DAABX vs. DFSVX
Compare and contrast key facts about DFA U.S. Sustainability Targeted Value Portfolio (DAABX) and DFA U.S. Small Cap Value Portfolio I (DFSVX).
DAABX is managed by Dimensional. It was launched on Oct 5, 2020. DFSVX is managed by Dimensional. It was launched on Mar 2, 1993.
Performance
DAABX vs. DFSVX - Performance Comparison
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DAABX vs. DFSVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
DAABX DFA U.S. Sustainability Targeted Value Portfolio | 1.59% | 9.62% | 9.07% | 18.81% | -8.37% | 31.44% | 44.33% |
DFSVX DFA U.S. Small Cap Value Portfolio I | 6.83% | 8.37% | 9.58% | 19.02% | -3.57% | 39.97% | 39.97% |
Returns By Period
In the year-to-date period, DAABX achieves a 1.59% return, which is significantly lower than DFSVX's 6.83% return.
DAABX
- 1D
- 2.51%
- 1M
- -5.98%
- YTD
- 1.59%
- 6M
- 4.42%
- 1Y
- 20.09%
- 3Y*
- 12.49%
- 5Y*
- 7.24%
- 10Y*
- —
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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DAABX vs. DFSVX - Expense Ratio Comparison
DAABX has a 0.36% expense ratio, which is higher than DFSVX's 0.30% expense ratio.
Return for Risk
DAABX vs. DFSVX — Risk / Return Rank
DAABX
DFSVX
DAABX vs. DFSVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Sustainability Targeted Value Portfolio (DAABX) 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.
| DAABX | DFSVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.90 | 1.13 | -0.23 |
Sortino ratioReturn per unit of downside risk | 1.41 | 1.67 | -0.26 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.23 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.21 | 1.56 | -0.34 |
Martin ratioReturn relative to average drawdown | 4.12 | 5.75 | -1.63 |
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
| DAABX | DFSVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.90 | 1.13 | -0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.45 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.45 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.78 | 0.51 | +0.27 |
Correlation
The correlation between DAABX and DFSVX is 0.98, 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
DAABX vs. DFSVX - Dividend Comparison
DAABX's dividend yield for the trailing twelve months is around 1.41%, less than DFSVX's 1.63% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DAABX DFA U.S. Sustainability Targeted Value Portfolio | 1.41% | 1.06% | 1.11% | 1.82% | 3.69% | 5.30% | 1.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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
DAABX vs. DFSVX - Drawdown Comparison
The maximum DAABX drawdown since its inception was -26.11%, smaller than the maximum DFSVX drawdown of -66.70%. Use the drawdown chart below to compare losses from any high point for DAABX and DFSVX.
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Drawdown Indicators
| DAABX | DFSVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.11% | -66.70% | +40.59% |
Max Drawdown (1Y)Largest decline over 1 year | -14.44% | -15.11% | +0.67% |
Max Drawdown (5Y)Largest decline over 5 years | -26.11% | -27.69% | +1.58% |
Max Drawdown (10Y)Largest decline over 10 years | — | -52.12% | — |
Current DrawdownCurrent decline from peak | -8.94% | -5.89% | -3.05% |
Average DrawdownAverage peak-to-trough decline | -6.08% | -9.51% | +3.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.25% | 4.09% | +0.16% |
Volatility
DAABX vs. DFSVX - Volatility Comparison
DFA U.S. Sustainability Targeted Value Portfolio (DAABX) has a higher volatility of 6.01% compared to DFA U.S. Small Cap Value Portfolio I (DFSVX) at 5.46%. This indicates that DAABX'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
| DAABX | DFSVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.01% | 5.46% | +0.55% |
Volatility (6M)Calculated over the trailing 6-month period | 12.69% | 12.88% | -0.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.80% | 23.35% | -0.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.53% | 21.68% | -0.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.24% | 23.92% | -1.68% |