The Big Picture When It Comes to Small Caps

The Big Picture When It Comes to Small Caps

Talk of the size premium has skewed negative recently over its performance in the United States, where small cap stock indices have underperformed their large cap index counterparts over the past two decades. But as is often the case, taking a global point of view improves the picture.

Small caps have outperformed large caps handily in developed non-US markets and emerging markets. As Meat Loaf once sang, “Two out of three ain’t bad.”

The success of the size premium in international markets is a reminder of the value of global diversification. Premiums do not always move in lockstep across markets, so diversifying globally may increase the reliability of capturing them.

Exhibit 1: Annualized Return Differences Between Small Caps and Large Caps

20 Years Ending August 31, 2024

Past performance is not a guarantee of future results.

MSCI data © 2024, all rights reserved. S&P data © 2024 S&P Dow Jones Indices LLC, a division of S&P Global. Indices are not available for direct investment. Their performance does not reflect the expenses associated with the management of an actual portfolio. The Dimensional indices represent academic concepts that may be used in portfolio construction and are not available for direct investment or for use as a benchmark. Index returns are not representative of actual portfolios and do not reflect costs and fees associated with an actual investment. See “Index Descriptions” for descriptions of the Dimensional index data.

This article originally appeared in Above the Fray, a weekly newsletter for Dimensional clients.

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