DFAS vs. IJR
Compare and contrast key facts about Dimensional U.S. Small Cap ETF (DFAS) and iShares Core S&P Small-Cap ETF (IJR).
DFAS and IJR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DFAS is an actively managed fund by Dimensional Fund Advisors LP. It was launched on Jun 14, 2021. IJR is a passively managed fund by iShares that tracks the performance of the S&P SmallCap 600 Index. It was launched on May 22, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFAS or IJR.
Performance
DFAS vs. IJR - Performance Comparison
Returns By Period
In the year-to-date period, DFAS achieves a 16.17% return, which is significantly higher than IJR's 14.87% return.
DFAS
16.17%
6.13%
13.90%
29.69%
N/A
N/A
IJR
14.87%
6.58%
14.99%
29.99%
10.65%
9.72%
Key characteristics
| DFAS | IJR | |
|---|---|---|
| Sharpe Ratio | 1.60 | 1.54 |
| Sortino Ratio | 2.31 | 2.28 |
| Omega Ratio | 1.28 | 1.27 |
| Calmar Ratio | 2.45 | 1.71 |
| Martin Ratio | 8.99 | 8.58 |
| Ulcer Index | 3.39% | 3.58% |
| Daily Std Dev | 19.10% | 19.94% |
| Max Drawdown | -24.77% | -58.15% |
| Current Drawdown | -2.12% | -2.60% |
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DFAS vs. IJR - Expense Ratio Comparison
DFAS has a 0.34% expense ratio, which is higher than IJR's 0.07% expense ratio.
Correlation
The correlation between DFAS and IJR is 0.99, 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.
Risk-Adjusted Performance
DFAS vs. IJR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional U.S. Small Cap ETF (DFAS) and iShares Core S&P Small-Cap ETF (IJR). 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.
Dividends
DFAS vs. IJR - Dividend Comparison
DFAS's dividend yield for the trailing twelve months is around 0.87%, less than IJR's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFAS Dimensional U.S. Small Cap ETF | 0.87% | 1.00% | 1.03% | 3.24% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IJR iShares Core S&P Small-Cap ETF | 1.23% | 1.31% | 1.41% | 1.53% | 1.11% | 1.44% | 1.58% | 1.20% | 1.21% | 1.48% | 1.23% | 1.00% |
Drawdowns
DFAS vs. IJR - Drawdown Comparison
The maximum DFAS drawdown since its inception was -24.77%, smaller than the maximum IJR drawdown of -58.15%. Use the drawdown chart below to compare losses from any high point for DFAS and IJR. For additional features, visit the drawdowns tool.
Volatility
DFAS vs. IJR - Volatility Comparison
The current volatility for Dimensional U.S. Small Cap ETF (DFAS) is 7.07%, while iShares Core S&P Small-Cap ETF (IJR) has a volatility of 7.49%. This indicates that DFAS experiences smaller price fluctuations and is considered to be less risky than IJR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.