DFLVX vs. DFSTX
Compare and contrast key facts about DFA U.S. Large Cap Value Portfolio (DFLVX) and DFA U.S. Small Cap Portfolio (DFSTX).
DFLVX is managed by Dimensional. It was launched on Feb 19, 1993. DFSTX is managed by Dimensional. It was launched on Mar 19, 1992.
Performance
DFLVX vs. DFSTX - Performance Comparison
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DFLVX vs. DFSTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFLVX DFA U.S. Large Cap Value Portfolio | 2.14% | 16.36% | 12.76% | 11.52% | -5.81% | 30.40% | -0.58% | 25.46% | -11.68% | 18.50% |
DFSTX DFA U.S. Small Cap Portfolio | -0.13% | 8.07% | 11.50% | 17.66% | -13.50% | 30.50% | 11.19% | 21.78% | -13.20% | 11.19% |
Returns By Period
In the year-to-date period, DFLVX achieves a 2.14% return, which is significantly higher than DFSTX's -0.13% return. Over the past 10 years, DFLVX has outperformed DFSTX with an annualized return of 10.94%, while DFSTX has yielded a comparatively lower 9.69% annualized return.
DFLVX
- 1D
- -0.53%
- 1M
- -5.55%
- YTD
- 2.14%
- 6M
- 6.80%
- 1Y
- 16.19%
- 3Y*
- 14.15%
- 5Y*
- 9.85%
- 10Y*
- 10.94%
DFSTX
- 1D
- -0.91%
- 1M
- -7.67%
- YTD
- -0.13%
- 6M
- 1.57%
- 1Y
- 17.08%
- 3Y*
- 11.14%
- 5Y*
- 6.19%
- 10Y*
- 9.69%
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DFLVX vs. DFSTX - Expense Ratio Comparison
DFLVX has a 0.22% expense ratio, which is lower than DFSTX's 0.27% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
DFLVX vs. DFSTX — Risk / Return Rank
DFLVX
DFSTX
DFLVX vs. DFSTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Large Cap Value Portfolio (DFLVX) and DFA U.S. Small Cap Portfolio (DFSTX). 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.
| DFLVX | DFSTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.07 | 0.80 | +0.26 |
Sortino ratioReturn per unit of downside risk | 1.54 | 1.27 | +0.26 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.17 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.19 | 1.03 | +0.15 |
Martin ratioReturn relative to average drawdown | 5.16 | 4.16 | +1.01 |
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
| DFLVX | DFSTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 0.80 | +0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.30 | +0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.44 | +0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.48 | +0.03 |
Correlation
The correlation between DFLVX and DFSTX is 0.83, 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
DFLVX vs. DFSTX - Dividend Comparison
DFLVX's dividend yield for the trailing twelve months is around 1.65%, more than DFSTX's 1.09% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFLVX DFA U.S. Large Cap Value Portfolio | 1.65% | 1.71% | 1.87% | 3.65% | 4.56% | 5.90% | 1.97% | 4.04% | 7.83% | 6.06% | 3.77% | 6.52% |
DFSTX DFA U.S. Small Cap Portfolio | 1.09% | 1.08% | 1.05% | 2.45% | 5.18% | 6.39% | 1.08% | 3.30% | 5.16% | 4.56% | 3.10% | 5.90% |
Drawdowns
DFLVX vs. DFSTX - Drawdown Comparison
The maximum DFLVX drawdown since its inception was -65.65%, which is greater than DFSTX's maximum drawdown of -60.99%. Use the drawdown chart below to compare losses from any high point for DFLVX and DFSTX.
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Drawdown Indicators
| DFLVX | DFSTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.65% | -60.99% | -4.66% |
Max Drawdown (1Y)Largest decline over 1 year | -12.28% | -13.92% | +1.64% |
Max Drawdown (5Y)Largest decline over 5 years | -19.83% | -25.91% | +6.08% |
Max Drawdown (10Y)Largest decline over 10 years | -41.79% | -44.78% | +2.99% |
Current DrawdownCurrent decline from peak | -5.86% | -9.09% | +3.23% |
Average DrawdownAverage peak-to-trough decline | -8.52% | -8.80% | +0.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.92% | 3.47% | -0.55% |
Volatility
DFLVX vs. DFSTX - Volatility Comparison
The current volatility for DFA U.S. Large Cap Value Portfolio (DFLVX) is 3.56%, while DFA U.S. Small Cap Portfolio (DFSTX) has a volatility of 5.43%. This indicates that DFLVX experiences smaller price fluctuations and is considered to be less risky than DFSTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFLVX | DFSTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.56% | 5.43% | -1.87% |
Volatility (6M)Calculated over the trailing 6-month period | 8.33% | 12.19% | -3.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.46% | 21.77% | -5.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.93% | 20.61% | -4.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.39% | 22.06% | -3.67% |