BTC-USD vs. DFSVX
BTC-USD (Bitcoin) is a cryptocurrency, while DFSVX (DFA U.S. Small Cap Value Portfolio I) is Small Cap Value Equities fund actively managed by Dimensional. Over the past 10 years, BTC-USD returned 56.48%/yr vs 11.92%/yr for DFSVX. At a 0.11 correlation, their price movements are largely independent.
Performance
BTC-USD vs. DFSVX - Performance Comparison
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Returns By Period
In the year-to-date period, BTC-USD achieves a -24.33% return, which is significantly lower than DFSVX's 19.04% return. Over the past 10 years, BTC-USD has outperformed DFSVX with an annualized return of 56.48%, while DFSVX has yielded a comparatively lower 11.92% annualized return.
BTC-USD
- 1D
- 0.77%
- 1M
- -15.23%
- YTD
- -24.33%
- 6M
- -23.38%
- 1Y
- -37.30%
- 3Y*
- 35.99%
- 5Y*
- 11.54%
- 10Y*
- 56.48%
DFSVX
- 1D
- 1.07%
- 1M
- 6.91%
- YTD
- 19.04%
- 6M
- 16.51%
- 1Y
- 37.92%
- 3Y*
- 17.58%
- 5Y*
- 10.73%
- 10Y*
- 11.92%
BTC-USD vs. DFSVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BTC-USD Bitcoin | -24.33% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
DFSVX DFA U.S. Small Cap Value Portfolio I | 19.04% | 8.37% | 9.58% | 19.02% | -3.57% | 39.97% | 2.24% | 18.15% | -15.13% | 6.82% |
Correlation
The correlation between BTC-USD and DFSVX is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2012 | 0.11 |
Over the past year, BTC-USD and DFSVX have become more correlated (0.31) than their long-term average of 0.11, meaning their price movements have been converging.
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Return for Risk
BTC-USD vs. DFSVX — Risk / Return Rank
BTC-USD
DFSVX
BTC-USD vs. DFSVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-USD) 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.
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.
| BTC-USD | DFSVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.92 | ||
| Sortino ratioReturn per unit of downside risk | -4.15 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 1.36 | -0.48 |
| Calmar ratioReturn relative to maximum drawdown | -0.73 | 3.76 | -4.49 |
| Martin ratioReturn relative to average drawdown | -1.26 | 12.06 | -13.32 |
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Drawdowns
BTC-USD vs. DFSVX - Drawdown Comparison
The maximum BTC-USD drawdown since its inception was -85.30%, which is greater than DFSVX's maximum drawdown of -66.70%. Use the drawdown chart below to compare losses from any high point for BTC-USD and DFSVX.
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Drawdown Indicators
| BTC-USD | DFSVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.30% | -66.70% | -18.60% |
Max Drawdown (1Y)Largest decline over 1 year | -51.21% | -9.59% | -41.62% |
Max Drawdown (3Y)Largest decline over 3 years | -51.21% | -27.69% | -23.52% |
Max Drawdown (5Y)Largest decline over 5 years | -76.67% | -27.69% | -48.98% |
Max Drawdown (10Y)Largest decline over 10 years | -83.80% | -52.12% | -31.68% |
Current DrawdownCurrent decline from peak | -46.91% | 0.00% | -46.91% |
Average DrawdownAverage peak-to-trough decline | -42.38% | -9.46% | -32.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 34.75% | 2.98% | +31.77% |
Volatility
BTC-USD vs. DFSVX - Volatility Comparison
Bitcoin (BTC-USD) has a higher volatility of 12.14% compared to DFA U.S. Small Cap Value Portfolio I (DFSVX) at 4.30%. This indicates that BTC-USD's price experiences larger fluctuations and is considered to be riskier 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
| BTC-USD | DFSVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.14% | 4.30% | +7.84% |
Volatility (6M)Calculated over the trailing 6-month period | 34.59% | 11.28% | +23.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.62% | 17.55% | +18.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.55% | 21.50% | +23.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.55% | 23.89% | +32.66% |
Frequently Asked Questions
BTC-USD and DFSVX have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BTC-USD has higher volatility (12.14%) compared to DFSVX (4.30%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs DFSVX's -66.70%.
DFSVX currently has the higher Sharpe Ratio (2.05 vs -0.87), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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