DCMSX vs. DFFVX
Compare and contrast key facts about DFA Commodity Strategy Portfolio (DCMSX) and DFA U.S. Targeted Value Portfolio (DFFVX).
DCMSX is managed by Dimensional. It was launched on Nov 8, 2010. DFFVX is managed by Dimensional. It was launched on Feb 23, 2000.
Performance
DCMSX vs. DFFVX - Performance Comparison
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DCMSX vs. DFFVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DCMSX DFA Commodity Strategy Portfolio | 25.97% | 15.15% | 5.90% | -9.14% | 11.36% | 33.54% | -1.78% | 7.96% | -11.22% | 2.73% |
DFFVX DFA U.S. Targeted Value Portfolio | 3.27% | 9.53% | 9.34% | 19.37% | -4.66% | 31.53% | 3.78% | 21.51% | -15.79% | 9.20% |
Returns By Period
In the year-to-date period, DCMSX achieves a 25.97% return, which is significantly higher than DFFVX's 3.27% return. Over the past 10 years, DCMSX has underperformed DFFVX with an annualized return of 8.45%, while DFFVX has yielded a comparatively higher 10.23% annualized return.
DCMSX
- 1D
- 0.47%
- 1M
- 9.69%
- YTD
- 25.97%
- 6M
- 32.29%
- 1Y
- 33.46%
- 3Y*
- 13.72%
- 5Y*
- 14.21%
- 10Y*
- 8.45%
DFFVX
- 1D
- -0.57%
- 1M
- -5.78%
- YTD
- 3.27%
- 6M
- 6.24%
- 1Y
- 21.73%
- 3Y*
- 13.51%
- 5Y*
- 8.15%
- 10Y*
- 10.23%
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DCMSX vs. DFFVX - Expense Ratio Comparison
DCMSX has a 0.31% expense ratio, which is higher than DFFVX's 0.29% expense ratio.
Return for Risk
DCMSX vs. DFFVX — Risk / Return Rank
DCMSX
DFFVX
DCMSX vs. DFFVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Commodity Strategy Portfolio (DCMSX) and DFA U.S. Targeted Value Portfolio (DFFVX). 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.
| DCMSX | DFFVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.10 | 0.97 | +1.13 |
Sortino ratioReturn per unit of downside risk | 2.71 | 1.49 | +1.22 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.21 | +0.18 |
Calmar ratioReturn relative to maximum drawdown | 3.77 | 1.31 | +2.45 |
Martin ratioReturn relative to average drawdown | 10.61 | 4.88 | +5.73 |
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
| DCMSX | DFFVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.10 | 0.97 | +1.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | 0.38 | +0.51 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.43 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.10 | 0.45 | -0.36 |
Correlation
The correlation between DCMSX and DFFVX is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
DCMSX vs. DFFVX - Dividend Comparison
DCMSX's dividend yield for the trailing twelve months is around 8.36%, more than DFFVX's 1.66% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DCMSX DFA Commodity Strategy Portfolio | 8.36% | 10.75% | 2.83% | 2.52% | 7.46% | 49.44% | 0.37% | 1.51% | 1.63% | 3.09% | 0.47% | 0.15% |
DFFVX DFA U.S. Targeted Value Portfolio | 1.66% | 1.69% | 1.40% | 2.26% | 5.17% | 2.74% | 1.52% | 3.82% | 5.95% | 5.16% | 3.95% | 5.84% |
Drawdowns
DCMSX vs. DFFVX - Drawdown Comparison
The maximum DCMSX drawdown since its inception was -60.94%, smaller than the maximum DFFVX drawdown of -64.21%. Use the drawdown chart below to compare losses from any high point for DCMSX and DFFVX.
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Drawdown Indicators
| DCMSX | DFFVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.94% | -64.21% | +3.27% |
Max Drawdown (1Y)Largest decline over 1 year | -9.24% | -14.71% | +5.47% |
Max Drawdown (5Y)Largest decline over 5 years | -27.93% | -26.09% | -1.84% |
Max Drawdown (10Y)Largest decline over 10 years | -32.52% | -50.75% | +18.23% |
Current DrawdownCurrent decline from peak | -0.21% | -8.07% | +7.86% |
Average DrawdownAverage peak-to-trough decline | -32.13% | -9.76% | -22.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.28% | 3.96% | -0.68% |
Volatility
DCMSX vs. DFFVX - Volatility Comparison
DFA Commodity Strategy Portfolio (DCMSX) has a higher volatility of 6.55% compared to DFA U.S. Targeted Value Portfolio (DFFVX) at 4.90%. This indicates that DCMSX's price experiences larger fluctuations and is considered to be riskier than DFFVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DCMSX | DFFVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.55% | 4.90% | +1.65% |
Volatility (6M)Calculated over the trailing 6-month period | 13.13% | 12.20% | +0.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.48% | 22.60% | -6.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.17% | 21.69% | -5.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.44% | 23.67% | -9.23% |