DFELX vs. DFSVX
Compare and contrast key facts about DFA Enhanced U.S. Large Company Portfolio (DFELX) and DFA U.S. Small Cap Value Portfolio I (DFSVX).
DFELX is managed by Dimensional. It was launched on Jul 2, 1996. DFSVX is managed by Dimensional. It was launched on Mar 2, 1993.
Performance
DFELX vs. DFSVX - Performance Comparison
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DFELX vs. DFSVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFELX DFA Enhanced U.S. Large Company Portfolio | -7.31% | 16.16% | 24.57% | 26.57% | -22.41% | -10.98% | 18.48% | 32.76% | -5.48% | 20.57% |
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, DFELX achieves a -7.31% return, which is significantly lower than DFSVX's 4.70% return. Over the past 10 years, DFELX has underperformed DFSVX with an annualized return of 8.68%, while DFSVX has yielded a comparatively higher 10.61% annualized return.
DFELX
- 1D
- -0.37%
- 1M
- -7.93%
- YTD
- -7.31%
- 6M
- -5.07%
- 1Y
- 12.99%
- 3Y*
- 16.34%
- 5Y*
- 2.02%
- 10Y*
- 8.68%
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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DFELX vs. DFSVX - Expense Ratio Comparison
DFELX has a 0.15% expense ratio, which is lower than DFSVX's 0.30% expense ratio.
Return for Risk
DFELX vs. DFSVX — Risk / Return Rank
DFELX
DFSVX
DFELX vs. DFSVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Enhanced U.S. Large Company Portfolio (DFELX) 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.
| DFELX | DFSVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 1.03 | -0.23 |
Sortino ratioReturn per unit of downside risk | 1.26 | 1.55 | -0.29 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.22 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.37 | 1.34 | -0.97 |
Martin ratioReturn relative to average drawdown | 1.59 | 4.99 | -3.41 |
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
| DFELX | DFSVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 1.03 | -0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.10 | 0.44 | -0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.45 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.51 | -0.11 |
Correlation
The correlation between DFELX and DFSVX is 0.77, 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.
Dividends
DFELX vs. DFSVX - Dividend Comparison
DFELX's dividend yield for the trailing twelve months is around 18.81%, more than DFSVX's 1.66% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFELX DFA Enhanced U.S. Large Company Portfolio | 18.81% | 17.26% | 3.77% | 3.00% | 1.76% | 1.21% | 7.55% | 9.97% | 7.79% | 16.57% | 3.36% | 6.99% |
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
DFELX vs. DFSVX - Drawdown Comparison
The maximum DFELX drawdown since its inception was -55.54%, smaller than the maximum DFSVX drawdown of -66.70%. Use the drawdown chart below to compare losses from any high point for DFELX and DFSVX.
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Drawdown Indicators
| DFELX | DFSVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.54% | -66.70% | +11.16% |
Max Drawdown (1Y)Largest decline over 1 year | -12.35% | -15.11% | +2.76% |
Max Drawdown (5Y)Largest decline over 5 years | -49.14% | -27.69% | -21.45% |
Max Drawdown (10Y)Largest decline over 10 years | -49.14% | -52.12% | +2.98% |
Current DrawdownCurrent decline from peak | -9.09% | -7.77% | -1.32% |
Average DrawdownAverage peak-to-trough decline | -12.77% | -9.51% | -3.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.94% | 4.14% | -0.20% |
Volatility
DFELX vs. DFSVX - Volatility Comparison
The current volatility for DFA Enhanced U.S. Large Company Portfolio (DFELX) is 4.32%, while DFA U.S. Small Cap Value Portfolio I (DFSVX) has a volatility of 5.00%. This indicates that DFELX 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
| DFELX | DFSVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.32% | 5.00% | -0.68% |
Volatility (6M)Calculated over the trailing 6-month period | 8.98% | 12.75% | -3.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.85% | 23.31% | -4.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.73% | 21.67% | +0.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.32% | 23.92% | -3.60% |