DFA U.S. Micro Cap Portfolio (DFSCX) Sortino Ratio: 1.57
DFSCX's Sortino Ratio of 1.57 indicates that for each unit of downside volatility, it generates 1.57 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 1, 2026).
Unlike other measures, Sortino only focuses on downside volatility (losses), making it particularly useful for investors more concerned about protecting against drawdowns than overall price swings.
DFSCX Sortino Ratio Rank
DFSCX ranks above 62.7% of all investments in our database based on Sortino Ratio over the past 12 months, indicating above-average returns relative to downside risk taken. Securities are ranked from 0 (worst) to 100 (best).
What moves the rank
- Strong returns with minimal downside volatility → Higher rank
- Severe or frequent drawdowns → Lower rank
- Upside volatility → No impact (Sortino doesn't penalize upside swings)
What you can do with this information
- Above-average downside protection with room for improvement
- Compare against category peers to gauge relative positioning
- Monitor for movement toward top tier or decline toward median
- Consider pairing with top-tier holdings to improve portfolio risk profile
DFSCX Sortino Ratio Market Positioning
The chart shows DFSCX's Sortino Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.
- Red zone (bottom 25%): 1.02 or lower
- Yellow zone (middle 50%): 1.02 to 1.90
- Green zone (top 25%): 1.90 or higher
- Top 1%: 7.39+
- Median: 1.45 — half of all investments score higher
How it compares to other similar mutual funds
The table compares DFA U.S. Micro Cap Portfolio's Sortino Ratio with other mutual funds in the Small Cap Blend Equities category across multiple time periods, showing how DFSCX's risk-adjusted performance compares to similar funds.
Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Apr 1, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| AUERX | Auer Growth Fund | 2.48 | |||
| DFISX | DFA International Small Company Portfolio | 2.15 | |||
| RYOTX | Royce Micro Cap Series Fund | 2.14 | |||
| WESCX | TETON Westwood SmallCap Equity Fund | 2.12 | |||
| PRSVX | T. Rowe Price Small-Cap Value Fund | 2.06 | |||
| LMSIX | Franklin U.S. Small Cap Equity Fund | 1.86 | |||
| FSOPX | Fidelity Series Small Cap Opportunities Fund | 1.84 | |||
| TNVIX | 1290 GAMCO Small/Mid Cap Value Fund | 1.81 | |||
| WEMMX | TETON Westwood Mighty Mites Fund | 1.80 | |||
| AFMCX | Acuitas US Microcap Fund | 1.78 | |||
| DFSCX | DFA U.S. Micro Cap Portfolio | 1.57 |
Historical Sortino Ratio
The chart shows DFSCX's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when DFSCX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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Explore DFSCX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.