VSS vs. DFIS
Compare and contrast key facts about Vanguard FTSE All-World ex-US Small-Cap ETF (VSS) and Dimensional International Small Cap ETF (DFIS).
VSS and DFIS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VSS is a passively managed fund by Vanguard that tracks the performance of the FTSE Global Small Cap ex US Index. It was launched on Apr 2, 2009. DFIS is an actively managed fund by Dimensional. It was launched on Mar 23, 2022.
Performance
VSS vs. DFIS - Performance Comparison
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VSS vs. DFIS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
VSS Vanguard FTSE All-World ex-US Small-Cap ETF | 1.72% | 29.61% | 2.94% | 15.52% | -15.47% |
DFIS Dimensional International Small Cap ETF | 2.31% | 37.49% | 3.80% | 15.19% | -12.94% |
Returns By Period
In the year-to-date period, VSS achieves a 1.72% return, which is significantly lower than DFIS's 2.31% return.
VSS
- 1D
- 3.06%
- 1M
- -8.91%
- YTD
- 1.72%
- 6M
- 4.71%
- 1Y
- 30.55%
- 3Y*
- 13.84%
- 5Y*
- 5.38%
- 10Y*
- 7.63%
DFIS
- 1D
- 3.12%
- 1M
- -8.99%
- YTD
- 2.31%
- 6M
- 7.05%
- 1Y
- 33.50%
- 3Y*
- 16.25%
- 5Y*
- —
- 10Y*
- —
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VSS vs. DFIS - Expense Ratio Comparison
VSS has a 0.07% expense ratio, which is lower than DFIS's 0.39% expense ratio.
Return for Risk
VSS vs. DFIS — Risk / Return Rank
VSS
DFIS
VSS vs. DFIS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World ex-US Small-Cap ETF (VSS) 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.
| VSS | DFIS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.88 | 1.97 | -0.10 |
Sortino ratioReturn per unit of downside risk | 2.50 | 2.62 | -0.13 |
Omega ratioGain probability vs. loss probability | 1.38 | 1.40 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 2.54 | 2.55 | -0.01 |
Martin ratioReturn relative to average drawdown | 10.09 | 10.38 | -0.29 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VSS | DFIS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.88 | 1.97 | -0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.58 | -0.06 |
Correlation
The correlation between VSS and DFIS is 0.95, 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
VSS vs. DFIS - Dividend Comparison
VSS's dividend yield for the trailing twelve months is around 3.33%, more than DFIS's 2.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSS Vanguard FTSE All-World ex-US Small-Cap ETF | 3.33% | 3.39% | 3.44% | 3.14% | 2.30% | 2.74% | 1.90% | 3.25% | 2.80% | 2.83% | 2.93% | 2.66% |
DFIS Dimensional International Small Cap ETF | 2.18% | 2.23% | 2.19% | 2.36% | 1.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VSS vs. DFIS - Drawdown Comparison
The maximum VSS drawdown since its inception was -43.51%, which is greater than DFIS's maximum drawdown of -27.23%. Use the drawdown chart below to compare losses from any high point for VSS and DFIS.
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Drawdown Indicators
| VSS | DFIS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.51% | -27.23% | -16.28% |
Max Drawdown (1Y)Largest decline over 1 year | -11.62% | -12.44% | +0.82% |
Max Drawdown (5Y)Largest decline over 5 years | -33.93% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -43.51% | — | — |
Current DrawdownCurrent decline from peak | -8.91% | -8.99% | +0.08% |
Average DrawdownAverage peak-to-trough decline | -9.72% | -6.30% | -3.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 3.06% | -0.13% |
Volatility
VSS vs. DFIS - Volatility Comparison
Vanguard FTSE All-World ex-US Small-Cap ETF (VSS) and Dimensional International Small Cap ETF (DFIS) have volatilities of 7.61% and 7.55%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VSS | DFIS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.61% | 7.55% | +0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 11.00% | 11.01% | -0.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.37% | 17.10% | -0.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.26% | 17.31% | -1.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.17% | 17.31% | -0.14% |