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SMCWX vs. DIA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SMCWX vs. DIA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds SMALLCAP World Fund Class A (SMCWX) and SPDR Dow Jones Industrial Average ETF (DIA). The values are adjusted to include any dividend payments, if applicable.

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SMCWX vs. DIA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SMCWX
American Funds SMALLCAP World Fund Class A
-1.05%14.07%2.33%18.86%-29.90%10.14%37.46%30.79%-9.75%26.85%
DIA
SPDR Dow Jones Industrial Average ETF
-2.78%14.71%14.82%16.02%-7.02%20.83%9.59%24.70%-3.74%28.08%

Returns By Period

In the year-to-date period, SMCWX achieves a -1.05% return, which is significantly higher than DIA's -2.78% return. Over the past 10 years, SMCWX has underperformed DIA with an annualized return of 9.04%, while DIA has yielded a comparatively higher 12.28% annualized return.


SMCWX

1D
3.47%
1M
-7.83%
YTD
-1.05%
6M
1.11%
1Y
20.45%
3Y*
8.86%
5Y*
0.17%
10Y*
9.04%

DIA

1D
0.49%
1M
-4.64%
YTD
-2.78%
6M
1.02%
1Y
12.67%
3Y*
13.76%
5Y*
8.92%
10Y*
12.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SMCWX vs. DIA - Expense Ratio Comparison

SMCWX has a 1.02% expense ratio, which is higher than DIA's 0.16% expense ratio.


Return for Risk

SMCWX vs. DIA — Risk / Return Rank

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

SMCWX
SMCWX Risk / Return Rank: 6464
Overall Rank
SMCWX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
SMCWX Sortino Ratio Rank: 6666
Sortino Ratio Rank
SMCWX Omega Ratio Rank: 5555
Omega Ratio Rank
SMCWX Calmar Ratio Rank: 6969
Calmar Ratio Rank
SMCWX Martin Ratio Rank: 6565
Martin Ratio Rank

DIA
DIA Risk / Return Rank: 4141
Overall Rank
DIA Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
DIA Sortino Ratio Rank: 4040
Sortino Ratio Rank
DIA Omega Ratio Rank: 3939
Omega Ratio Rank
DIA Calmar Ratio Rank: 4343
Calmar Ratio Rank
DIA Martin Ratio Rank: 4444
Martin Ratio Rank
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.

SMCWX vs. DIA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds SMALLCAP World Fund Class A (SMCWX) and SPDR Dow Jones Industrial Average ETF (DIA). 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.


SMCWXDIADifference

Sharpe ratio

Return per unit of total volatility

1.17

0.76

+0.41

Sortino ratio

Return per unit of downside risk

1.72

1.19

+0.53

Omega ratio

Gain probability vs. loss probability

1.23

1.16

+0.06

Calmar ratio

Return relative to maximum drawdown

1.66

1.17

+0.49

Martin ratio

Return relative to average drawdown

6.37

4.26

+2.11

SMCWX vs. DIA - Sharpe Ratio Comparison

The current SMCWX Sharpe Ratio is 1.17, which is higher than the DIA Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of SMCWX and DIA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SMCWXDIADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.17

0.76

+0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.61

-0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.70

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.47

+0.09

Correlation

The correlation between SMCWX and DIA is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

SMCWX vs. DIA - Dividend Comparison

SMCWX's dividend yield for the trailing twelve months is around 4.90%, more than DIA's 1.51% yield.


TTM20252024202320222021202020192018201720162015
SMCWX
American Funds SMALLCAP World Fund Class A
4.90%4.84%0.60%0.64%0.00%9.24%1.60%4.24%7.06%4.48%0.35%6.49%
DIA
SPDR Dow Jones Industrial Average ETF
1.51%1.43%1.61%1.81%1.91%1.58%1.87%1.85%2.24%1.97%2.26%2.33%

Drawdowns

SMCWX vs. DIA - Drawdown Comparison

The maximum SMCWX drawdown since its inception was -62.46%, which is greater than DIA's maximum drawdown of -51.87%. Use the drawdown chart below to compare losses from any high point for SMCWX and DIA.


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Drawdown Indicators


SMCWXDIADifference

Max Drawdown

Largest peak-to-trough decline

-62.46%

-51.87%

-10.59%

Max Drawdown (1Y)

Largest decline over 1 year

-11.83%

-10.79%

-1.04%

Max Drawdown (5Y)

Largest decline over 5 years

-39.79%

-20.76%

-19.03%

Max Drawdown (10Y)

Largest decline over 10 years

-39.79%

-36.70%

-3.09%

Current Drawdown

Current decline from peak

-10.12%

-6.94%

-3.18%

Average Drawdown

Average peak-to-trough decline

-14.98%

-7.17%

-7.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.08%

2.95%

+0.13%

Volatility

SMCWX vs. DIA - Volatility Comparison

American Funds SMALLCAP World Fund Class A (SMCWX) has a higher volatility of 7.62% compared to SPDR Dow Jones Industrial Average ETF (DIA) at 4.94%. This indicates that SMCWX's price experiences larger fluctuations and is considered to be riskier than DIA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SMCWXDIADifference

Volatility (1M)

Calculated over the trailing 1-month period

7.62%

4.94%

+2.68%

Volatility (6M)

Calculated over the trailing 6-month period

11.82%

9.24%

+2.58%

Volatility (1Y)

Calculated over the trailing 1-year period

17.93%

16.81%

+1.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.05%

14.73%

+3.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.76%

17.50%

+0.26%