ARSMX vs. DFSVX
Compare and contrast key facts about AMG River Road Small-Mid Cap Value Fund (ARSMX) and DFA U.S. Small Cap Value Portfolio I (DFSVX).
ARSMX is managed by AMG. It was launched on Mar 29, 2007. DFSVX is managed by Dimensional. It was launched on Mar 2, 1993.
Performance
ARSMX vs. DFSVX - Performance Comparison
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ARSMX vs. DFSVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ARSMX AMG River Road Small-Mid Cap Value Fund | -1.68% | -0.83% | 12.42% | 14.48% | -8.62% | 23.41% | 1.71% | 34.82% | -6.44% | 15.26% |
DFSVX DFA U.S. Small Cap Value Portfolio I | 6.83% | 8.37% | 9.58% | 19.02% | -3.57% | 39.97% | 2.24% | 18.15% | -15.13% | 6.82% |
Returns By Period
In the year-to-date period, ARSMX achieves a -1.68% return, which is significantly lower than DFSVX's 6.83% return. Over the past 10 years, ARSMX has underperformed DFSVX with an annualized return of 9.48%, while DFSVX has yielded a comparatively higher 10.84% annualized return.
ARSMX
- 1D
- 1.41%
- 1M
- -4.29%
- YTD
- -1.68%
- 6M
- -4.87%
- 1Y
- 0.11%
- 3Y*
- 7.27%
- 5Y*
- 4.09%
- 10Y*
- 9.48%
DFSVX
- 1D
- 2.04%
- 1M
- -3.75%
- YTD
- 6.83%
- 6M
- 9.84%
- 1Y
- 25.75%
- 3Y*
- 14.75%
- 5Y*
- 9.70%
- 10Y*
- 10.84%
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ARSMX vs. DFSVX - Expense Ratio Comparison
ARSMX has a 1.27% expense ratio, which is higher than DFSVX's 0.30% expense ratio.
Return for Risk
ARSMX vs. DFSVX — Risk / Return Rank
ARSMX
DFSVX
ARSMX vs. DFSVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AMG River Road Small-Mid Cap Value Fund (ARSMX) and DFA U.S. Small Cap Value Portfolio I (DFSVX). 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.
| ARSMX | DFSVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.04 | 1.13 | -1.09 |
Sortino ratioReturn per unit of downside risk | 0.18 | 1.67 | -1.49 |
Omega ratioGain probability vs. loss probability | 1.02 | 1.23 | -0.21 |
Calmar ratioReturn relative to maximum drawdown | -0.07 | 1.56 | -1.63 |
Martin ratioReturn relative to average drawdown | -0.21 | 5.75 | -5.96 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ARSMX | DFSVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.04 | 1.13 | -1.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | 0.45 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.45 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.51 | -0.16 |
Correlation
The correlation between ARSMX and DFSVX is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
ARSMX vs. DFSVX - Dividend Comparison
ARSMX has not paid dividends to shareholders, while DFSVX's dividend yield for the trailing twelve months is around 1.63%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARSMX AMG River Road Small-Mid Cap Value Fund | 0.00% | 0.00% | 9.27% | 3.89% | 4.85% | 5.86% | 0.00% | 3.60% | 8.60% | 15.66% | 8.03% | 17.82% |
DFSVX DFA U.S. Small Cap Value Portfolio I | 1.63% | 1.69% | 1.47% | 3.67% | 6.77% | 10.40% | 1.96% | 2.83% | 7.54% | 5.18% | 4.18% | 5.29% |
Drawdowns
ARSMX vs. DFSVX - Drawdown Comparison
The maximum ARSMX drawdown since its inception was -51.75%, smaller than the maximum DFSVX drawdown of -66.70%. Use the drawdown chart below to compare losses from any high point for ARSMX and DFSVX.
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Drawdown Indicators
| ARSMX | DFSVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.75% | -66.70% | +14.95% |
Max Drawdown (1Y)Largest decline over 1 year | -12.25% | -15.11% | +2.86% |
Max Drawdown (5Y)Largest decline over 5 years | -19.34% | -27.69% | +8.35% |
Max Drawdown (10Y)Largest decline over 10 years | -42.96% | -52.12% | +9.16% |
Current DrawdownCurrent decline from peak | -9.05% | -5.89% | -3.16% |
Average DrawdownAverage peak-to-trough decline | -8.12% | -9.51% | +1.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.07% | 4.09% | -0.02% |
Volatility
ARSMX vs. DFSVX - Volatility Comparison
The current volatility for AMG River Road Small-Mid Cap Value Fund (ARSMX) is 4.00%, while DFA U.S. Small Cap Value Portfolio I (DFSVX) has a volatility of 5.46%. This indicates that ARSMX experiences smaller price fluctuations and is considered to be less risky than DFSVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ARSMX | DFSVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.00% | 5.46% | -1.46% |
Volatility (6M)Calculated over the trailing 6-month period | 11.20% | 12.88% | -1.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.48% | 23.35% | -4.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.88% | 21.68% | -3.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.60% | 23.92% | -4.32% |