DFAS vs. DFSTX

The year-to-date returns for both investments are quite close, with DFAS having a -11.15% return and DFSTX slightly higher at -10.66%.

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DFAS has a 0.34% expense ratio, which is higher than DFSTX's 0.27% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Dimensional U.S. Small Cap ETF (DFAS) 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.

The current DFAS Sharpe Ratio is -0.08, which is lower than the DFSTX Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of DFAS and DFSTX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DFAS's dividend yield for the trailing twelve months is around 1.11%, less than DFSTX's 1.21% yield.

The maximum DFAS drawdown since its inception was -26.13%, smaller than the maximum DFSTX drawdown of -63.18%. Use the drawdown chart below to compare losses from any high point for DFAS and DFSTX. For additional features, visit the drawdowns tool.

Dimensional U.S. Small Cap ETF (DFAS) and DFA U.S. Small Cap Portfolio (DFSTX) have volatilities of 14.42% and 14.40%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.