DASCX vs. DFSVX
DASCX (Dean Small Cap Value Fund) and DFSVX (DFA U.S. Small Cap Value Portfolio I) are both Small Cap Value Equities funds. Over the past 10 years, DASCX returned 8.54%/yr vs 11.91%/yr for DFSVX. Their correlation of 0.94 suggests significant overlap in exposure. DASCX charges 1.13%/yr vs 0.30%/yr for DFSVX.
Performance
DASCX vs. DFSVX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with DASCX having a 17.53% return and DFSVX slightly lower at 16.82%. Over the past 10 years, DASCX has underperformed DFSVX with an annualized return of 8.54%, while DFSVX has yielded a comparatively higher 11.91% annualized return.
DASCX
- 1D
- 0.98%
- 1M
- 2.87%
- YTD
- 17.53%
- 6M
- 15.02%
- 1Y
- 32.81%
- 3Y*
- 9.48%
- 5Y*
- 7.59%
- 10Y*
- 8.54%
DFSVX
- 1D
- 0.22%
- 1M
- 2.14%
- YTD
- 16.82%
- 6M
- 15.24%
- 1Y
- 33.31%
- 3Y*
- 18.13%
- 5Y*
- 11.12%
- 10Y*
- 11.91%
DASCX vs. DFSVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DASCX Dean Small Cap Value Fund | 17.53% | 5.00% | 3.71% | 2.76% | 1.76% | 31.48% | -1.73% | 20.98% | -13.07% | 3.72% |
DFSVX DFA U.S. Small Cap Value Portfolio I | 16.82% | 8.37% | 9.58% | 19.02% | -3.57% | 39.97% | 2.24% | 18.15% | -15.13% | 6.82% |
Correlation
The correlation between DASCX and DFSVX is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2008 | 0.94 |
The correlation between DASCX and DFSVX has been stable across timeframes, ranging from 0.90 to 0.94 - a consistent structural relationship.
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Return for Risk
DASCX vs. DFSVX — Risk / Return Rank
DASCX
DFSVX
DASCX vs. DFSVX - Risk-Adjusted Trends 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.
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.
| DASCX | DFSVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.22 | ||
| Sortino ratioReturn per unit of downside risk | -0.30 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.35 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.49 | 3.65 | -1.16 |
| Martin ratioReturn relative to average drawdown | 8.26 | 11.64 | -3.39 |
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Drawdowns
DASCX vs. DFSVX - Drawdown Comparison
The maximum DASCX drawdown since its inception was -58.74%, smaller than the maximum DFSVX drawdown of -66.70%. Use the drawdown chart below to compare losses from any high point for DASCX and DFSVX.
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Drawdown Indicators
| DASCX | DFSVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.74% | -66.70% | +7.96% |
Max Drawdown (1Y)Largest decline over 1 year | -13.11% | -9.59% | -3.52% |
Max Drawdown (3Y)Largest decline over 3 years | -24.79% | -27.69% | +2.90% |
Max Drawdown (5Y)Largest decline over 5 years | -24.79% | -27.69% | +2.90% |
Max Drawdown (10Y)Largest decline over 10 years | -46.28% | -52.12% | +5.84% |
Current DrawdownCurrent decline from peak | -1.65% | -1.86% | +0.21% |
Average DrawdownAverage peak-to-trough decline | -7.40% | -9.46% | +2.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.95% | 2.99% | +0.96% |
Volatility
DASCX vs. DFSVX - Volatility Comparison
Dean Small Cap Value Fund (DASCX) and DFA U.S. Small Cap Value Portfolio I (DFSVX) have volatilities of 4.22% and 4.09%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DASCX | DFSVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.22% | 4.09% | +0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 12.18% | 11.40% | +0.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.45% | 17.58% | +0.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.34% | 21.41% | -4.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.85% | 23.90% | -3.05% |
DASCX vs. DFSVX - Expense Ratio Comparison
DASCX has a 1.13% expense ratio, which is higher than DFSVX's 0.30% expense ratio.
Dividends
DASCX vs. DFSVX - Dividend Comparison
DASCX's dividend yield for the trailing twelve months is around 1.70%, more than DFSVX's 1.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DASCX Dean Small Cap Value Fund | 1.70% | 1.99% | 3.82% | 1.75% | 1.28% | 0.98% | 1.61% | 4.03% | 3.22% | 18.27% | 3.96% | 6.68% |
DFSVX DFA U.S. Small Cap Value Portfolio I | 1.49% | 1.69% | 1.47% | 3.67% | 6.77% | 10.40% | 1.96% | 2.83% | 7.54% | 5.18% | 4.18% | 5.29% |
Frequently Asked Questions
With a correlation of 0.92, DASCX and DFSVX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
DASCX has higher volatility (4.22%) compared to DFSVX (4.09%). In terms of maximum drawdown, DASCX dropped -58.74% vs DFSVX's -66.70%.
DFSVX currently has the higher Sharpe Ratio (1.99 vs 1.77), 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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