DFA Dimensional International Small Cap ETF (DFIS)

36.66 +0.29 (+0.80%) USD  |  BATS  |  Feb 20, 16:00
36.63 -0.03 (-0.08%) After-Hours: 20:00
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DFIS Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Historical Sortino Ratio Definition

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Measures risk-adjusted return like the Sharpe Ratio but focuses only on downside volatility, isolating harmful fluctuations while ignoring upside movements.

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Historical Sortino (Since Inception) Range, Past 5 Years

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Median

Historical Sortino (Since Inception) Benchmarks

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Vanguard FTSE All-World ex-US Small-Cap Index ETF Upgrade
Schwab International Small-Cap Equity ETF Upgrade
iShares MSCI EAFE Small-Cap ETF Upgrade
Avantis International Small Cap Equity ETF Upgrade
iShares Intl Small Cap Equity Factor ETF Upgrade

Historical Sortino (Since Inception) Related Metrics

Alpha (Since Inception) Upgrade
Beta (Since Inception) Upgrade
Alpha (vs YCharts Benchmark) (Since Inception) Upgrade
Beta (vs YCharts Benchmark) (Since Inception) Upgrade
Annualized Standard Deviation of Monthly Returns (Since Inception) Upgrade
Historical Sharpe Ratio (Since Inception) Upgrade
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade