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DCMSX vs. SDCI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

DCMSX vs. SDCI

Last updated Apr 1, 2026

Compare and contrast key facts about DFA Commodity Strategy Portfolio (DCMSX) and USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund (SDCI).

DCMSX is managed by Dimensional. It was launched on Nov 8, 2010. SDCI is an actively managed fund by Wainwright, Inc.. It was launched on May 3, 2018.

Performance

DCMSX vs. SDCI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA Commodity Strategy Portfolio (DCMSX) and USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund (SDCI). The values are adjusted to include any dividend payments, if applicable.

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DCMSX vs. SDCI - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
DCMSX
DFA Commodity Strategy Portfolio		25.97%15.15%5.90%-9.14%11.36%33.54%-1.78%7.96%-13.40%
SDCI
USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund		23.65%17.60%17.91%-0.88%33.23%36.52%-10.61%-2.36%-13.91%

Returns By Period

In the year-to-date period, DCMSX achieves a 25.97% return, which is significantly higher than SDCI's 23.65% 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%

SDCI

1D
-0.29%
1M
11.64%
YTD
23.65%
6M
22.77%
1Y
33.07%
3Y*
21.44%
5Y*
22.64%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DFA Commodity Strategy Portfolio

USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund

Often compared with DCMSX:
DCMSX vs. PCRIXDCMSX vs. VCMDXDCMSX vs. CCRSXDCMSX vs. DBCDCMSX vs. VOODCMSX vs. GLDDCMSX vs. COMB
Often compared with SDCI:
SDCI vs. USCISDCI vs. CCRVSDCI vs. PDBCSDCI vs. HARDSDCI vs. PKBSDCI vs. FLSPSDCI vs. FFLC

DCMSX vs. SDCI - Expense Ratio Comparison

DCMSX has a 0.31% expense ratio, which is lower than SDCI's 0.70% expense ratio.

SDCI
USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund
DCMSX
DFA Commodity Strategy Portfolio

Return for Risk

DCMSX vs. SDCI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DCMSX
DCMSX Risk / Return Rank: 9292
Overall Rank
DCMSX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
DCMSX Sortino Ratio Rank: 9292
Sortino Ratio Rank
DCMSX Omega Ratio Rank: 8989
Omega Ratio Rank
DCMSX Calmar Ratio Rank: 9797
Calmar Ratio Rank
DCMSX Martin Ratio Rank: 9191
Martin Ratio Rank
SDCI
SDCI Risk / Return Rank: 8686
Overall Rank
SDCI Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
SDCI Sortino Ratio Rank: 8787
Sortino Ratio Rank
SDCI Omega Ratio Rank: 8282
Omega Ratio Rank
SDCI Calmar Ratio Rank: 8989
Calmar Ratio Rank
SDCI Martin Ratio Rank: 8585
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DCMSX vs. SDCI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA Commodity Strategy Portfolio (DCMSX) and USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund (SDCI). 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.

DCMSXSDCIDifference

Sharpe ratio

Return per unit of total volatility

2.10

1.81

+0.29

Sortino ratio

Return per unit of downside risk

2.71

2.34

+0.37

Omega ratio

Gain probability vs. loss probability

1.39

1.31

+0.08

Calmar ratio

Return relative to maximum drawdown

3.77

2.81

+0.96

Martin ratio

Return relative to average drawdown

10.61

9.53

+1.08

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DCMSX vs. SDCI - Sharpe Ratio Comparison

The current DCMSX Sharpe Ratio is 2.10, which is comparable to the SDCI Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of DCMSX and SDCI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

DCMSXSDCIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.10

1.81

+0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

1.23

-0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.10

0.66

-0.56

Correlation

The correlation between DCMSX and SDCI is 0.76, 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

DCMSX vs. SDCI - Dividend Comparison

DCMSX's dividend yield for the trailing twelve months is around 8.36%, more than SDCI's 2.98% yield.

TTM20252024202320222021202020192018201720162015
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%
SDCI
USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund		2.98%3.68%5.92%3.46%33.49%19.26%0.20%0.93%0.68%0.00%0.00%0.00%

Drawdowns

DCMSX vs. SDCI - Drawdown Comparison

The maximum DCMSX drawdown since its inception was -60.94%, which is greater than SDCI's maximum drawdown of -45.79%. Use the drawdown chart below to compare losses from any high point for DCMSX and SDCI.

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Drawdown Indicators

DCMSXSDCIDifference

Max Drawdown

Largest peak-to-trough decline

-60.94%

-45.79%

-15.15%

Max Drawdown (1Y)

Largest decline over 1 year

-9.24%

-11.96%

+2.72%

Max Drawdown (5Y)

Largest decline over 5 years

-27.93%

-18.55%

-9.38%

Max Drawdown (10Y)

Largest decline over 10 years

-32.52%

—

—

Current Drawdown

Current decline from peak

-0.21%

-0.29%

+0.08%

Average Drawdown

Average peak-to-trough decline

-32.13%

-11.81%

-20.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.28%

3.52%

-0.24%

Volatility

DCMSX vs. SDCI - Volatility Comparison

The current volatility for DFA Commodity Strategy Portfolio (DCMSX) is 6.55%, while USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund (SDCI) has a volatility of 7.00%. This indicates that DCMSX experiences smaller price fluctuations and is considered to be less risky than SDCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

DCMSXSDCIDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.55%

7.00%

-0.45%

Volatility (6M)

Calculated over the trailing 6-month period

13.13%

13.90%

-0.77%

Volatility (1Y)

Calculated over the trailing 1-year period

16.48%

18.32%

-1.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.17%

18.45%

-2.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.44%

17.11%

-2.67%