
• 1Y: 26.57%
• 3Y*: 18.52%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

REG vs. DFIS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
REG Regency Centers Corporation	18.54%	-2.78%	14.90%	11.85%	-4.94%
DFIS Dimensional International Small Cap ETF	10.06%	37.49%	3.80%	15.19%	-12.50%

Correlation

The correlation between REG and DFIS is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.25
Correlation (3Y) Calculated over the trailing 3-year period	0.33
Correlation (All Time) Calculated using the full available price history since Mar 24, 2022	0.43

The correlation between REG and DFIS shifts across timeframes, from 0.25 (1 year) to 0.43 (all time), reflecting how their relationship changes across market environments.

Return for Risk

REG vs. DFIS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

REG

REG Risk / Return Rank: 74
REG Sharpe Ratio Rank: 76
REG Sortino Ratio Rank: 71
REG Omega Ratio Rank: 68
REG Calmar Ratio Rank: 78
REG Martin Ratio Rank: 78

DFIS

DFIS Risk / Return Rank: 53
DFIS Sharpe Ratio Rank: 57
DFIS Sortino Ratio Rank: 56
DFIS Omega Ratio Rank: 55
DFIS Calmar Ratio Rank: 46
DFIS Martin Ratio Rank: 51

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

REG vs. DFIS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Regency Centers Corporation (REG) 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.

	REG	DFIS	Difference
Sharpe ratio: Return per unit of total volatility	1.11	1.67	-0.56
Sortino ratio: Return per unit of downside risk	1.67	2.35	-0.68
Omega ratio: Gain probability vs. loss probability	1.20	1.30	-0.10
Calmar ratio: Return relative to maximum drawdown	2.16	2.02	+0.14
Martin ratio: Return relative to average drawdown	5.27	7.69	-2.42

REG vs. DFIS - Sharpe Ratio Comparison

The current REG Sharpe Ratio is 1.11, which is lower than the DFIS Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of REG and DFIS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

REG vs. DFIS - Drawdown Comparison

The maximum REG drawdown since its inception was -73.37%, which is greater than DFIS's maximum drawdown of -27.23%. Use the drawdown chart below to compare losses from any high point for REG and DFIS.

Drawdown Indicators

	REG	DFIS	Difference
Max Drawdown Largest peak-to-trough decline	-73.37%	-27.23%	-46.14%
Max Drawdown (1Y) Largest decline over 1 year	-8.17%	-12.44%	+4.27%
Max Drawdown (3Y) Largest decline over 3 years	-15.10%	-13.55%	-1.55%
Max Drawdown (5Y) Largest decline over 5 years	-30.09%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-57.02%	—	—
Current Drawdown Current decline from peak	-0.10%	-2.10%	+2.00%
Average Drawdown Average peak-to-trough decline	-16.17%	-6.15%	-10.02%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.35%	3.27%	+0.08%

Volatility

REG vs. DFIS - Volatility Comparison

The current volatility for Regency Centers Corporation (REG) is 4.45%, while Dimensional International Small Cap ETF (DFIS) has a volatility of 5.44%. This indicates that REG experiences smaller price fluctuations and is considered to be less risky than DFIS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	REG	DFIS	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.45%	5.44%	-0.99%
Volatility (6M) Calculated over the trailing 6-month period	11.10%	12.66%	-1.56%
Volatility (1Y) Calculated over the trailing 1-year period	15.90%	15.05%	+0.85%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.39%	17.37%	+5.02%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.88%	17.37%	+12.51%

Dividends

REG vs. DFIS - Dividend Comparison

REG's dividend yield for the trailing twelve months is around 3.70%, more than DFIS's 2.02% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DFIS Dimensional International Small Cap ETF	2.02%	2.23%	2.19%	2.36%	1.13%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
REG Regency Centers Corporation	3.70%	4.16%	3.67%	3.91%	4.04%	3.20%	5.22%	3.71%	3.78%	3.04%	2.90%	2.85%

Frequently Asked Questions

Can I hold both REG and DFIS in my portfolio?

REG and DFIS have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, REG or DFIS?

DFIS has higher volatility (5.44%) compared to REG (4.45%). In terms of maximum drawdown, REG dropped -73.37% vs DFIS's -27.23%.

Which has better risk-adjusted returns?

DFIS currently has the higher Sharpe Ratio (1.67 vs 1.11), 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.