RNLSY vs. DEMSX

Last updated Jun 3, 2026

RNLSY (Renault SA) is a stock, while DEMSX (DFA Emerging Markets Small Cap Portfolio) is Emerging Markets Diversified fund managed by Dimensional. Over the past 10 years, RNLSY returned -6.01%/yr vs 9.41%/yr for DEMSX. At a 0.40 correlation, their price movements are largely independent.

Performance

RNLSY vs. DEMSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Renault SA (RNLSY) and DFA Emerging Markets Small Cap Portfolio (DEMSX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, RNLSY achieves a -15.73% return, which is significantly lower than DEMSX's 11.52% return. Over the past 10 years, RNLSY has underperformed DEMSX with an annualized return of -6.01%, while DEMSX has yielded a comparatively higher 9.41% annualized return.

RNLSY

• 1D: -1.83%
• 1M: 1.55%
• YTD: -15.73%
• 6M: -11.76%
• 1Y: -30.61%
• 3Y*: 2.19%
• 5Y*: -2.00%
• 10Y*: -6.01%

DEMSX

• 1D: 0.00%
• 1M: 0.92%
• YTD: 11.52%
• 6M: 12.50%
• 1Y: 24.08%
• 3Y*: 14.90%
• 5Y*: 7.02%
• 10Y*: 9.41%

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

RNLSY vs. DEMSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
RNLSY Renault SA	-15.73%	-10.26%	22.83%	23.45%	-3.50%	-21.42%	-1.07%	-18.36%	-36.07%	22.30%
DEMSX DFA Emerging Markets Small Cap Portfolio	11.52%	19.01%	4.92%	16.32%	-15.30%	19.54%	13.82%	14.89%	-17.55%	33.32%

Correlation

The correlation between RNLSY and DEMSX is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.21
Correlation (3Y) Calculated over the trailing 3-year period	0.29
Correlation (5Y) Calculated over the trailing 5-year period	0.38
Correlation (10Y) Calculated over the trailing 10-year period	0.40
Correlation (All Time) Calculated using the full available price history since Nov 26, 2014	0.40

The correlation between RNLSY and DEMSX shifts across timeframes, from 0.21 (1 year) to 0.40 (all time), reflecting how their relationship changes across market environments.

Return for Risk

RNLSY vs. DEMSX — Risk / Return Rank

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

RNLSY

RNLSY Risk / Return Rank: 9
RNLSY Sharpe Ratio Rank: 7
RNLSY Sortino Ratio Rank: 9
RNLSY Omega Ratio Rank: 10
RNLSY Calmar Ratio Rank: 7
RNLSY Martin Ratio Rank: 9

DEMSX

DEMSX Risk / Return Rank: 40
DEMSX Sharpe Ratio Rank: 41
DEMSX Sortino Ratio Rank: 38
DEMSX Omega Ratio Rank: 44
DEMSX Calmar Ratio Rank: 40
DEMSX Martin Ratio Rank: 39

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.

RNLSY vs. DEMSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Renault SA (RNLSY) and DFA Emerging Markets Small Cap Portfolio (DEMSX). 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.

	RNLSY	DEMSX	Difference
Sharpe ratio Return per unit of total volatility	-0.85	1.87	-2.72
Sortino ratio Return per unit of downside risk	-1.09	2.58	-3.67
Omega ratio Gain probability vs. loss probability	0.87	1.36	-0.49
Calmar ratio Return relative to maximum drawdown	-0.87	2.39	-3.26
Martin ratio Return relative to average drawdown	-1.35	8.51	-9.86
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RNLSY vs. DEMSX - Sharpe Ratio Comparison

The current RNLSY Sharpe Ratio is -0.85, which is lower than the DEMSX Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of RNLSY and DEMSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	RNLSY	DEMSX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.85	1.87	-2.72
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.05	0.53	-0.58
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.14	0.64	-0.78
Sharpe Ratio (All Time) Calculated using the full available price history	-0.08	0.61	-0.69

Drawdowns

RNLSY vs. DEMSX - Drawdown Comparison

The maximum RNLSY drawdown since its inception was -86.01%, which is greater than DEMSX's maximum drawdown of -66.70%. Use the drawdown chart below to compare losses from any high point for RNLSY and DEMSX.

Drawdown Indicators

	RNLSY	DEMSX	Difference
Max Drawdown Largest peak-to-trough decline	-86.01%	-66.70%	-19.31%
Max Drawdown (1Y) Largest decline over 1 year	-37.45%	-10.30%	-27.15%
Max Drawdown (3Y) Largest decline over 3 years	-43.13%	-17.21%	-25.92%
Max Drawdown (5Y) Largest decline over 5 years	-48.91%	-24.40%	-24.51%
Max Drawdown (10Y) Largest decline over 10 years	-86.01%	-47.28%	-38.73%
Current Drawdown Current decline from peak	-62.99%	-1.86%	-61.13%
Average Drawdown Average peak-to-trough decline	-43.65%	-13.60%	-30.05%
Ulcer Index Depth and duration of drawdowns from previous peaks	23.96%	2.88%	+21.08%

Volatility

RNLSY vs. DEMSX - Volatility Comparison

Renault SA (RNLSY) has a higher volatility of 9.93% compared to DFA Emerging Markets Small Cap Portfolio (DEMSX) at 4.74%. This indicates that RNLSY's price experiences larger fluctuations and is considered to be riskier than DEMSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RNLSY	DEMSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.93%	4.74%	+5.19%
Volatility (6M) Calculated over the trailing 6-month period	24.64%	10.98%	+13.66%
Volatility (1Y) Calculated over the trailing 1-year period	36.21%	13.21%	+23.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	40.19%	13.29%	+26.90%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	42.84%	14.79%	+28.05%

Dividends

RNLSY vs. DEMSX - Dividend Comparison

RNLSY's dividend yield for the trailing twelve months is around 7.87%, more than DEMSX's 3.42% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DEMSX DFA Emerging Markets Small Cap Portfolio	3.42%	3.79%	3.27%	2.94%	4.47%	10.20%	2.25%	3.11%	5.02%	3.41%	3.74%	3.24%
RNLSY Renault SA	7.87%	5.91%	4.11%	0.68%	0.00%	0.00%	2.74%	8.50%	6.70%	7.27%	6.10%	2.18%

Frequently Asked Questions

Can I hold both RNLSY and DEMSX in my portfolio?

RNLSY and DEMSX have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RNLSY or DEMSX?

RNLSY has higher volatility (9.93%) compared to DEMSX (4.74%). In terms of maximum drawdown, RNLSY dropped -86.01% vs DEMSX's -66.70%.

Which has better risk-adjusted returns?

DEMSX currently has the higher Sharpe Ratio (1.87 vs -0.85), 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.