DFSCX vs. FDM
Compare and contrast key facts about DFA U.S. Micro Cap Portfolio (DFSCX) and First Trust Dow Jones Select MicroCap Index Fund (FDM).
DFSCX is managed by Dimensional. It was launched on Dec 23, 1981. FDM is a passively managed fund by First Trust that tracks the performance of the Dow Jones Select Microcap Index. It was launched on Sep 27, 2005.
Performance
DFSCX vs. FDM - Performance Comparison
Loading graphics...
DFSCX vs. FDM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFSCX DFA U.S. Micro Cap Portfolio | 4.23% | 9.65% | 11.43% | 17.93% | -12.49% | 33.70% | 6.61% | 20.68% | -11.60% | 10.92% |
FDM First Trust Dow Jones Select MicroCap Index Fund | 4.15% | 18.64% | 13.00% | 12.76% | -11.61% | 35.08% | -4.04% | 27.45% | -13.53% | 8.72% |
Returns By Period
The year-to-date returns for both stocks are quite close, with DFSCX having a 4.23% return and FDM slightly lower at 4.15%. Over the past 10 years, DFSCX has underperformed FDM with an annualized return of 10.20%, while FDM has yielded a comparatively higher 11.30% annualized return.
DFSCX
- 1D
- 2.57%
- 1M
- -4.04%
- YTD
- 4.23%
- 6M
- 6.58%
- 1Y
- 25.30%
- 3Y*
- 13.49%
- 5Y*
- 7.35%
- 10Y*
- 10.20%
FDM
- 1D
- 0.73%
- 1M
- -3.49%
- YTD
- 4.15%
- 6M
- 10.52%
- 1Y
- 34.37%
- 3Y*
- 17.51%
- 5Y*
- 8.11%
- 10Y*
- 11.30%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DFSCX vs. FDM - Expense Ratio Comparison
DFSCX has a 0.41% expense ratio, which is lower than FDM's 0.60% expense ratio.
Return for Risk
DFSCX vs. FDM — Risk / Return Rank
DFSCX
FDM
DFSCX vs. FDM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Micro Cap Portfolio (DFSCX) and First Trust Dow Jones Select MicroCap Index Fund (FDM). 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 | FDM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.17 | 1.55 | -0.38 |
Sortino ratioReturn per unit of downside risk | 1.76 | 2.25 | -0.49 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.29 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.70 | 2.91 | -1.21 |
Martin ratioReturn relative to average drawdown | 6.80 | 10.02 | -3.22 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| DFSCX | FDM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.17 | 1.55 | -0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | 0.38 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.49 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.34 | +0.25 |
Correlation
The correlation between DFSCX and FDM is 0.93, 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. FDM - Dividend Comparison
DFSCX's dividend yield for the trailing twelve months is around 0.92%, less than FDM's 1.32% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFSCX DFA U.S. Micro Cap Portfolio | 0.92% | 1.03% | 0.97% | 2.48% | 5.16% | 10.77% | 0.87% | 2.80% | 5.50% | 5.05% | 0.90% | 6.33% |
FDM First Trust Dow Jones Select MicroCap Index Fund | 1.32% | 1.43% | 1.56% | 1.81% | 1.80% | 1.08% | 1.68% | 1.37% | 1.26% | 0.97% | 1.13% | 1.45% |
Drawdowns
DFSCX vs. FDM - Drawdown Comparison
The maximum DFSCX drawdown since its inception was -63.07%, roughly equal to the maximum FDM drawdown of -63.45%. Use the drawdown chart below to compare losses from any high point for DFSCX and FDM.
Loading graphics...
Drawdown Indicators
| DFSCX | FDM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.07% | -63.45% | +0.38% |
Max Drawdown (1Y)Largest decline over 1 year | -13.51% | -11.99% | -1.52% |
Max Drawdown (5Y)Largest decline over 5 years | -27.01% | -23.74% | -3.27% |
Max Drawdown (10Y)Largest decline over 10 years | -46.88% | -47.76% | +0.88% |
Current DrawdownCurrent decline from peak | -5.07% | -5.05% | -0.02% |
Average DrawdownAverage peak-to-trough decline | -9.95% | -11.43% | +1.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.37% | 3.48% | -0.11% |
Volatility
DFSCX vs. FDM - Volatility Comparison
DFA U.S. Micro Cap Portfolio (DFSCX) and First Trust Dow Jones Select MicroCap Index Fund (FDM) have volatilities of 6.03% and 6.34%, 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.
Loading graphics...
Volatility by Period
| DFSCX | FDM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.03% | 6.34% | -0.31% |
Volatility (6M)Calculated over the trailing 6-month period | 12.77% | 14.19% | -1.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.23% | 22.29% | -0.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.12% | 21.53% | -0.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.64% | 23.33% | -0.69% |