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US small cap value etf comparisons
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
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US small cap value etf comparisons

Currency in USD · Last updated May 21, 2025

Asset Allocation

AVUV 15%VBR 10%VIOV 10%SLYV 10%IJS 10%RWJ 10%DFSV 10%VTWV 9.9%DFSVX 7%DFAS 5%SPSM 1%EquityEquity
PositionCategory/SectorTarget Weight
AVUV
Avantis U.S. Small Cap Value ETF		Small Cap Value Equities, Actively Managed
15%
DFAS
Dimensional U.S. Small Cap ETF		Small Cap Blend Equities, Actively Managed
5%
DFSV
Dimensional US Small Cap Value ETF		Small Cap Value Equities
10%
DFSVX
DFA U.S. Small Cap Value Portfolio I		Small Cap Value Equities
7%
IJS
iShares S&P SmallCap 600 Value ETF		Small Cap Value Equities
10%
RWJ
Invesco S&P SmallCap 600 Revenue ETF		Small Cap Value Equities
10%
RZV
Invesco S&P SmallCap 600® Pure Value ETF		Small Cap Value Equities
0.10%
SLYG
SPDR S&P 600 Small Cap Growth ETF		Small Cap Growth Equities
0.50%
SLYV
SPDR S&P 600 Small Cap Value ETF		Small Cap Value Equities
10%
SPSM
SPDR Portfolio S&P 600 Small Cap ETF		Small Cap Blend Equities
1%
VB
Vanguard Small-Cap ETF		Small Cap Growth Equities
0.50%
VBR
Vanguard Small-Cap Value ETF		Small Cap Blend Equities
10%
VIOG
Vanguard S&P Small-Cap 600 Growth ETF		Small Cap Growth Equities
0.50%
VIOV
Vanguard S&P Small-Cap 600 Value ETF		Small Cap Blend Equities
10%
VSMVX
Vanguard S&P Small-Cap 600 Value Index Fund Institutional Shares		Small Cap Value Equities
0.50%
VTWV
Vanguard Russell 2000 Value ETF		Small Cap Blend Equities
9.90%

S&P 500

Performance

Performance Chart

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The earliest data available for this chart is Feb 24, 2022, corresponding to the inception date of DFSV

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		1.00%12.45%0.40%11.91%15.04%10.82%
US small cap value etf comparisons-6.62%11.89%-9.72%-0.33%N/AN/A
Portfolio components:
VTWV
Vanguard Russell 2000 Value ETF		-5.80%10.05%-10.11%-0.69%13.42%6.31%
VBR
Vanguard Small-Cap Value ETF		-1.86%11.62%-5.57%4.03%16.37%7.99%
VIOV
Vanguard S&P Small-Cap 600 Value ETF		-9.22%11.77%-11.45%-1.15%13.85%6.94%
SLYV
SPDR S&P 600 Small Cap Value ETF		-9.21%11.57%-11.51%-1.14%13.74%6.93%
IJS
iShares S&P SmallCap 600 Value ETF		-9.34%11.46%-11.67%-1.26%13.62%6.81%
RWJ
Invesco S&P SmallCap 600 Revenue ETF		-7.80%13.58%-9.28%1.49%21.21%9.05%
AVUV
Avantis U.S. Small Cap Value ETF		-6.41%11.87%-10.11%-1.89%21.04%N/A
DFAS
Dimensional U.S. Small Cap ETF		-3.54%12.52%-6.83%1.91%N/AN/A
DFSV
Dimensional US Small Cap Value ETF		-5.88%12.63%-9.62%-2.15%N/AN/A
DFSVX
DFA U.S. Small Cap Value Portfolio I		-5.76%12.20%-9.63%-1.47%19.58%7.64%
RZV
Invesco S&P SmallCap 600® Pure Value ETF		-9.69%14.05%-10.58%-3.57%20.22%5.58%
SPSM
SPDR Portfolio S&P 600 Small Cap ETF		-6.17%11.79%-9.75%-0.23%12.97%7.22%
VB
Vanguard Small-Cap ETF		-2.52%12.69%-5.39%4.81%12.89%8.19%
VSMVX
Vanguard S&P Small-Cap 600 Value Index Fund Institutional Shares		-9.26%11.62%-11.51%-1.11%13.86%7.01%
SLYG
SPDR S&P 600 Small Cap Growth ETF		-3.18%12.02%-8.13%0.49%11.79%8.38%
VIOG
Vanguard S&P Small-Cap 600 Growth ETF		-3.27%12.03%-8.31%0.11%11.73%8.33%
*Annualized

Monthly Returns

The table below presents the monthly returns of US small cap value etf comparisons, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.44%-5.11%-6.17%-5.05%7.82%-6.62%
2024-4.00%2.88%4.41%-6.21%4.86%-2.73%11.18%-1.92%0.87%-1.66%10.53%-7.57%9.03%
202310.57%-1.52%-6.72%-2.06%-3.44%9.25%6.77%-4.18%-5.17%-5.73%8.75%12.36%17.28%
20222.83%0.92%-6.38%2.77%-10.27%9.78%-3.13%-10.26%14.08%4.61%-6.38%-4.47%

Expense Ratio

US small cap value etf comparisons has an expense ratio of 0.23%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

RWJ
Invesco S&P SmallCap 600 Revenue ETF
RZV
Invesco S&P SmallCap 600® Pure Value ETF
DFAS
Dimensional U.S. Small Cap ETF
DFSV
Dimensional US Small Cap Value ETF
DFSVX
DFA U.S. Small Cap Value Portfolio I
IJS
iShares S&P SmallCap 600 Value ETF
AVUV
Avantis U.S. Small Cap Value ETF
VTWV
Vanguard Russell 2000 Value ETF
VIOV
Vanguard S&P Small-Cap 600 Value ETF
SLYV
SPDR S&P 600 Small Cap Value ETF
SLYG
SPDR S&P 600 Small Cap Growth ETF
VIOG
Vanguard S&P Small-Cap 600 Growth ETF
VSMVX
Vanguard S&P Small-Cap 600 Value Index Fund Institutional Shares
VBR
Vanguard Small-Cap Value ETF
SPSM
SPDR Portfolio S&P 600 Small Cap ETF
VB
Vanguard Small-Cap ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of US small cap value etf comparisons is 4, meaning it’s performing worse than 96% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of US small cap value etf comparisons is 44
Overall Rank
The Sharpe Ratio Rank of US small cap value etf comparisons is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of US small cap value etf comparisons is 44
Sortino Ratio Rank
The Omega Ratio Rank of US small cap value etf comparisons is 44
Omega Ratio Rank
The Calmar Ratio Rank of US small cap value etf comparisons is 44
Calmar Ratio Rank
The Martin Ratio Rank of US small cap value etf comparisons is 44
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. 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.

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VTWV
Vanguard Russell 2000 Value ETF		-0.030.131.02-0.03-0.07
VBR
Vanguard Small-Cap Value ETF		0.190.421.050.160.49
VIOV
Vanguard S&P Small-Cap 600 Value ETF		-0.050.051.01-0.07-0.20
SLYV
SPDR S&P 600 Small Cap Value ETF		-0.050.061.01-0.07-0.19
IJS
iShares S&P SmallCap 600 Value ETF		-0.050.051.01-0.07-0.20
RWJ
Invesco S&P SmallCap 600 Revenue ETF		0.060.241.030.030.09
AVUV
Avantis U.S. Small Cap Value ETF		-0.070.081.01-0.07-0.18
DFAS
Dimensional U.S. Small Cap ETF		0.080.311.040.080.24
DFSV
Dimensional US Small Cap Value ETF		-0.090.041.01-0.08-0.24
DFSVX
DFA U.S. Small Cap Value Portfolio I		-0.060.081.01-0.06-0.16
RZV
Invesco S&P SmallCap 600® Pure Value ETF		-0.14-0.050.99-0.15-0.41
SPSM
SPDR Portfolio S&P 600 Small Cap ETF		-0.010.151.02-0.02-0.05
VB
Vanguard Small-Cap ETF		0.210.481.060.200.61
VSMVX
Vanguard S&P Small-Cap 600 Value Index Fund Institutional Shares		-0.050.061.01-0.07-0.19
SLYG
SPDR S&P 600 Small Cap Growth ETF		0.020.221.030.030.07
VIOG
Vanguard S&P Small-Cap 600 Growth ETF		0.000.201.020.020.05

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

US small cap value etf comparisons Sharpe ratios as of May 21, 2025 (values are recalculated daily):

  • 1-Year: -0.01
  • All Time: 0.18

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.54 to 1.04, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of US small cap value etf comparisons compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

US small cap value etf comparisons provided a 1.83% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio1.83%1.64%1.85%1.91%2.02%1.14%1.30%1.72%1.72%1.21%1.90%1.80%
Portfolio components:
VTWV
Vanguard Russell 2000 Value ETF		2.02%1.78%2.02%2.07%1.60%1.49%1.82%2.04%1.63%1.57%2.03%1.71%
VBR
Vanguard Small-Cap Value ETF		2.18%1.98%2.12%2.03%1.75%1.68%2.06%2.35%1.79%1.77%1.99%1.77%
VIOV
Vanguard S&P Small-Cap 600 Value ETF		2.07%1.78%2.18%1.81%1.59%1.42%1.60%1.76%1.43%1.17%1.32%1.27%
SLYV
SPDR S&P 600 Small Cap Value ETF		2.55%2.30%2.11%1.47%1.94%1.40%1.66%2.14%5.53%2.18%6.55%7.50%
IJS
iShares S&P SmallCap 600 Value ETF		1.97%1.78%1.42%1.47%1.52%1.00%1.66%1.75%1.41%1.22%1.59%1.41%
RWJ
Invesco S&P SmallCap 600 Revenue ETF		1.25%1.15%1.34%1.02%0.61%0.89%1.22%1.44%0.91%0.60%0.74%0.57%
AVUV
Avantis U.S. Small Cap Value ETF		1.77%1.61%1.65%1.74%1.28%1.21%0.38%0.00%0.00%0.00%0.00%0.00%
DFAS
Dimensional U.S. Small Cap ETF		1.02%0.93%1.00%1.03%3.24%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DFSV
Dimensional US Small Cap Value ETF		1.49%1.32%1.29%0.90%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DFSVX
DFA U.S. Small Cap Value Portfolio I		1.61%1.47%3.67%6.77%10.40%1.96%2.83%7.54%5.62%4.53%5.83%4.53%
RZV
Invesco S&P SmallCap 600® Pure Value ETF		1.46%1.14%1.13%1.43%0.86%0.63%1.03%2.03%1.02%0.46%1.24%0.68%
SPSM
SPDR Portfolio S&P 600 Small Cap ETF		2.00%1.85%1.61%1.38%1.41%1.17%1.58%1.82%1.51%1.49%2.37%1.70%
VB
Vanguard Small-Cap ETF		1.45%1.30%1.55%1.59%1.24%1.14%1.39%1.67%1.35%1.50%1.48%1.43%
VSMVX
Vanguard S&P Small-Cap 600 Value Index Fund Institutional Shares		2.14%1.85%1.92%1.88%1.66%1.46%1.65%1.89%1.55%1.26%1.42%2.61%
SLYG
SPDR S&P 600 Small Cap Growth ETF		1.30%1.22%1.18%1.18%0.68%0.71%1.08%1.06%4.74%1.13%5.75%4.42%
VIOG
Vanguard S&P Small-Cap 600 Growth ETF		1.18%1.03%1.15%1.17%0.69%0.68%1.09%0.76%0.87%0.92%1.04%0.72%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

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Worst Drawdowns

The table below displays the maximum drawdowns of the US small cap value etf comparisons. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the US small cap value etf comparisons was 27.79%, occurring on Apr 8, 2025. The portfolio has not yet recovered.

The current US small cap value etf comparisons drawdown is 14.30%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-27.79%Nov 26, 202490Apr 8, 2025———
-19.99%Mar 30, 2022128Sep 30, 202284Feb 1, 2023212
-17.4%Feb 3, 2023185Oct 27, 202333Dec 14, 2023218
-9.5%Aug 1, 20243Aug 5, 202451Oct 16, 202454
-7.91%Apr 1, 202413Apr 17, 202460Jul 15, 202473

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 16 assets, with an effective number of assets of 10.01, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
^GSPCRZVVIOGSLYGRWJAVUVVBVTWVDFSVXDFSVVIOVVBRSLYVIJSVSMVXDFASSPSMPortfolio
^GSPC1.000.710.830.830.740.750.860.770.770.770.760.820.760.760.770.830.810.78
RZV0.711.000.900.890.970.940.900.940.950.950.970.940.970.970.970.930.940.97
VIOG0.830.901.000.990.940.940.970.950.950.940.940.950.940.940.950.980.980.96
SLYG0.830.890.991.000.940.940.970.950.950.940.940.950.940.950.950.980.980.96
RWJ0.740.970.940.941.000.960.930.960.960.960.970.950.970.970.970.960.970.98
AVUV0.750.940.940.940.961.000.940.960.990.990.960.960.960.960.960.970.960.98
VB0.860.900.970.970.930.941.000.960.950.950.950.980.950.950.950.980.970.96
VTWV0.770.940.950.950.960.960.961.000.970.970.980.970.980.980.980.970.980.99
DFSVX0.770.950.950.950.960.990.950.971.000.990.970.980.970.970.970.980.970.99
DFSV0.770.950.940.940.960.990.950.970.991.000.970.980.970.970.980.970.970.99
VIOV0.760.970.940.940.970.960.950.980.970.971.000.971.001.001.000.970.980.99
VBR0.820.940.950.950.950.960.980.970.980.980.971.000.970.970.980.980.980.99
SLYV0.760.970.940.940.970.960.950.980.970.971.000.971.001.001.000.970.980.99
IJS0.760.970.940.950.970.960.950.980.970.971.000.971.001.001.000.970.980.99
VSMVX0.770.970.950.950.970.960.950.980.970.981.000.981.001.001.000.970.990.99
DFAS0.830.930.980.980.960.970.980.970.980.970.970.980.970.970.971.000.990.98
SPSM0.810.940.980.980.970.960.970.980.970.970.980.980.980.980.990.991.000.99
Portfolio0.780.970.960.960.980.980.960.990.990.990.990.990.990.990.990.980.991.00
The correlation results are calculated based on daily price changes starting from Feb 25, 2022