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VSS vs. DISV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VSS vs. DISV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard FTSE All-World ex-US Small-Cap ETF (VSS) and Dimensional International Small Cap Value ETF (DISV). The values are adjusted to include any dividend payments, if applicable.

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VSS vs. DISV - Yearly Performance Comparison


2026 (YTD)2025202420232022
VSS
Vanguard FTSE All-World ex-US Small-Cap ETF
3.27%29.61%2.94%15.52%-15.47%
DISV
Dimensional International Small Cap Value ETF
5.04%47.42%5.87%19.52%-9.72%

Returns By Period

In the year-to-date period, VSS achieves a 3.27% return, which is significantly lower than DISV's 5.04% return.


VSS

1D
1.52%
1M
-6.14%
YTD
3.27%
6M
5.96%
1Y
32.12%
3Y*
14.42%
5Y*
5.70%
10Y*
7.80%

DISV

1D
1.17%
1M
-5.72%
YTD
5.04%
6M
12.26%
1Y
41.14%
3Y*
22.19%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VSS vs. DISV - Expense Ratio Comparison

VSS has a 0.07% expense ratio, which is lower than DISV's 0.42% expense ratio.


Return for Risk

VSS vs. DISV — Risk / Return Rank

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

VSS
VSS Risk / Return Rank: 8989
Overall Rank
VSS Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
VSS Sortino Ratio Rank: 9090
Sortino Ratio Rank
VSS Omega Ratio Rank: 9191
Omega Ratio Rank
VSS Calmar Ratio Rank: 8787
Calmar Ratio Rank
VSS Martin Ratio Rank: 8787
Martin Ratio Rank

DISV
DISV Risk / Return Rank: 9393
Overall Rank
DISV Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
DISV Sortino Ratio Rank: 9595
Sortino Ratio Rank
DISV Omega Ratio Rank: 9595
Omega Ratio Rank
DISV Calmar Ratio Rank: 9191
Calmar Ratio Rank
DISV Martin Ratio Rank: 9292
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.

VSS vs. DISV - 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 Value ETF (DISV). 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.


VSSDISVDifference

Sharpe ratio

Return per unit of total volatility

1.97

2.38

-0.42

Sortino ratio

Return per unit of downside risk

2.61

3.07

-0.46

Omega ratio

Gain probability vs. loss probability

1.40

1.48

-0.09

Calmar ratio

Return relative to maximum drawdown

2.80

3.24

-0.44

Martin ratio

Return relative to average drawdown

10.97

13.00

-2.03

VSS vs. DISV - Sharpe Ratio Comparison

The current VSS Sharpe Ratio is 1.97, which is comparable to the DISV Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of VSS and DISV, 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


VSSDISVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.97

2.38

-0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.88

-0.35

Correlation

The correlation between VSS and DISV is 0.93, 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. DISV - Dividend Comparison

VSS's dividend yield for the trailing twelve months is around 3.28%, more than DISV's 2.52% yield.


TTM20252024202320222021202020192018201720162015
VSS
Vanguard FTSE All-World ex-US Small-Cap ETF
3.28%3.39%3.44%3.14%2.30%2.74%1.90%3.25%2.80%2.83%2.93%2.66%
DISV
Dimensional International Small Cap Value ETF
2.52%2.69%2.77%2.73%1.23%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VSS vs. DISV - Drawdown Comparison

The maximum VSS drawdown since its inception was -43.51%, which is greater than DISV's maximum drawdown of -26.77%. Use the drawdown chart below to compare losses from any high point for VSS and DISV.


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Drawdown Indicators


VSSDISVDifference

Max Drawdown

Largest peak-to-trough decline

-43.51%

-26.77%

-16.74%

Max Drawdown (1Y)

Largest decline over 1 year

-11.62%

-12.69%

+1.07%

Max Drawdown (5Y)

Largest decline over 5 years

-33.93%

Max Drawdown (10Y)

Largest decline over 10 years

-43.51%

Current Drawdown

Current decline from peak

-7.52%

-7.58%

+0.06%

Average Drawdown

Average peak-to-trough decline

-9.72%

-4.95%

-4.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.97%

3.17%

-0.20%

Volatility

VSS vs. DISV - Volatility Comparison

Vanguard FTSE All-World ex-US Small-Cap ETF (VSS) and Dimensional International Small Cap Value ETF (DISV) have volatilities of 7.00% and 6.76%, 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


VSSDISVDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.00%

6.76%

+0.24%

Volatility (6M)

Calculated over the trailing 6-month period

11.10%

11.10%

0.00%

Volatility (1Y)

Calculated over the trailing 1-year period

16.40%

17.35%

-0.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.26%

17.41%

-1.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.17%

17.41%

-0.24%