DFFVX vs. WSMDX

In the year-to-date period, DFFVX achieves a -11.51% return, which is significantly higher than WSMDX's -14.06% return. Over the past 10 years, DFFVX has outperformed WSMDX with an annualized return of 4.17%, while WSMDX has yielded a comparatively lower 1.39% annualized return.

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DFFVX has a 0.29% expense ratio, which is lower than WSMDX's 1.10% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Targeted Value Portfolio (DFFVX) and William Blair Small-Mid Cap Growth Fund (WSMDX). 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 DFFVX Sharpe Ratio is -0.14, which is higher than the WSMDX Sharpe Ratio of -0.64. The chart below compares the historical Sharpe Ratios of DFFVX and WSMDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DFFVX's dividend yield for the trailing twelve months is around 1.71%, while WSMDX has not paid dividends to shareholders.

The maximum DFFVX drawdown since its inception was -65.13%, which is greater than WSMDX's maximum drawdown of -57.39%. Use the drawdown chart below to compare losses from any high point for DFFVX and WSMDX. For additional features, visit the drawdowns tool.

DFA U.S. Targeted Value Portfolio (DFFVX) and William Blair Small-Mid Cap Growth Fund (WSMDX) have volatilities of 14.83% and 14.37%, 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.