DCMSX vs. DFSVX
Compare and contrast key facts about DFA Commodity Strategy Portfolio (DCMSX) and DFA U.S. Small Cap Value Portfolio I (DFSVX).
DCMSX is managed by Dimensional. It was launched on Nov 8, 2010. DFSVX is managed by Dimensional. It was launched on Mar 2, 1993.
Performance
DCMSX vs. DFSVX - Performance Comparison
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DCMSX vs. DFSVX - 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% |
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, DCMSX achieves a 25.97% return, which is significantly higher than DFSVX's 4.70% return. Over the past 10 years, DCMSX has underperformed DFSVX with an annualized return of 8.45%, while DFSVX has yielded a comparatively higher 10.61% 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%
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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DCMSX vs. DFSVX - Expense Ratio Comparison
DCMSX has a 0.31% expense ratio, which is higher than DFSVX's 0.30% expense ratio.
Return for Risk
DCMSX vs. DFSVX — Risk / Return Rank
DCMSX
DFSVX
DCMSX vs. DFSVX - 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 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.
| DCMSX | DFSVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.10 | 1.03 | +1.07 |
Sortino ratioReturn per unit of downside risk | 2.71 | 1.55 | +1.16 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.22 | +0.17 |
Calmar ratioReturn relative to maximum drawdown | 3.77 | 1.34 | +2.43 |
Martin ratioReturn relative to average drawdown | 10.61 | 4.99 | +5.62 |
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 | DFSVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.10 | 1.03 | +1.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | 0.44 | +0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.45 | +0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.10 | 0.51 | -0.42 |
Correlation
The correlation between DCMSX and DFSVX 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. DFSVX - Dividend Comparison
DCMSX's dividend yield for the trailing twelve months is around 8.36%, more than DFSVX'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% |
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
DCMSX vs. DFSVX - Drawdown Comparison
The maximum DCMSX drawdown since its inception was -60.94%, smaller than the maximum DFSVX drawdown of -66.70%. Use the drawdown chart below to compare losses from any high point for DCMSX and DFSVX.
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Drawdown Indicators
| DCMSX | DFSVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.94% | -66.70% | +5.76% |
Max Drawdown (1Y)Largest decline over 1 year | -9.24% | -15.11% | +5.87% |
Max Drawdown (5Y)Largest decline over 5 years | -27.93% | -27.69% | -0.24% |
Max Drawdown (10Y)Largest decline over 10 years | -32.52% | -52.12% | +19.60% |
Current DrawdownCurrent decline from peak | -0.21% | -7.77% | +7.56% |
Average DrawdownAverage peak-to-trough decline | -32.13% | -9.51% | -22.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.28% | 4.14% | -0.86% |
Volatility
DCMSX vs. DFSVX - Volatility Comparison
DFA Commodity Strategy Portfolio (DCMSX) has a higher volatility of 6.55% compared to DFA U.S. Small Cap Value Portfolio I (DFSVX) at 5.00%. This indicates that DCMSX'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
| DCMSX | DFSVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.55% | 5.00% | +1.55% |
Volatility (6M)Calculated over the trailing 6-month period | 13.13% | 12.75% | +0.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.48% | 23.31% | -6.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.17% | 21.67% | -5.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.44% | 23.92% | -9.48% |