DFSCX vs. DFFVX
DFSCX (DFA U.S. Micro Cap Portfolio) and DFFVX (DFA U.S. Targeted Value Portfolio Institutional Class) are both mutual funds - DFSCX is a Small Cap Blend Equities fund managed by Dimensional, while DFFVX is a Small Cap Value Equities fund actively managed by Dimensional. Over the past 10 years, DFSCX returned 11.46%/yr vs 11.41%/yr for DFFVX. Their 0.96 correlation means they have historically moved very closely together. DFSCX charges 0.41%/yr vs 0.29%/yr for DFFVX.
Performance
DFSCX vs. DFFVX - Performance Comparison
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Returns By Period
In the year-to-date period, DFSCX achieves a 22.99% return, which is significantly higher than DFFVX's 19.98% return. Both investments have delivered pretty close results over the past 10 years, with DFSCX having a 11.46% annualized return and DFFVX not far behind at 11.41%.
DFSCX
- 1D
- -0.18%
- 1M
- -0.62%
- 6M
- 14.68%
- YTD
- 22.99%
- 1Y
- 39.29%
- 3Y*
- 16.31%
- 5Y*
- 10.84%
- 10Y*
- 11.46%
- ALL TIME*
- 12.44%
DFFVX
- 1D
- -0.09%
- 1M
- 1.64%
- 6M
- 11.25%
- YTD
- 19.98%
- 1Y
- 35.38%
- 3Y*
- 14.93%
- 5Y*
- 10.94%
- 10Y*
- 11.41%
- ALL TIME*
- 11.22%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
DFSCX vs. DFFVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFSCX DFA U.S. Micro Cap Portfolio | 22.99% | 9.65% | 11.43% | 17.93% | -12.49% | 33.70% | 6.61% | 20.68% | -11.60% | 10.92% |
DFFVX DFA U.S. Targeted Value Portfolio Institutional Class | 19.98% | 9.53% | 9.34% | 19.37% | -4.66% | 31.53% | 3.78% | 21.51% | -15.79% | 9.20% |
Correlation
The correlation between DFSCX and DFFVX is 0.94, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.94 |
Correlation (3Y) Balances recent behavior with more history. | 0.97 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.97 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.97 |
Correlation (All Time) Calculated using the full available price history since Feb 23, 2000 | 0.96 |
The correlation between DFSCX and DFFVX has been stable across timeframes, ranging from 0.94 to 0.97 - a consistent structural relationship.
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Return for Risk
DFSCX vs. DFFVX — Risk / Return Rank
DFSCX
DFFVX
DFSCX vs. DFFVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Micro Cap Portfolio (DFSCX) and DFA U.S. Targeted Value Portfolio Institutional Class (DFFVX). 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.
| DFSCX | DFFVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.11 | ||
| Sortino ratioReturn per unit of downside risk | +0.12 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.36 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 4.50 | 3.41 | +1.09 |
| Martin ratioReturn relative to average drawdown | 15.06 | 11.57 | +3.50 |
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Drawdowns
DFSCX vs. DFFVX - Drawdown Comparison
The maximum DFSCX drawdown since its inception was -63.07%, roughly equal to the maximum DFFVX drawdown of -64.21%. Use the drawdown chart below to compare losses from any high point for DFSCX and DFFVX.
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Drawdown Indicators
| DFSCX | DFFVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.07% | -64.21% | +1.14% |
Max Drawdown (1Y)Largest decline over 1 year | -8.17% | -9.70% | +1.53% |
Max Drawdown (3Y)Largest decline over 3 years | -27.01% | -26.09% | -0.92% |
Max Drawdown (5Y)Largest decline over 5 years | -27.01% | -26.09% | -0.92% |
Max Drawdown (10Y)Largest decline over 10 years | -46.88% | -50.75% | +3.87% |
Current DrawdownCurrent decline from peak | -1.81% | -1.06% | -0.75% |
Average DrawdownAverage peak-to-trough decline | -9.87% | -9.65% | -0.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | 2.85% | -0.41% |
Volatility
DFSCX vs. DFFVX - Volatility Comparison
DFA U.S. Micro Cap Portfolio (DFSCX) and DFA U.S. Targeted Value Portfolio Institutional Class (DFFVX) have volatilities of 3.50% and 3.34%, 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.
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Volatility by Period
| DFSCX | DFFVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.50% | 3.34% | +0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 11.51% | 10.49% | +1.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.27% | 16.35% | +0.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.84% | 21.26% | -0.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.59% | 23.55% | -0.96% |
DFSCX vs. DFFVX - Expense Ratio Comparison
DFSCX has a 0.41% expense ratio, which is higher than DFFVX's 0.29% expense ratio.
Dividends
DFSCX vs. DFFVX - Dividend Comparison
DFSCX's dividend yield for the trailing twelve months is around 0.86%, less than DFFVX's 1.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFFVX DFA U.S. Targeted Value Portfolio Institutional Class | 1.49% | 1.69% | 1.40% | 2.26% | 5.17% | 2.74% | 1.52% | 3.82% | 5.95% | 5.16% | 3.95% | 5.84% |
DFSCX DFA U.S. Micro Cap Portfolio | 0.86% | 1.03% | 0.97% | 2.48% | 5.16% | 10.77% | 0.87% | 2.80% | 5.50% | 5.05% | 0.90% | 6.33% |
Frequently Asked Questions
With a correlation of 0.94, DFSCX and DFFVX 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.
DFSCX has higher volatility (3.50%) compared to DFFVX (3.34%). In terms of maximum drawdown, DFSCX dropped -63.07% vs DFFVX's -64.21%.
DFSCX currently has the higher Sharpe Ratio (2.13 vs 2.03), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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