PortfoliosLab logoPortfoliosLab logo
DFA U.S. Small Cap Value Portfolio I (DFSVX)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

ISIN
US2332038197
CUSIP
233203819
Inception Date
Mar 2, 1993
Region
North America (U.S.)
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Small-Cap
Asset Class Style
Value

Share Price Chart


Loading graphics...

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

DFSVX Performance Chart

DFA U.S. Small Cap Value Portfolio I (DFSVX) is up 11.5% since the beginning of the year. DFSVX is currently trading at $57 per share. Investors who bought $1,000 worth of DFSVX shares 5 years ago would now be looking at an investment worth $1,651.


Loading graphics...

S&P 500 Index

Returns By Period

DFA U.S. Small Cap Value Portfolio I (DFSVX) has returned 11.54% so far this year and 44.58% over the past 12 months. Over the last ten years, DFSVX has returned 11.22% per year, falling short of the S&P 500 Index benchmark, which averaged 12.85% annually.


DFA U.S. Small Cap Value Portfolio I

1D
0.97%
1M
7.70%
YTD
11.54%
6M
16.08%
1Y
44.58%
3Y*
16.77%
5Y*
10.55%
10Y*
11.22%

Benchmark (S&P 500 Index)

1D
1.18%
1M
5.05%
YTD
1.78%
6M
4.86%
1Y
28.88%
3Y*
18.97%
5Y*
10.81%
10Y*
12.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DFSVX Monthly Returns History

Based on dividend-adjusted daily data since Feb 26, 1993, DFSVX's average daily return is +0.05%, while the average monthly return is +1.07%. At this rate, an investment would double in approximately 5.4 years.

Historically, 61% of months were positive and 39% were negative. The best month was Apr 2009 with a return of +19.7%, while the worst month was Mar 2020 at -26.6%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, DFSVX closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +10.6%, while the worst single day was Mar 16, 2020 at -13.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20266.91%3.39%-3.35%4.40%11.54%
20252.93%-5.27%-5.85%-5.32%6.05%4.73%1.36%8.29%-1.05%-1.67%3.97%1.11%8.37%
2024-2.80%2.59%5.29%-5.85%5.42%-2.42%10.19%-2.36%0.03%-1.48%10.35%-7.90%9.58%
20238.63%-0.94%-7.13%-1.84%-3.54%10.38%6.83%-3.06%-4.24%-4.85%8.45%11.36%19.02%
2022-2.90%2.04%0.85%-5.74%3.91%-10.80%9.93%-2.17%-9.43%14.66%5.12%-5.90%-3.57%
20215.61%12.16%6.81%2.28%4.61%-2.79%-2.08%2.20%-0.83%3.83%-2.31%5.69%39.97%

Benchmark Metrics

DFA U.S. Small Cap Value Portfolio I has an annualized alpha of 3.50%, beta of 0.97, and R² of 0.67 versus S&P 500 Index. Calculated based on daily prices since March 01, 1993.

  • This fund captured 116.39% of S&P 500 Index gains and 103.89% of its losses — amplifying both gains and losses, but participating more in upside than downside.
  • This fund generated an annualized alpha of 3.50% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
  • With beta of 0.97 and R² of 0.67, this fund moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alpha
3.50%
Beta
0.97
0.67
Upside Capture
116.39%
Downside Capture
103.89%

Expense Ratio

DFSVX has an expense ratio of 0.30%, placing it in the medium range.


Return for Risk

Risk / Return Rank

DFSVX ranks 66 for risk / return — better than 66% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


DFSVX Risk / Return Rank: 6666
Overall Rank
DFSVX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
DFSVX Sortino Ratio Rank: 5656
Sortino Ratio Rank
DFSVX Omega Ratio Rank: 4848
Omega Ratio Rank
DFSVX Calmar Ratio Rank: 9292
Calmar Ratio Rank
DFSVX Martin Ratio Rank: 8181
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for DFA U.S. Small Cap Value Portfolio I (DFSVX) and compare them to a chosen benchmark (S&P 500 Index).


DFSVXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.49

2.20

+0.29

Sortino ratio

Return per unit of downside risk

3.56

3.07

+0.49

Omega ratio

Gain probability vs. loss probability

1.44

1.41

+0.02

Calmar ratio

Return relative to maximum drawdown

5.47

3.55

+1.92

Martin ratio

Return relative to average drawdown

17.02

16.01

+1.01

Explore DFSVX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

DFA U.S. Small Cap Value Portfolio I provided a 1.56% dividend yield over the last twelve months, with an annual payout of $0.90 per share.


2.00%4.00%6.00%8.00%10.00%$0.00$1.00$2.00$3.00$4.00$5.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.90$0.87$0.71$1.65$2.66$4.52$0.68$0.97$2.26$1.97$1.56$1.61

Dividend yield

1.56%1.69%1.47%3.67%6.77%10.40%1.96%2.83%7.54%5.18%4.18%5.29%

Monthly Dividends

The table displays the monthly dividend distributions for DFA U.S. Small Cap Value Portfolio I. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.20$0.00$0.20
2025$0.00$0.00$0.18$0.00$0.00$0.23$0.00$0.00$0.24$0.00$0.00$0.23$0.87
2024$0.00$0.00$0.16$0.00$0.00$0.19$0.00$0.00$0.19$0.00$0.00$0.19$0.71
2023$0.00$0.00$0.15$0.00$0.00$0.18$0.00$0.00$0.17$0.00$0.00$1.14$1.65
2022$0.00$0.00$0.07$0.00$0.00$0.11$0.00$0.00$0.16$0.00$0.00$2.31$2.66
2021$0.00$0.00$0.08$0.00$0.00$0.11$0.00$0.00$0.14$0.00$0.00$4.19$4.52

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.


Loading graphics...

Worst Drawdowns

The table below displays the maximum drawdowns of the DFA U.S. Small Cap Value Portfolio I. 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 DFA U.S. Small Cap Value Portfolio I was 66.70%, occurring on Mar 9, 2009. Recovery took 953 trading sessions.

The current DFA U.S. Small Cap Value Portfolio I drawdown is 1.74%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-66.7%Jun 5, 2007444Mar 9, 2009953Dec 18, 20121397
-52.12%Aug 23, 2018397Mar 23, 2020201Jan 7, 2021598
-36.9%Apr 23, 1998118Oct 8, 1998351Mar 1, 2000469
-34.22%May 6, 2002110Oct 9, 2002216Aug 19, 2003326
-27.69%Nov 26, 202490Apr 8, 2025169Dec 10, 2025259

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading graphics...

Portfolio Analyzer

Build a portfolio with DFSVX

Add DFA U.S. Small Cap Value Portfolio I to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with DFSVX