DFSCX vs. RWJ
Compare and contrast key facts about DFA U.S. Micro Cap Portfolio (DFSCX) and Invesco S&P SmallCap 600 Revenue ETF (RWJ).
DFSCX is managed by Dimensional Fund Advisors LP. It was launched on Dec 23, 1981. RWJ is a passively managed fund by Invesco that tracks the performance of the S&P SmallCap 600 Revenue-Weighted Index. It was launched on Feb 22, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFSCX or RWJ.
Correlation
The correlation between DFSCX and RWJ is 0.92, 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.
Performance
DFSCX vs. RWJ - Performance Comparison
Key characteristics
DFSCX:
0.58
RWJ:
0.54
DFSCX:
0.98
RWJ:
0.93
DFSCX:
1.12
RWJ:
1.11
DFSCX:
0.21
RWJ:
1.14
DFSCX:
3.12
RWJ:
2.79
DFSCX:
3.76%
RWJ:
4.15%
DFSCX:
20.32%
RWJ:
21.37%
DFSCX:
-97.78%
RWJ:
-55.97%
DFSCX:
-47.92%
RWJ:
-7.76%
Returns By Period
The year-to-date returns for both stocks are quite close, with DFSCX having a 11.38% return and RWJ slightly lower at 11.20%. Over the past 10 years, DFSCX has underperformed RWJ with an annualized return of 8.53%, while RWJ has yielded a comparatively higher 10.26% annualized return.
DFSCX
11.38%
-7.31%
10.82%
10.92%
10.34%
8.53%
RWJ
11.20%
-5.53%
13.27%
11.04%
16.28%
10.26%
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DFSCX vs. RWJ - Expense Ratio Comparison
DFSCX has a 0.41% expense ratio, which is higher than RWJ's 0.39% expense ratio.
Risk-Adjusted Performance
DFSCX vs. RWJ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Micro Cap Portfolio (DFSCX) and Invesco S&P SmallCap 600 Revenue ETF (RWJ). 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. RWJ - Dividend Comparison
DFSCX's dividend yield for the trailing twelve months is around 0.74%, less than RWJ's 1.15% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFSCX DFA U.S. Micro Cap Portfolio | 0.74% | 1.04% | 1.08% | 0.92% | 0.87% | 0.81% | 0.83% | 0.78% | 0.74% | 0.89% | 0.71% | 0.52% |
RWJ Invesco S&P SmallCap 600 Revenue ETF | 1.15% | 1.34% | 1.02% | 0.61% | 0.89% | 1.22% | 1.44% | 0.91% | 0.60% | 0.74% | 0.57% | 1.27% |
Drawdowns
DFSCX vs. RWJ - Drawdown Comparison
The maximum DFSCX drawdown since its inception was -97.78%, which is greater than RWJ's maximum drawdown of -55.97%. Use the drawdown chart below to compare losses from any high point for DFSCX and RWJ. For additional features, visit the drawdowns tool.
Volatility
DFSCX vs. RWJ - Volatility Comparison
The current volatility for DFA U.S. Micro Cap Portfolio (DFSCX) is 5.60%, while Invesco S&P SmallCap 600 Revenue ETF (RWJ) has a volatility of 5.92%. This indicates that DFSCX experiences smaller price fluctuations and is considered to be less risky than RWJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.