DFSCX vs. DISVX
Compare and contrast key facts about DFA U.S. Micro Cap Portfolio (DFSCX) and DFA International Small Cap Value Portfolio (DISVX).
DFSCX is managed by Dimensional. It was launched on Dec 23, 1981. DISVX is managed by Dimensional. It was launched on Dec 28, 1994.
Performance
DFSCX vs. DISVX - Performance Comparison
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DFSCX vs. DISVX - 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% |
DISVX DFA International Small Cap Value Portfolio | 0.00% | 52.17% | 7.88% | 17.58% | -9.80% | 15.84% | 0.82% | 21.04% | -23.36% | 25.41% |
Returns By Period
Both investments have delivered pretty close results over the past 10 years, with DFSCX having a 9.92% annualized return and DISVX not far ahead at 10.01%.
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%
DISVX
- 1D
- -0.35%
- 1M
- -12.61%
- YTD
- 0.00%
- 6M
- 7.44%
- 1Y
- 37.90%
- 3Y*
- 21.91%
- 5Y*
- 13.28%
- 10Y*
- 10.01%
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DFSCX vs. DISVX - Expense Ratio Comparison
DFSCX has a 0.41% expense ratio, which is lower than DISVX's 0.46% expense ratio.
Return for Risk
DFSCX vs. DISVX — Risk / Return Rank
DFSCX
DISVX
DFSCX vs. DISVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Micro Cap Portfolio (DFSCX) and DFA International Small Cap Value Portfolio (DISVX). 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 | DISVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.02 | 2.26 | -1.24 |
Sortino ratioReturn per unit of downside risk | 1.57 | 2.78 | -1.21 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.45 | -0.24 |
Calmar ratioReturn relative to maximum drawdown | 1.40 | 2.59 | -1.19 |
Martin ratioReturn relative to average drawdown | 5.67 | 10.39 | -4.73 |
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 | DISVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.02 | 2.26 | -1.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.84 | -0.50 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.60 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.50 | +0.08 |
Correlation
The correlation between DFSCX and DISVX is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
DFSCX vs. DISVX - Dividend Comparison
DFSCX's dividend yield for the trailing twelve months is around 0.94%, less than DISVX's 7.21% 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% |
DISVX DFA International Small Cap Value Portfolio | 7.21% | 7.17% | 4.56% | 3.87% | 2.40% | 3.51% | 1.84% | 3.97% | 5.91% | 3.77% | 5.85% | 3.51% |
Drawdowns
DFSCX vs. DISVX - Drawdown Comparison
The maximum DFSCX drawdown since its inception was -63.07%, roughly equal to the maximum DISVX drawdown of -61.57%. Use the drawdown chart below to compare losses from any high point for DFSCX and DISVX.
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Drawdown Indicators
| DFSCX | DISVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.07% | -61.57% | -1.50% |
Max Drawdown (1Y)Largest decline over 1 year | -13.51% | -13.26% | -0.25% |
Max Drawdown (5Y)Largest decline over 5 years | -27.01% | -27.43% | +0.42% |
Max Drawdown (10Y)Largest decline over 10 years | -46.88% | -49.24% | +2.36% |
Current DrawdownCurrent decline from peak | -7.45% | -12.61% | +5.16% |
Average DrawdownAverage peak-to-trough decline | -9.95% | -12.24% | +2.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.46% | 3.30% | +0.16% |
Volatility
DFSCX vs. DISVX - Volatility Comparison
The current volatility for DFA U.S. Micro Cap Portfolio (DFSCX) is 5.39%, while DFA International Small Cap Value Portfolio (DISVX) has a volatility of 6.40%. This indicates that DFSCX experiences smaller price fluctuations and is considered to be less risky than DISVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFSCX | DISVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.39% | 6.40% | -1.01% |
Volatility (6M)Calculated over the trailing 6-month period | 12.53% | 10.69% | +1.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.14% | 16.28% | +5.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.09% | 15.93% | +5.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.63% | 16.71% | +5.92% |