DASCX vs. DFSVX
Compare and contrast key facts about Dean Small Cap Value Fund (DASCX) and DFA U.S. Small Cap Value Portfolio I (DFSVX).
DASCX is managed by Dean Fund. It was launched on May 28, 1997. DFSVX is managed by Dimensional Fund Advisors LP. It was launched on Mar 2, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DASCX or DFSVX.
Key characteristics
| DASCX | DFSVX | |
|---|---|---|
| YTD Return | -1.23% | 4.76% |
| 1Y Return | 4.49% | 31.07% |
| 3Y Return (Ann) | 2.26% | 7.50% |
| 5Y Return (Ann) | 7.27% | 12.73% |
| 10Y Return (Ann) | 6.81% | 8.83% |
| Sharpe Ratio | 0.32 | 1.77 |
| Daily Std Dev | 14.55% | 18.37% |
| Max Drawdown | -66.18% | -66.70% |
| Current Drawdown | -5.81% | -0.21% |
Correlation
The correlation between DASCX and DFSVX is 0.92, 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.
Performance
DASCX vs. DFSVX - Performance Comparison
In the year-to-date period, DASCX achieves a -1.23% return, which is significantly lower than DFSVX's 4.76% return. Over the past 10 years, DASCX has underperformed DFSVX with an annualized return of 6.81%, while DFSVX has yielded a comparatively higher 8.83% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DASCX vs. DFSVX - Expense Ratio Comparison
DASCX has a 1.13% expense ratio, which is higher than DFSVX's 0.30% expense ratio.
Risk-Adjusted Performance
DASCX vs. DFSVX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dean Small Cap Value Fund (DASCX) 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.
Dividends
DASCX vs. DFSVX - Dividend Comparison
DASCX's dividend yield for the trailing twelve months is around 1.77%, less than DFSVX's 3.51% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DASCX Dean Small Cap Value Fund | 1.77% | 1.75% | 1.28% | 0.98% | 1.61% | 4.03% | 3.22% | 18.27% | 3.96% | 6.68% | 8.54% | 3.40% |
DFSVX DFA U.S. Small Cap Value Portfolio I | 3.51% | 3.67% | 6.77% | 10.40% | 1.96% | 2.83% | 7.54% | 5.62% | 4.53% | 5.83% | 4.53% | 5.09% |
Drawdowns
DASCX vs. DFSVX - Drawdown Comparison
The maximum DASCX drawdown since its inception was -66.18%, roughly equal to the maximum DFSVX drawdown of -66.70%. Use the drawdown chart below to compare losses from any high point for DASCX and DFSVX. For additional features, visit the drawdowns tool.
Volatility
DASCX vs. DFSVX - Volatility Comparison
The current volatility for Dean Small Cap Value Fund (DASCX) is 2.94%, while DFA U.S. Small Cap Value Portfolio I (DFSVX) has a volatility of 4.16%. This indicates that DASCX 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.