SFSNX vs. DFISX
SFSNX (Schwab Fundamental U.S. Small Company Index Fund) and DFISX (DFA International Small Company Portfolio) are both mutual funds - SFSNX is a Small Cap Blend Equities fund tracking the RAFI Fundamental High Liquidity US Small Index, while DFISX is a Foreign Small & Mid Cap Equities fund actively managed by Dimensional. SFSNX is passively managed, while DFISX is actively managed. Over the past 10 years, SFSNX returned 10.89%/yr vs 8.30%/yr for DFISX. Their 0.70 correlation means they have sometimes moved together and sometimes differently. SFSNX charges 0.25%/yr vs 0.39%/yr for DFISX.
Performance
SFSNX vs. DFISX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SFSNX achieves a 18.41% return, which is significantly higher than DFISX's 8.74% return. Over the past 10 years, SFSNX has outperformed DFISX with an annualized return of 10.89%, while DFISX has yielded a comparatively lower 8.30% annualized return.
SFSNX
- 1D
- -0.09%
- 1M
- -1.24%
- 6M
- 10.77%
- YTD
- 18.41%
- 1Y
- 30.87%
- 3Y*
- 13.19%
- 5Y*
- 8.52%
- 10Y*
- 10.89%
- ALL TIME*
- 10.04%
DFISX
- 1D
- -0.97%
- 1M
- 1.10%
- 6M
- 2.95%
- YTD
- 8.74%
- 1Y
- 21.14%
- 3Y*
- 16.92%
- 5Y*
- 7.18%
- 10Y*
- 8.30%
- ALL TIME*
- 7.27%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
SFSNX vs. DFISX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SFSNX Schwab Fundamental U.S. Small Company Index Fund | 18.41% | 7.66% | 8.99% | 20.15% | -14.79% | 30.91% | 8.49% | 24.44% | -12.26% | 12.84% |
DFISX DFA International Small Company Portfolio | 8.74% | 36.35% | 3.76% | 14.46% | -17.13% | 10.71% | 9.27% | 24.18% | -19.42% | 24.78% |
Correlation
The correlation between SFSNX and DFISX is 0.64, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.64 |
Correlation (3Y) Balances recent behavior with more history. | 0.67 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.71 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.68 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2008 | 0.70 |
The correlation between SFSNX and DFISX has been stable across timeframes, ranging from 0.64 to 0.71 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SFSNX vs. DFISX — Risk / Return Rank
SFSNX
DFISX
SFSNX vs. DFISX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Fundamental U.S. Small Company Index Fund (SFSNX) 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.
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.
| SFSNX | DFISX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.18 | ||
| Sortino ratioReturn per unit of downside risk | +0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.27 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.06 | 1.83 | +1.24 |
| Martin ratioReturn relative to average drawdown | 10.13 | 6.24 | +3.88 |
Loading charts...
Drawdowns
SFSNX vs. DFISX - Drawdown Comparison
The maximum SFSNX drawdown since its inception was -58.32%, roughly equal to the maximum DFISX drawdown of -60.66%. Use the drawdown chart below to compare losses from any high point for SFSNX and DFISX.
Loading charts...
Drawdown Indicators
| SFSNX | DFISX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.32% | -60.66% | +2.34% |
Max Drawdown (1Y)Largest decline over 1 year | -9.43% | -11.96% | +2.53% |
Max Drawdown (3Y)Largest decline over 3 years | -25.91% | -13.68% | -12.23% |
Max Drawdown (5Y)Largest decline over 5 years | -25.91% | -35.06% | +9.15% |
Max Drawdown (10Y)Largest decline over 10 years | -44.82% | -43.00% | -1.82% |
Current DrawdownCurrent decline from peak | -2.32% | -2.12% | -0.20% |
Average DrawdownAverage peak-to-trough decline | -8.25% | -11.60% | +3.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.85% | 3.49% | -0.64% |
Volatility
SFSNX vs. DFISX - Volatility Comparison
The current volatility for Schwab Fundamental U.S. Small Company Index Fund (SFSNX) is 3.34%, while DFA International Small Company Portfolio (DFISX) has a volatility of 4.38%. This indicates that SFSNX experiences smaller price fluctuations and is considered to be less risky than DFISX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SFSNX | DFISX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.34% | 4.38% | -1.04% |
Volatility (6M)Calculated over the trailing 6-month period | 11.87% | 12.10% | -0.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.06% | 14.43% | +2.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.64% | 15.96% | +4.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.22% | 15.95% | +7.27% |
SFSNX vs. DFISX - Expense Ratio Comparison
SFSNX has a 0.25% expense ratio, which is lower than DFISX's 0.39% expense ratio.
Dividends
SFSNX vs. DFISX - Dividend Comparison
SFSNX's dividend yield for the trailing twelve months is around 1.15%, less than DFISX's 2.92% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFISX DFA International Small Company Portfolio | 2.92% | 3.19% | 3.39% | 3.01% | 3.51% | 3.06% | 1.71% | 4.54% | 7.74% | 1.27% | 4.44% | 4.47% |
SFSNX Schwab Fundamental U.S. Small Company Index Fund | 1.15% | 1.36% | 1.71% | 1.37% | 7.05% | 12.27% | 1.42% | 3.66% | 11.55% | 6.88% | 1.86% | 6.37% |
Frequently Asked Questions
SFSNX and DFISX have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DFISX has higher volatility (4.38%) compared to SFSNX (3.34%). In terms of maximum drawdown, SFSNX dropped -58.32% vs DFISX's -60.66%.
SFSNX currently has the higher Sharpe Ratio (1.70 vs 1.52), 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.
Find the right allocation for SFSNX and DFISX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer