DAADX vs. DFSVX

Last updated Apr 2, 2026

Compare and contrast key facts about DFA Emerging Markets ex China Core Equity Portfolio (DAADX) and DFA U.S. Small Cap Value Portfolio I (DFSVX).

DAADX is managed by Dimensional. It was launched on Nov 14, 2021. DFSVX is managed by Dimensional. It was launched on Mar 2, 1993.

Performance

DAADX vs. DFSVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA Emerging Markets ex China Core Equity Portfolio (DAADX) and DFA U.S. Small Cap Value Portfolio I (DFSVX). The values are adjusted to include any dividend payments, if applicable.

DAADX vs. DFSVX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
DAADX DFA Emerging Markets ex China Core Equity Portfolio	5.71%	27.59%	3.44%	24.58%	-15.81%	0.20%
DFSVX DFA U.S. Small Cap Value Portfolio I	6.83%	8.37%	9.58%	19.02%	-3.57%	-2.76%

Returns By Period

In the year-to-date period, DAADX achieves a 5.71% return, which is significantly lower than DFSVX's 6.83% return.

DAADX

• 1D: 2.51%
• 1M: -9.55%
• YTD: 5.71%
• 6M: 12.68%
• 1Y: 36.94%
• 3Y*: 18.36%
• 5Y*: —
• 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%

*Multi-year figures are annualized to reflect compound growth (CAGR)

DAADX vs. DFSVX - Expense Ratio Comparison

DAADX has a 0.43% expense ratio, which is higher than DFSVX's 0.30% expense ratio.

DAADX

DFA Emerging Markets ex China Core Equity Portfolio

DFSVX

DFA U.S. Small Cap Value Portfolio I

Return for Risk

DAADX vs. DFSVX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DAADX

DAADX Risk / Return Rank: 92
DAADX Sharpe Ratio Rank: 96
DAADX Sortino Ratio Rank: 94
DAADX Omega Ratio Rank: 92
DAADX Calmar Ratio Rank: 90
DAADX Martin Ratio Rank: 90

DFSVX

DFSVX Risk / Return Rank: 62
DFSVX Sharpe Ratio Rank: 61
DFSVX Sortino Ratio Rank: 64
DFSVX Omega Ratio Rank: 58
DFSVX Calmar Ratio Rank: 66
DFSVX Martin Ratio Rank: 59

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DAADX vs. DFSVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA Emerging Markets ex China Core Equity Portfolio (DAADX) 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.

	DAADX	DFSVX	Difference
Sharpe ratio Return per unit of total volatility	2.40	1.13	+1.27
Sortino ratio Return per unit of downside risk	2.99	1.67	+1.32
Omega ratio Gain probability vs. loss probability	1.45	1.23	+0.22
Calmar ratio Return relative to maximum drawdown	2.65	1.56	+1.10
Martin ratio Return relative to average drawdown	10.55	5.75	+4.79
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DAADX vs. DFSVX - Sharpe Ratio Comparison

The current DAADX Sharpe Ratio is 2.40, which is higher than the DFSVX Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of DAADX and DFSVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	DAADX	DFSVX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.40	1.13	+1.27
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.45	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.45	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.66	0.51	+0.15

Correlation

The correlation between DAADX and DFSVX is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

DAADX vs. DFSVX - Dividend Comparison

DAADX's dividend yield for the trailing twelve months is around 2.37%, more than DFSVX's 1.63% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DAADX DFA Emerging Markets ex China Core Equity Portfolio	2.37%	2.28%	2.64%	2.82%	3.02%	0.30%	0.00%	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

DAADX vs. DFSVX - Drawdown Comparison

The maximum DAADX drawdown since its inception was -24.98%, smaller than the maximum DFSVX drawdown of -66.70%. Use the drawdown chart below to compare losses from any high point for DAADX and DFSVX.

Drawdown Indicators

	DAADX	DFSVX	Difference
Max Drawdown Largest peak-to-trough decline	-24.98%	-66.70%	+41.72%
Max Drawdown (1Y) Largest decline over 1 year	-13.14%	-15.11%	+1.97%
Max Drawdown (5Y) Largest decline over 5 years	—	-27.69%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-52.12%	—
Current Drawdown Current decline from peak	-10.96%	-5.89%	-5.07%
Average Drawdown Average peak-to-trough decline	-6.94%	-9.51%	+2.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.31%	4.09%	-0.78%

Volatility

DAADX vs. DFSVX - Volatility Comparison

DFA Emerging Markets ex China Core Equity Portfolio (DAADX) has a higher volatility of 9.19% compared to DFA U.S. Small Cap Value Portfolio I (DFSVX) at 5.46%. This indicates that DAADX'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.

Volatility by Period

	DAADX	DFSVX	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.19%	5.46%	+3.73%
Volatility (6M) Calculated over the trailing 6-month period	12.44%	12.88%	-0.44%
Volatility (1Y) Calculated over the trailing 1-year period	16.07%	23.35%	-7.28%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.92%	21.68%	-7.76%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.92%	23.92%	-10.00%