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DFSCX vs. DFUSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DFSCX vs. DFUSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA U.S. Micro Cap Portfolio (DFSCX) and DFA U.S. Large Company Portfolio (DFUSX). The values are adjusted to include any dividend payments, if applicable.

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DFSCX vs. DFUSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
DFUSX
DFA U.S. Large Company Portfolio
-7.05%17.76%24.91%26.28%-18.14%28.53%18.41%32.08%-4.45%21.04%

Returns By Period

In the year-to-date period, DFSCX achieves a 1.62% return, which is significantly higher than DFUSX's -7.05% return. Over the past 10 years, DFSCX has underperformed DFUSX with an annualized return of 9.92%, while DFUSX has yielded a comparatively higher 13.60% 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%

DFUSX

1D
-0.40%
1M
-7.66%
YTD
-7.05%
6M
-4.63%
1Y
14.38%
3Y*
17.12%
5Y*
11.34%
10Y*
13.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DFSCX vs. DFUSX - Expense Ratio Comparison

DFSCX has a 0.41% expense ratio, which is higher than DFUSX's 0.08% expense ratio.


Return for Risk

DFSCX vs. DFUSX — Risk / Return Rank

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

DFSCX
DFSCX Risk / Return Rank: 5858
Overall Rank
DFSCX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
DFSCX Sortino Ratio Rank: 6363
Sortino Ratio Rank
DFSCX Omega Ratio Rank: 5252
Omega Ratio Rank
DFSCX Calmar Ratio Rank: 6262
Calmar Ratio Rank
DFSCX Martin Ratio Rank: 6060
Martin Ratio Rank

DFUSX
DFUSX Risk / Return Rank: 4343
Overall Rank
DFUSX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
DFUSX Sortino Ratio Rank: 4747
Sortino Ratio Rank
DFUSX Omega Ratio Rank: 5151
Omega Ratio Rank
DFUSX Calmar Ratio Rank: 3232
Calmar Ratio Rank
DFUSX Martin Ratio Rank: 4141
Martin Ratio Rank
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.

DFSCX vs. DFUSX - 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. Large Company Portfolio (DFUSX). 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.


DFSCXDFUSXDifference

Sharpe ratio

Return per unit of total volatility

1.02

0.85

+0.17

Sortino ratio

Return per unit of downside risk

1.57

1.32

+0.25

Omega ratio

Gain probability vs. loss probability

1.21

1.20

0.00

Calmar ratio

Return relative to maximum drawdown

1.40

0.87

+0.53

Martin ratio

Return relative to average drawdown

5.67

4.25

+1.42

DFSCX vs. DFUSX - Sharpe Ratio Comparison

The current DFSCX Sharpe Ratio is 1.02, which is comparable to the DFUSX Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of DFSCX and DFUSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DFSCXDFUSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

0.85

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.68

-0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.76

-0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.42

+0.17

Correlation

The correlation between DFSCX and DFUSX is 0.80, 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. DFUSX - Dividend Comparison

DFSCX's dividend yield for the trailing twelve months is around 0.94%, less than DFUSX's 1.14% yield.


TTM20252024202320222021202020192018201720162015
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%
DFUSX
DFA U.S. Large Company Portfolio
1.14%1.04%1.24%4.17%6.24%6.57%3.82%2.74%2.64%1.56%1.95%2.87%

Drawdowns

DFSCX vs. DFUSX - Drawdown Comparison

The maximum DFSCX drawdown since its inception was -63.07%, which is greater than DFUSX's maximum drawdown of -54.96%. Use the drawdown chart below to compare losses from any high point for DFSCX and DFUSX.


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Drawdown Indicators


DFSCXDFUSXDifference

Max Drawdown

Largest peak-to-trough decline

-63.07%

-54.96%

-8.11%

Max Drawdown (1Y)

Largest decline over 1 year

-13.51%

-12.10%

-1.41%

Max Drawdown (5Y)

Largest decline over 5 years

-27.01%

-24.58%

-2.43%

Max Drawdown (10Y)

Largest decline over 10 years

-46.88%

-33.79%

-13.09%

Current Drawdown

Current decline from peak

-7.45%

-8.88%

+1.43%

Average Drawdown

Average peak-to-trough decline

-9.95%

-10.66%

+0.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.46%

2.62%

+0.84%

Volatility

DFSCX vs. DFUSX - Volatility Comparison

DFA U.S. Micro Cap Portfolio (DFSCX) has a higher volatility of 5.39% compared to DFA U.S. Large Company Portfolio (DFUSX) at 4.25%. This indicates that DFSCX's price experiences larger fluctuations and is considered to be riskier than DFUSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DFSCXDFUSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.39%

4.25%

+1.14%

Volatility (6M)

Calculated over the trailing 6-month period

12.53%

8.64%

+3.89%

Volatility (1Y)

Calculated over the trailing 1-year period

22.14%

17.96%

+4.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.09%

16.83%

+4.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.63%

18.03%

+4.60%