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 0.91, 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:
0.74
RWJ:
0.81
DFSCX:
1.20
RWJ:
1.28
DFSCX:
1.14
RWJ:
1.15
DFSCX:
0.83
RWJ:
1.67
DFSCX:
3.56
RWJ:
4.03
DFSCX:
4.21%
RWJ:
4.22%
DFSCX:
20.11%
RWJ:
20.99%
DFSCX:
-66.04%
RWJ:
-55.97%
DFSCX:
-6.71%
RWJ:
-4.52%
Returns By Period
In the year-to-date period, DFSCX achieves a 2.21% return, which is significantly lower than RWJ's 2.95% return. Over the past 10 years, DFSCX has underperformed RWJ with an annualized return of 5.51%, while RWJ has yielded a comparatively higher 10.95% annualized return.
DFSCX
2.21%
2.21%
8.58%
16.55%
8.78%
5.51%
RWJ
2.95%
2.95%
11.65%
18.05%
19.13%
10.95%
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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 Rank
DFSCX
RWJ
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 0.95%, less than RWJ's 1.11% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFSCX DFA U.S. Micro Cap Portfolio | 0.95% | 0.97% | 1.04% | 1.08% | 0.92% | 0.87% | 0.81% | 0.83% | 0.78% | 0.74% | 0.89% | 0.71% |
RWJ Invesco S&P SmallCap 600 Revenue ETF | 1.11% | 1.15% | 1.34% | 1.02% | 0.61% | 0.89% | 1.22% | 1.44% | 0.91% | 0.60% | 0.74% | 0.57% |
Drawdowns
DFSCX vs. RWJ - Drawdown Comparison
The maximum DFSCX drawdown since its inception was -66.04%, 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
DFA U.S. Micro Cap Portfolio (DFSCX) and Invesco S&P SmallCap 600 Revenue ETF (RWJ) have volatilities of 4.40% and 4.24%, 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.