DFMC vs. VB

Last updated Jul 17, 2026

DFMC (Dimensional US Micro Cap Portfolio ETF) and VB (Vanguard Small-Cap ETF) are both Small Cap Blend Equities funds. DFMC is actively managed, while VB is passively managed. Their correlation of 0.88 suggests significant overlap in exposure. DFMC charges 0.41%/yr vs 0.05%/yr for VB.

Performance

DFMC vs. VB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional US Micro Cap Portfolio ETF (DFMC) and Vanguard Small-Cap ETF (VB). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

DFMC

• 1D: 0.71%
• 1M: 4.11%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

VB

• 1D: 0.31%
• 1M: 0.76%
• 6M: 8.76%
• YTD: 16.28%
• 1Y: 25.42%
• 3Y*: 14.96%
• 5Y*: 8.31%
• 10Y*: 11.14%

*Multi-year figures are annualized to reflect compound growth (CAGR)

DFMC vs. VB - Yearly Performance Comparison

	2026 (YTD)
DFMC Dimensional US Micro Cap Portfolio ETF	21.30%
VB Vanguard Small-Cap ETF	16.60%

Correlation

The correlation between DFMC and VB is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Mar 23, 2026	0.88

Return for Risk

DFMC vs. VB — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DFMC

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

VB

VB Risk / Return Rank: 62
VB Sharpe Ratio Rank: 57
VB Sortino Ratio Rank: 59
VB Omega Ratio Rank: 53
VB Calmar Ratio Rank: 70
VB Martin Ratio Rank: 71

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DFMC vs. VB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional US Micro Cap Portfolio ETF (DFMC) and Vanguard Small-Cap ETF (VB). 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	VB	Difference
Sharpe ratio: Return per unit of total volatility	—	1.55	—
Sortino ratio: Return per unit of downside risk	—	2.26	—
Omega ratio: Gain probability vs. loss probability	—	1.27	—
Calmar ratio: Return relative to maximum drawdown	—	2.84	—
Martin ratio: Return relative to average drawdown	—	10.37	—

Drawdowns

DFMC vs. VB - Drawdown Comparison

The maximum DFMC drawdown since its inception was -4.29%, smaller than the maximum VB drawdown of -59.56%. Use the drawdown chart below to compare losses from any high point for DFMC and VB.

Drawdown Indicators

	DFMC	VB	Difference
Max Drawdown Largest peak-to-trough decline	-4.29%	-59.56%	+55.27%
Max Drawdown (1Y) Largest decline over 1 year	—	-8.98%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-25.36%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-28.15%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-42.05%	—
Current Drawdown Current decline from peak	-0.62%	-1.71%	+1.09%
Average Drawdown Average peak-to-trough decline	-0.80%	-8.40%	+7.60%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.46%	—

Volatility

Volatility by Period

	DFMC	VB	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.38%	—
Volatility (6M) Calculated over the trailing 6-month period	—	12.07%	—
Volatility (1Y) Calculated over the trailing 1-year period	15.40%	16.47%	-1.07%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.40%	20.74%	-5.34%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.40%	21.36%	-5.96%

DFMC vs. VB - Expense Ratio Comparison

DFMC has a 0.41% expense ratio, which is higher than VB's 0.05% expense ratio.

Dividends

DFMC vs. VB - Dividend Comparison

DFMC's dividend yield for the trailing twelve months is around 0.22%, less than VB's 1.21% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DFMC Dimensional US Micro Cap Portfolio ETF	0.22%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VB Vanguard Small-Cap ETF	1.21%	1.33%	1.30%	1.55%	1.59%	1.24%	1.14%	1.39%	1.67%	1.35%	1.50%	1.48%

Frequently Asked Questions

Can I hold both DFMC and VB in my portfolio?

DFMC and VB have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, DFMC or VB?

On fees, VB is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, DFMC or VB?

VB is cheaper with a 0.05% expense ratio, compared with 0.41% for DFMC.

Which ETF pays a higher dividend yield, DFMC or VB?

VB has the higher dividend yield at 1.21%, compared with 0.22% for DFMC.

What is the main difference between DFMC and VB?

They also come from different issuers: Dimensional Fund Advisors and Vanguard. Their fees differ too: 0.41% for DFMC and 0.05% for VB.