DFAIX vs. DFSVX
Compare and contrast key facts about DFA Short-Duration Real Return Portfolio (DFAIX) and DFA U.S. Small Cap Value Portfolio I (DFSVX).
DFAIX is managed by Dimensional. It was launched on Nov 5, 2013. DFSVX is managed by Dimensional. It was launched on Mar 2, 1993.
Performance
DFAIX vs. DFSVX - Performance Comparison
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DFAIX vs. DFSVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFAIX DFA Short-Duration Real Return Portfolio | 0.86% | 4.86% | 6.38% | 5.64% | -2.77% | 5.40% | 2.75% | 5.63% | 0.11% | 1.71% |
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, DFAIX achieves a 0.86% return, which is significantly lower than DFSVX's 4.70% return. Over the past 10 years, DFAIX has underperformed DFSVX with an annualized return of 3.20%, while DFSVX has yielded a comparatively higher 10.61% annualized return.
DFAIX
- 1D
- 0.19%
- 1M
- -0.09%
- YTD
- 0.86%
- 6M
- 1.22%
- 1Y
- 3.68%
- 3Y*
- 5.27%
- 5Y*
- 3.82%
- 10Y*
- 3.20%
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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DFAIX vs. DFSVX - Expense Ratio Comparison
DFAIX has a 0.22% expense ratio, which is lower than DFSVX's 0.30% expense ratio.
Return for Risk
DFAIX vs. DFSVX — Risk / Return Rank
DFAIX
DFSVX
DFAIX vs. DFSVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Short-Duration Real Return Portfolio (DFAIX) 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.
| DFAIX | DFSVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.57 | 1.03 | +2.54 |
Sortino ratioReturn per unit of downside risk | 5.96 | 1.55 | +4.41 |
Omega ratioGain probability vs. loss probability | 2.07 | 1.22 | +0.86 |
Calmar ratioReturn relative to maximum drawdown | 8.64 | 1.34 | +7.30 |
Martin ratioReturn relative to average drawdown | 34.01 | 4.99 | +29.02 |
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
| DFAIX | DFSVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.57 | 1.03 | +2.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.21 | 0.44 | +0.76 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.26 | 0.45 | +0.81 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.08 | 0.51 | +0.57 |
Correlation
The correlation between DFAIX and DFSVX is 0.09, 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
DFAIX vs. DFSVX - Dividend Comparison
DFAIX's dividend yield for the trailing twelve months is around 4.61%, more than DFSVX's 1.66% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFAIX DFA Short-Duration Real Return Portfolio | 4.61% | 4.65% | 4.14% | 3.66% | 1.68% | 0.98% | 0.82% | 2.53% | 2.72% | 1.71% | 1.41% | 1.29% |
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
DFAIX vs. DFSVX - Drawdown Comparison
The maximum DFAIX drawdown since its inception was -5.63%, smaller than the maximum DFSVX drawdown of -66.70%. Use the drawdown chart below to compare losses from any high point for DFAIX and DFSVX.
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Drawdown Indicators
| DFAIX | DFSVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.63% | -66.70% | +61.07% |
Max Drawdown (1Y)Largest decline over 1 year | -0.47% | -15.11% | +14.64% |
Max Drawdown (5Y)Largest decline over 5 years | -5.46% | -27.69% | +22.23% |
Max Drawdown (10Y)Largest decline over 10 years | -5.63% | -52.12% | +46.49% |
Current DrawdownCurrent decline from peak | -0.28% | -7.77% | +7.49% |
Average DrawdownAverage peak-to-trough decline | -0.95% | -9.51% | +8.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.12% | 4.14% | -4.02% |
Volatility
DFAIX vs. DFSVX - Volatility Comparison
The current volatility for DFA Short-Duration Real Return Portfolio (DFAIX) is 0.50%, while DFA U.S. Small Cap Value Portfolio I (DFSVX) has a volatility of 5.00%. This indicates that DFAIX experiences smaller price fluctuations and is considered to be less risky 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
| DFAIX | DFSVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.50% | 5.00% | -4.50% |
Volatility (6M)Calculated over the trailing 6-month period | 0.75% | 12.75% | -12.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.07% | 23.31% | -22.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.18% | 21.67% | -18.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.56% | 23.92% | -21.36% |