DFSVX's Sortino Ratio of 2.98 indicates that for each unit of downside volatility, it generates 2.98 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 3, 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.
DFSVX Sortino Ratio Rank
DFSVX ranks above 49.4% of all investments in our database based on Sortino Ratio over the past 12 months, indicating moderate downside protection relative to peers. 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
- Returns are proportional to downside risk—neither strong nor weak
- Evaluate whether downside volatility aligns with your risk tolerance
- Review higher-ranked alternatives in the same category
- Monitor rank direction to identify improving or deteriorating trends
DFSVX Sortino Ratio Market Positioning
The chart shows DFSVX'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%): 2.07 or lower
- Yellow zone (middle 50%): 2.07 to 3.61
- Green zone (top 25%): 3.61 or higher
- Top 1%: 9.18+
- Median: 2.99 — half of all investments score higher
How it compares to other similar mutual funds
The table compares DFA U.S. Small Cap Value Portfolio I's Sortino Ratio with other mutual funds in the Small Cap Value Equities category across multiple time periods, showing how DFSVX'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 Jun 3, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| AVALX | Aegis Value Fund | 4.47 | |||
| MMEYX | Victory Integrity Discovery Fund | 3.89 | |||
| WSCVX | Walthausen Small Cap Value Fund | 3.77 | |||
| VSCAX | Invesco Small Cap Value Fund | 3.68 | |||
| TSLTX | Transamerica Small Cap Value | 3.68 | |||
| FESCX | First Eagle Small Cap Opportunity Fund | 3.64 | |||
| RYSEX | Royce Special Equity Fund | 3.59 | |||
| BSCMX | Brandes Small Cap Value Fund | 3.58 | |||
| TASCX | Third Avenue Small Cap Value Fund | 3.58 | |||
| BRSIX | Bridgeway Ultra Small Company Market Fund | 3.57 | |||
| DFSVX | DFA U.S. Small Cap Value Portfolio I | 2.98 |
Historical Sortino Ratio
The chart shows DFSVX'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 DFSVX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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IHow does DFSVX fit in your portfolio?
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