DFMC vs. IJR
DFMC (Dimensional US Micro Cap Portfolio ETF) and IJR (iShares Core S&P Small-Cap ETF) are both Small Cap Blend Equities funds. DFMC is actively managed, while IJR is passively managed. With a 0.97 correlation, they move nearly in lockstep. DFMC charges 0.41%/yr vs 0.06%/yr for IJR.
Performance
DFMC vs. IJR - Performance Comparison
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Returns By Period
DFMC
- 1D
- 0.05%
- 1M
- 5.04%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IJR
- 1D
- -0.34%
- 1M
- 4.22%
- YTD
- 19.34%
- 6M
- 16.86%
- 1Y
- 34.47%
- 3Y*
- 16.15%
- 5Y*
- 6.29%
- 10Y*
- 11.30%
DFMC vs. IJR - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
DFMC Dimensional US Micro Cap Portfolio ETF | 17.63% |
IJR iShares Core S&P Small-Cap ETF | 18.93% |
Correlation
The correlation between DFMC and IJR is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Mar 23, 2026 | 0.97 |
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Return for Risk
DFMC vs. IJR — Risk / Return Rank
DFMC
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IJR
DFMC vs. IJR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional US Micro Cap Portfolio ETF (DFMC) and iShares Core S&P Small-Cap ETF (IJR). 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.
| DFMC | IJR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.34 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 3.99 | — |
| Martin ratioReturn relative to average drawdown | — | 13.39 | — |
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Drawdowns
DFMC vs. IJR - Drawdown Comparison
The maximum DFMC drawdown since its inception was -4.29%, smaller than the maximum IJR drawdown of -58.15%. Use the drawdown chart below to compare losses from any high point for DFMC and IJR.
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Drawdown Indicators
| DFMC | IJR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.29% | -58.15% | +53.86% |
Max Drawdown (1Y)Largest decline over 1 year | — | -8.68% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -28.02% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -28.02% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -44.36% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.43% | +0.43% |
Average DrawdownAverage peak-to-trough decline | -0.74% | -9.26% | +8.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.58% | — |
Volatility
DFMC vs. IJR - Volatility Comparison
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Volatility by Period
| DFMC | IJR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 4.96% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 12.06% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 16.18% | 17.73% | -1.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.18% | 21.40% | -5.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.18% | 22.90% | -6.72% |
DFMC vs. IJR - Expense Ratio Comparison
DFMC has a 0.41% expense ratio, which is higher than IJR's 0.06% expense ratio.
Dividends
DFMC vs. IJR - Dividend Comparison
DFMC has not paid dividends to shareholders, while IJR's dividend yield for the trailing twelve months is around 1.15%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFMC Dimensional US Micro Cap Portfolio ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IJR iShares Core S&P Small-Cap ETF | 1.15% | 1.44% | 2.05% | 1.31% | 1.41% | 1.53% | 1.11% | 1.44% | 1.58% | 1.20% | 1.22% | 1.48% |
Frequently Asked Questions
With a correlation of 0.97, DFMC and IJR move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, IJR is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IJR is cheaper with a 0.06% expense ratio, compared with 0.41% for DFMC.
IJR has the higher dividend yield at 1.15%, compared with 0.00% for DFMC.
They also come from different issuers: Dimensional Fund Advisors and iShares. Their fees differ too: 0.41% for DFMC and 0.06% for IJR.
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