DFSCX vs. DFSVX
Compare and contrast key facts about DFA U.S. Micro Cap Portfolio (DFSCX) and DFA U.S. Small Cap Value Portfolio I (DFSVX).
DFSCX is managed by Dimensional Fund Advisors LP. It was launched on Dec 23, 1981. DFSVX is managed by Dimensional Fund Advisors LP. It was launched on Mar 2, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFSCX or DFSVX.
Performance
DFSCX vs. DFSVX - Performance Comparison
Returns By Period
In the year-to-date period, DFSCX achieves a 16.14% return, which is significantly higher than DFSVX's 14.27% return. Both investments have delivered pretty close results over the past 10 years, with DFSCX having a 9.36% annualized return and DFSVX not far behind at 9.27%.
DFSCX
16.14%
3.06%
11.25%
29.66%
12.62%
9.36%
DFSVX
14.27%
2.61%
9.01%
27.31%
14.69%
9.27%
Key characteristics
| DFSCX | DFSVX | |
|---|---|---|
| Sharpe Ratio | 1.47 | 1.39 |
| Sortino Ratio | 2.23 | 2.10 |
| Omega Ratio | 1.26 | 1.26 |
| Calmar Ratio | 0.51 | 2.77 |
| Martin Ratio | 8.50 | 7.58 |
| Ulcer Index | 3.54% | 3.65% |
| Daily Std Dev | 20.40% | 19.97% |
| Max Drawdown | -97.78% | -66.70% |
| Current Drawdown | -45.69% | -3.35% |
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DFSCX vs. DFSVX - Expense Ratio Comparison
DFSCX has a 0.41% expense ratio, which is higher than DFSVX's 0.30% expense ratio.
Correlation
The correlation between DFSCX and DFSVX is 0.96, 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.
Risk-Adjusted Performance
DFSCX vs. DFSVX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Micro Cap Portfolio (DFSCX) and DFA U.S. Small Cap Value Portfolio I (DFSVX). 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.
Dividends
DFSCX vs. DFSVX - Dividend Comparison
DFSCX's dividend yield for the trailing twelve months is around 0.97%, less than DFSVX's 3.29% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFSCX DFA U.S. Micro Cap Portfolio | 0.97% | 1.04% | 1.08% | 0.92% | 0.87% | 0.81% | 0.83% | 0.78% | 0.74% | 0.89% | 0.71% | 0.52% |
DFSVX DFA U.S. Small Cap Value Portfolio I | 3.29% | 3.67% | 6.77% | 10.40% | 1.96% | 2.83% | 7.54% | 5.62% | 4.53% | 5.83% | 4.53% | 5.09% |
Drawdowns
DFSCX vs. DFSVX - Drawdown Comparison
The maximum DFSCX drawdown since its inception was -97.78%, which is greater than DFSVX's maximum drawdown of -66.70%. Use the drawdown chart below to compare losses from any high point for DFSCX and DFSVX. For additional features, visit the drawdowns tool.
Volatility
DFSCX vs. DFSVX - Volatility Comparison
DFA U.S. Micro Cap Portfolio (DFSCX) and DFA U.S. Small Cap Value Portfolio I (DFSVX) have volatilities of 8.22% and 7.89%, 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.