DCMSX vs. DFSTX
Compare and contrast key facts about DFA Commodity Strategy Portfolio (DCMSX) and DFA U.S. Small Cap Portfolio (DFSTX).
DCMSX is managed by Dimensional. It was launched on Nov 8, 2010. DFSTX is managed by Dimensional. It was launched on Mar 19, 1992.
Performance
DCMSX vs. DFSTX - Performance Comparison
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DCMSX vs. DFSTX - 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% |
DFSTX DFA U.S. Small Cap Portfolio | -0.13% | 8.07% | 11.50% | 17.66% | -13.50% | 30.50% | 11.19% | 21.78% | -13.20% | 11.19% |
Returns By Period
In the year-to-date period, DCMSX achieves a 25.97% return, which is significantly higher than DFSTX's -0.13% return. Over the past 10 years, DCMSX has underperformed DFSTX with an annualized return of 8.45%, while DFSTX has yielded a comparatively higher 9.69% 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%
DFSTX
- 1D
- -0.91%
- 1M
- -7.67%
- YTD
- -0.13%
- 6M
- 1.57%
- 1Y
- 17.08%
- 3Y*
- 11.14%
- 5Y*
- 6.19%
- 10Y*
- 9.69%
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DCMSX vs. DFSTX - Expense Ratio Comparison
DCMSX has a 0.31% expense ratio, which is higher than DFSTX's 0.27% expense ratio.
Return for Risk
DCMSX vs. DFSTX — Risk / Return Rank
DCMSX
DFSTX
DCMSX vs. DFSTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Commodity Strategy Portfolio (DCMSX) and DFA U.S. Small Cap Portfolio (DFSTX). 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 | DFSTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.10 | 0.80 | +1.30 |
Sortino ratioReturn per unit of downside risk | 2.71 | 1.27 | +1.44 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.17 | +0.22 |
Calmar ratioReturn relative to maximum drawdown | 3.77 | 1.03 | +2.73 |
Martin ratioReturn relative to average drawdown | 10.61 | 4.16 | +6.46 |
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 | DFSTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.10 | 0.80 | +1.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | 0.30 | +0.58 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.44 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.10 | 0.48 | -0.39 |
Correlation
The correlation between DCMSX and DFSTX is 0.25, 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. DFSTX - Dividend Comparison
DCMSX's dividend yield for the trailing twelve months is around 8.36%, more than DFSTX's 1.09% 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% |
DFSTX DFA U.S. Small Cap Portfolio | 1.09% | 1.08% | 1.05% | 2.45% | 5.18% | 6.39% | 1.08% | 3.30% | 5.16% | 4.56% | 3.10% | 5.90% |
Drawdowns
DCMSX vs. DFSTX - Drawdown Comparison
The maximum DCMSX drawdown since its inception was -60.94%, roughly equal to the maximum DFSTX drawdown of -60.99%. Use the drawdown chart below to compare losses from any high point for DCMSX and DFSTX.
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Drawdown Indicators
| DCMSX | DFSTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.94% | -60.99% | +0.05% |
Max Drawdown (1Y)Largest decline over 1 year | -9.24% | -13.92% | +4.68% |
Max Drawdown (5Y)Largest decline over 5 years | -27.93% | -25.91% | -2.02% |
Max Drawdown (10Y)Largest decline over 10 years | -32.52% | -44.78% | +12.26% |
Current DrawdownCurrent decline from peak | -0.21% | -9.09% | +8.88% |
Average DrawdownAverage peak-to-trough decline | -32.13% | -8.80% | -23.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.28% | 3.47% | -0.19% |
Volatility
DCMSX vs. DFSTX - Volatility Comparison
DFA Commodity Strategy Portfolio (DCMSX) has a higher volatility of 6.55% compared to DFA U.S. Small Cap Portfolio (DFSTX) at 5.43%. This indicates that DCMSX's price experiences larger fluctuations and is considered to be riskier than DFSTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DCMSX | DFSTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.55% | 5.43% | +1.12% |
Volatility (6M)Calculated over the trailing 6-month period | 13.13% | 12.19% | +0.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.48% | 21.77% | -5.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.17% | 20.61% | -4.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.44% | 22.06% | -7.62% |