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DFAS vs. VBR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DFAS and VBR is 0.98, 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.


-0.50.00.51.0
Correlation: 1.0

Performance

DFAS vs. VBR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional U.S. Small Cap ETF (DFAS) and Vanguard Small-Cap Value ETF (VBR). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%NovemberDecember2025FebruaryMarchApril
-1.75%
3.78%
DFAS
VBR

Key characteristics

Sharpe Ratio

DFAS:

-0.51

VBR:

-0.44

Sortino Ratio

DFAS:

-0.58

VBR:

-0.49

Omega Ratio

DFAS:

0.93

VBR:

0.94

Calmar Ratio

DFAS:

-0.45

VBR:

-0.39

Martin Ratio

DFAS:

-1.65

VBR:

-1.43

Ulcer Index

DFAS:

6.38%

VBR:

5.74%

Daily Std Dev

DFAS:

20.59%

VBR:

18.49%

Max Drawdown

DFAS:

-24.77%

VBR:

-62.01%

Current Drawdown

DFAS:

-23.55%

VBR:

-21.23%

Returns By Period

In the year-to-date period, DFAS achieves a -16.63% return, which is significantly lower than VBR's -14.10% return.


DFAS

YTD

-16.63%

1M

-12.38%

6M

-15.51%

1Y

-9.53%

5Y*

N/A

10Y*

N/A

VBR

YTD

-14.10%

1M

-11.31%

6M

-14.22%

1Y

-7.36%

5Y*

18.34%

10Y*

6.66%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DFAS vs. VBR - Expense Ratio Comparison

DFAS has a 0.34% expense ratio, which is higher than VBR's 0.07% expense ratio.


DFAS
Dimensional U.S. Small Cap ETF
Expense ratio chart for DFAS: current value is 0.34%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DFAS: 0.34%
Expense ratio chart for VBR: current value is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VBR: 0.07%

Risk-Adjusted Performance

DFAS vs. VBR — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DFAS
The Risk-Adjusted Performance Rank of DFAS is 88
Overall Rank
The Sharpe Ratio Rank of DFAS is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of DFAS is 88
Sortino Ratio Rank
The Omega Ratio Rank of DFAS is 88
Omega Ratio Rank
The Calmar Ratio Rank of DFAS is 88
Calmar Ratio Rank
The Martin Ratio Rank of DFAS is 66
Martin Ratio Rank

VBR
The Risk-Adjusted Performance Rank of VBR is 88
Overall Rank
The Sharpe Ratio Rank of VBR is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of VBR is 88
Sortino Ratio Rank
The Omega Ratio Rank of VBR is 88
Omega Ratio Rank
The Calmar Ratio Rank of VBR is 99
Calmar Ratio Rank
The Martin Ratio Rank of VBR is 77
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DFAS vs. VBR - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for DFAS, currently valued at -0.51, compared to the broader market-1.000.001.002.003.004.00
DFAS: -0.51
VBR: -0.44
The chart of Sortino ratio for DFAS, currently valued at -0.58, compared to the broader market-2.000.002.004.006.008.0010.00
DFAS: -0.58
VBR: -0.49
The chart of Omega ratio for DFAS, currently valued at 0.93, compared to the broader market0.501.001.502.002.50
DFAS: 0.93
VBR: 0.94
The chart of Calmar ratio for DFAS, currently valued at -0.45, compared to the broader market0.005.0010.0015.00
DFAS: -0.45
VBR: -0.39
The chart of Martin ratio for DFAS, currently valued at -1.65, compared to the broader market0.0020.0040.0060.0080.00
DFAS: -1.65
VBR: -1.43

The current DFAS Sharpe Ratio is -0.51, which is comparable to the VBR Sharpe Ratio of -0.44. The chart below compares the historical Sharpe Ratios of DFAS and VBR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.51
-0.44
DFAS
VBR

Dividends

DFAS vs. VBR - Dividend Comparison

DFAS's dividend yield for the trailing twelve months is around 1.18%, less than VBR's 2.50% yield.


TTM20242023202220212020201920182017201620152014
DFAS
Dimensional U.S. Small Cap ETF
1.18%0.93%1.00%1.03%3.24%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VBR
Vanguard Small-Cap Value ETF
2.50%1.98%2.12%2.03%1.75%1.68%2.06%2.35%1.79%1.77%1.99%1.77%

Drawdowns

DFAS vs. VBR - Drawdown Comparison

The maximum DFAS drawdown since its inception was -24.77%, smaller than the maximum VBR drawdown of -62.01%. Use the drawdown chart below to compare losses from any high point for DFAS and VBR. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-23.55%
-21.23%
DFAS
VBR

Volatility

DFAS vs. VBR - Volatility Comparison

Dimensional U.S. Small Cap ETF (DFAS) and Vanguard Small-Cap Value ETF (VBR) have volatilities of 10.09% and 9.72%, 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.


4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
10.09%
9.72%
DFAS
VBR
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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