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. It was launched on Mar 2, 1993.
Performance
DASCX vs. DFSVX - Performance Comparison
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DASCX vs. DFSVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DASCX Dean Small Cap Value Fund | 2.13% | 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 | 4.70% | 8.37% | 9.58% | 19.02% | -3.57% | 39.97% | 2.24% | 18.15% | -15.13% | 6.82% |
Returns By Period
In the year-to-date period, DASCX achieves a 2.13% return, which is significantly lower than DFSVX's 4.70% return. Over the past 10 years, DASCX has underperformed DFSVX with an annualized return of 7.30%, while DFSVX has yielded a comparatively higher 10.61% annualized return.
DASCX
- 1D
- -0.86%
- 1M
- -8.10%
- YTD
- 2.13%
- 6M
- 5.38%
- 1Y
- 15.67%
- 3Y*
- 3.97%
- 5Y*
- 4.95%
- 10Y*
- 7.30%
DFSVX
- 1D
- -0.56%
- 1M
- -5.28%
- YTD
- 4.70%
- 6M
- 8.23%
- 1Y
- 23.60%
- 3Y*
- 13.98%
- 5Y*
- 9.57%
- 10Y*
- 10.61%
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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.
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.
| DASCX | DFSVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.71 | 1.03 | -0.32 |
Sortino ratioReturn per unit of downside risk | 1.16 | 1.55 | -0.38 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.22 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.09 | 1.34 | -0.26 |
Martin ratioReturn relative to average drawdown | 3.22 | 4.99 | -1.77 |
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
| DASCX | DFSVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.71 | 1.03 | -0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | 0.44 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.35 | 0.45 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.51 | -0.19 |
Correlation
The correlation between DASCX and DFSVX is 0.94, 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
DASCX vs. DFSVX - Dividend Comparison
DASCX's dividend yield for the trailing twelve months is around 1.95%, more than DFSVX's 1.66% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DASCX Dean Small Cap Value Fund | 1.95% | 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 | 1.66% | 1.69% | 1.47% | 3.67% | 6.77% | 10.40% | 1.96% | 2.83% | 7.54% | 5.18% | 4.18% | 5.29% |
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 | -13.14% | -15.11% | +1.97% |
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 | -11.54% | -7.77% | -3.77% |
Average DrawdownAverage peak-to-trough decline | -7.46% | -9.51% | +2.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.43% | 4.14% | +0.29% |
Volatility
DASCX vs. DFSVX - Volatility Comparison
Dean Small Cap Value Fund (DASCX) has a higher volatility of 6.33% compared to DFA U.S. Small Cap Value Portfolio I (DFSVX) at 5.00%. This indicates that DASCX'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
| DASCX | DFSVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.33% | 5.00% | +1.33% |
Volatility (6M)Calculated over the trailing 6-month period | 12.72% | 12.75% | -0.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.81% | 23.31% | -0.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.28% | 21.67% | -4.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.83% | 23.92% | -3.09% |