- ISIN
- US2332038197
- CUSIP
- 233203819
- Issuer
- Dimensional
- Inception Date
- Mar 2, 1993
- Region
- North America (U.S.)
- Category
- Small Cap Value Equities
- Min. Investment
- $0
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Small-Cap
- Asset Class Style
- Value
- Assets Under Management
- $19B
Share Price Chart
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Performance
DFSVX Performance Chart
DFA U.S. Small Cap Value Portfolio I (DFSVX) is up 21.4% since the beginning of the year. DFSVX is currently trading at $62 per share. Investors who bought $1,000 worth of DFSVX shares 5 years ago would now be looking at an investment worth $1,798.
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Returns By Period
DFA U.S. Small Cap Value Portfolio I (DFSVX) has returned 21.39% so far this year and 37.02% over the past 12 months. Over the last ten years, DFSVX has returned 11.67% per year, falling short of the S&P 500 Index benchmark, which averaged 13.26% annually.
DFA U.S. Small Cap Value Portfolio I
- 1D
- -0.08%
- 1M
- 2.66%
- 6M
- 13.54%
- YTD
- 21.39%
- 1Y
- 37.02%
- 3Y*
- 15.42%
- 5Y*
- 12.45%
- 10Y*
- 11.67%
- ALL TIME*
- 11.51%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
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 +1.08%. 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%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 6.91% | 3.39% | -3.35% | 7.60% | 0.22% | 2.96% | 2.34% | 21.39% | |||||
| 2025 | 2.93% | -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% |
| 2023 | 8.63% | -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% |
| 2021 | 5.61% | 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 3.52%, beta of 0.97, and R2 of 0.67 versus S&P 500 Index. Calculated based on daily prices since February 26, 1993.
- This fund captured 115.19% of S&P 500 Index gains and 102.86% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- This fund generated an annualized alpha of 3.52% 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
- 3.52%
- Beta
- 0.97
- R²
- 0.67
- Upside Capture
- 115.19%
- Downside Capture
- 102.86%
Expense Ratio
DFSVX has an expense ratio of 0.30%, placing it in the medium range.
Return for Risk
Risk / Return Rank
DFSVX ranks 83 for risk / return — above 83% of mutual funds peers on PortfoliosLab. Its historical combined result is among the stronger results in the peer group.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for DFA U.S. Small Cap Value Portfolio I (DFSVX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DFSVX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.56 | ||
| Sortino ratioReturn per unit of downside risk | +0.94 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.25 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.46 | 2.00 | +1.46 |
| Martin ratioReturn relative to average drawdown | 11.56 | 8.49 | +3.07 |
Dividends
Dividend History
DFA U.S. Small Cap Value Portfolio I provided a 1.50% dividend yield over the last twelve months, with an annual payout of $0.93 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.93 | $0.87 | $0.71 | $1.65 | $2.66 | $4.52 | $0.68 | $0.97 | $2.26 | $1.97 | $1.56 | $1.61 |
Dividend yield | 1.50% | 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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.27 | $0.00 | $0.46 | |||||
| 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.
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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 0.77%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-66.70%Mar 2009 | 1y 9mo | 3y 9mo | 5y 6moJun 2007 - Dec 2012 | Financial crisis2007–2009 |
-52.12%Mar 2020 | 1y 6mo | 9mo 20d | 2y 4moAug 2018 - Jan 2021 | COVID crash2020 |
-36.90%Oct 1998 | 5mo 18d | 1y 4mo | 1y 10moApr 1998 - Mar 2000 | — |
-34.22%Oct 2002 | 5mo 6d | 10mo 14d | 1y 3moMay 2002 - Aug 2003 | Dot-com crash2000–2002 |
-27.69%Apr 2025 | 4mo 13d | 8mo 6d | 1y 14dNov 2024 - Dec 2025 | 2025 selloff2025 |
Drawdown Indicators
| DFSVX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.70% | -56.78% | -9.92% |
Max Drawdown (1Y)Largest decline over 1 year | -9.59% | -9.10% | -0.49% |
Max Drawdown (3Y)Largest decline over 3 years | -27.69% | -18.90% | -8.79% |
Max Drawdown (5Y)Largest decline over 5 years | -27.69% | -25.43% | -2.26% |
Max Drawdown (10Y)Largest decline over 10 years | -52.12% | -33.92% | -18.20% |
Current DrawdownCurrent decline from peak | -0.77% | -1.58% | +0.81% |
Average DrawdownAverage peak-to-trough decline | -9.43% | -10.70% | +1.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 2.14% | +0.76% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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