DFSCX vs. DFEOX
Compare and contrast key facts about DFA U.S. Micro Cap Portfolio (DFSCX) and DFA US Core Equity 1 Portfolio I (DFEOX).
DFSCX is managed by Dimensional. It was launched on Dec 23, 1981. DFEOX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
DFSCX vs. DFEOX - Performance Comparison
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DFSCX vs. DFEOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFSCX DFA U.S. Micro Cap Portfolio | 1.62% | 9.65% | 11.43% | 17.93% | -12.49% | 33.70% | 6.61% | 20.68% | -11.60% | 10.92% |
DFEOX DFA US Core Equity 1 Portfolio I | -4.34% | 16.00% | 21.35% | 22.97% | -14.99% | 27.51% | 16.44% | 30.20% | -7.81% | 20.26% |
Returns By Period
In the year-to-date period, DFSCX achieves a 1.62% return, which is significantly higher than DFEOX's -4.34% return. Over the past 10 years, DFSCX has underperformed DFEOX with an annualized return of 9.92%, while DFEOX has yielded a comparatively higher 12.94% annualized return.
DFSCX
- 1D
- -0.81%
- 1M
- -5.81%
- YTD
- 1.62%
- 6M
- 3.98%
- 1Y
- 22.54%
- 3Y*
- 12.53%
- 5Y*
- 7.14%
- 10Y*
- 9.92%
DFEOX
- 1D
- -0.49%
- 1M
- -7.30%
- YTD
- -4.34%
- 6M
- -1.81%
- 1Y
- 15.78%
- 3Y*
- 16.13%
- 5Y*
- 10.46%
- 10Y*
- 12.94%
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DFSCX vs. DFEOX - Expense Ratio Comparison
DFSCX has a 0.41% expense ratio, which is higher than DFEOX's 0.14% expense ratio.
Return for Risk
DFSCX vs. DFEOX — Risk / Return Rank
DFSCX
DFEOX
DFSCX vs. DFEOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Micro Cap Portfolio (DFSCX) and DFA US Core Equity 1 Portfolio I (DFEOX). 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.
| DFSCX | DFEOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.02 | 0.93 | +0.09 |
Sortino ratioReturn per unit of downside risk | 1.57 | 1.43 | +0.14 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.22 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.40 | 0.98 | +0.43 |
Martin ratioReturn relative to average drawdown | 5.67 | 4.74 | +0.92 |
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
| DFSCX | DFEOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.02 | 0.93 | +0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.62 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.72 | -0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.51 | +0.08 |
Correlation
The correlation between DFSCX and DFEOX is 0.91, 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
DFSCX vs. DFEOX - Dividend Comparison
DFSCX's dividend yield for the trailing twelve months is around 0.94%, less than DFEOX's 1.12% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFSCX DFA U.S. Micro Cap Portfolio | 0.94% | 1.03% | 0.97% | 2.48% | 5.16% | 10.77% | 0.87% | 2.80% | 5.50% | 5.05% | 0.90% | 6.33% |
DFEOX DFA US Core Equity 1 Portfolio I | 1.12% | 1.06% | 1.13% | 1.43% | 4.08% | 3.69% | 1.36% | 3.02% | 2.37% | 1.61% | 1.61% | 2.98% |
Drawdowns
DFSCX vs. DFEOX - Drawdown Comparison
The maximum DFSCX drawdown since its inception was -63.07%, which is greater than DFEOX's maximum drawdown of -56.77%. Use the drawdown chart below to compare losses from any high point for DFSCX and DFEOX.
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Drawdown Indicators
| DFSCX | DFEOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.07% | -56.77% | -6.30% |
Max Drawdown (1Y)Largest decline over 1 year | -13.51% | -12.58% | -0.93% |
Max Drawdown (5Y)Largest decline over 5 years | -27.01% | -22.86% | -4.15% |
Max Drawdown (10Y)Largest decline over 10 years | -46.88% | -36.55% | -10.33% |
Current DrawdownCurrent decline from peak | -7.45% | -8.28% | +0.83% |
Average DrawdownAverage peak-to-trough decline | -9.95% | -7.25% | -2.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.46% | 2.69% | +0.77% |
Volatility
DFSCX vs. DFEOX - Volatility Comparison
DFA U.S. Micro Cap Portfolio (DFSCX) has a higher volatility of 5.39% compared to DFA US Core Equity 1 Portfolio I (DFEOX) at 4.20%. This indicates that DFSCX's price experiences larger fluctuations and is considered to be riskier than DFEOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFSCX | DFEOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.39% | 4.20% | +1.19% |
Volatility (6M)Calculated over the trailing 6-month period | 12.53% | 8.49% | +4.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.14% | 17.87% | +4.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.09% | 16.88% | +4.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.63% | 17.98% | +4.65% |