DFCSX vs. DFSVX
DFCSX (DFA Continental Small Company Portfolio) and DFSVX (DFA U.S. Small Cap Value Portfolio I) are both mutual funds - DFCSX is a Europe Equities fund managed by Dimensional, while DFSVX is a Small Cap Value Equities fund actively managed by Dimensional. Over the past 10 years, DFCSX returned 9.89%/yr vs 11.78%/yr for DFSVX. Their 0.50 correlation means their historical movements had little consistent relationship. DFCSX charges 0.42%/yr vs 0.30%/yr for DFSVX.
Performance
DFCSX vs. DFSVX - Performance Comparison
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Returns By Period
In the year-to-date period, DFCSX achieves a 8.09% return, which is significantly lower than DFSVX's 24.28% return. Over the past 10 years, DFCSX has underperformed DFSVX with an annualized return of 9.89%, while DFSVX has yielded a comparatively higher 11.78% annualized return.
DFCSX
- 1D
- 0.76%
- 1M
- 1.66%
- 6M
- 2.90%
- YTD
- 8.09%
- 1Y
- 14.41%
- 3Y*
- 16.01%
- 5Y*
- 6.07%
- 10Y*
- 9.89%
- ALL TIME*
- 9.46%
DFSVX
- 1D
- 1.26%
- 1M
- 4.86%
- 6M
- 11.62%
- YTD
- 24.28%
- 1Y
- 37.36%
- 3Y*
- 16.76%
- 5Y*
- 13.08%
- 10Y*
- 11.78%
- ALL TIME*
- 11.59%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
DFCSX vs. DFSVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFCSX DFA Continental Small Company Portfolio | 8.09% | 37.58% | 0.20% | 16.93% | -20.12% | 14.66% | 15.07% | 25.90% | -19.67% | 34.77% |
DFSVX DFA U.S. Small Cap Value Portfolio I | 24.28% | 8.37% | 9.58% | 19.02% | -3.57% | 39.97% | 2.24% | 18.15% | -15.13% | 6.82% |
Correlation
The correlation between DFCSX and DFSVX is 0.56, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.56 |
Correlation (3Y) Balances recent behavior with more history. | 0.57 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.62 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.60 |
Correlation (All Time) Calculated using the full available price history since Feb 26, 1993 | 0.50 |
The correlation between DFCSX and DFSVX shifts across timeframes, from 0.50 (all time) to 0.62 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
DFCSX vs. DFSVX — Risk / Return Rank
DFCSX
DFSVX
DFCSX vs. DFSVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Continental Small Company Portfolio (DFCSX) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DFCSX | DFSVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.30 | ||
| Sortino ratioReturn per unit of downside risk | -1.85 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.41 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 1.26 | 4.04 | -2.78 |
| Martin ratioReturn relative to average drawdown | 4.19 | 13.51 | -9.31 |
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Drawdowns
DFCSX vs. DFSVX - Drawdown Comparison
The maximum DFCSX drawdown since its inception was -65.47%, roughly equal to the maximum DFSVX drawdown of -66.70%. Use the drawdown chart below to compare losses from any high point for DFCSX and DFSVX.
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Drawdown Indicators
| DFCSX | DFSVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.47% | -66.70% | +1.23% |
Max Drawdown (1Y)Largest decline over 1 year | -11.82% | -9.59% | -2.23% |
Max Drawdown (3Y)Largest decline over 3 years | -13.95% | -27.69% | +13.74% |
Max Drawdown (5Y)Largest decline over 5 years | -39.25% | -27.69% | -11.56% |
Max Drawdown (10Y)Largest decline over 10 years | -43.16% | -52.12% | +8.96% |
Current DrawdownCurrent decline from peak | -0.21% | 0.00% | -0.21% |
Average DrawdownAverage peak-to-trough decline | -13.58% | -9.43% | -4.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.55% | 2.86% | +0.69% |
Volatility
DFCSX vs. DFSVX - Volatility Comparison
DFA Continental Small Company Portfolio (DFCSX) and DFA U.S. Small Cap Value Portfolio I (DFSVX) have volatilities of 3.77% and 3.62%, 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.
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Volatility by Period
| DFCSX | DFSVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.77% | 3.62% | +0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 12.14% | 10.69% | +1.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.67% | 16.73% | -2.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.97% | 21.18% | -3.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.58% | 23.79% | -6.21% |
DFCSX vs. DFSVX - Expense Ratio Comparison
DFCSX has a 0.42% expense ratio, which is higher than DFSVX's 0.30% expense ratio.
Dividends
DFCSX vs. DFSVX - Dividend Comparison
DFCSX's dividend yield for the trailing twelve months is around 2.81%, more than DFSVX's 1.47% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFCSX DFA Continental Small Company Portfolio | 2.81% | 3.02% | 4.94% | 2.84% | 2.45% | 1.19% | 1.55% | 2.24% | 6.28% | 1.98% | 1.97% | 1.97% |
DFSVX DFA U.S. Small Cap Value Portfolio I | 1.47% | 1.69% | 1.47% | 3.67% | 6.77% | 10.40% | 1.96% | 2.83% | 7.54% | 5.18% | 4.18% | 5.29% |
Frequently Asked Questions
DFCSX and DFSVX have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DFCSX has higher volatility (3.77%) compared to DFSVX (3.62%). In terms of maximum drawdown, DFCSX dropped -65.47% vs DFSVX's -66.70%.
DFSVX currently has the higher Sharpe Ratio (2.32 vs 1.02), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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