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DFSCX vs. RWJ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DFSCX and RWJ is 0.76, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

DFSCX vs. RWJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA U.S. Micro Cap Portfolio (DFSCX) and Invesco S&P SmallCap 600 Revenue ETF (RWJ). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%600.00%NovemberDecember2025FebruaryMarchApril
148.80%
453.78%
DFSCX
RWJ

Key characteristics

Sharpe Ratio

DFSCX:

-0.07

RWJ:

-0.16

Sortino Ratio

DFSCX:

0.06

RWJ:

-0.04

Omega Ratio

DFSCX:

1.01

RWJ:

0.99

Calmar Ratio

DFSCX:

-0.07

RWJ:

-0.14

Martin Ratio

DFSCX:

-0.20

RWJ:

-0.46

Ulcer Index

DFSCX:

8.76%

RWJ:

8.79%

Daily Std Dev

DFSCX:

23.83%

RWJ:

25.83%

Max Drawdown

DFSCX:

-66.04%

RWJ:

-55.97%

Current Drawdown

DFSCX:

-19.75%

RWJ:

-21.48%

Returns By Period

In the year-to-date period, DFSCX achieves a -12.08% return, which is significantly higher than RWJ's -15.34% return. Over the past 10 years, DFSCX has underperformed RWJ with an annualized return of 3.29%, while RWJ has yielded a comparatively higher 8.14% annualized return.


DFSCX

YTD

-12.08%

1M

-5.60%

6M

-9.99%

1Y

-0.78%

5Y*

12.61%

10Y*

3.29%

RWJ

YTD

-15.34%

1M

-7.76%

6M

-12.85%

1Y

-2.73%

5Y*

22.12%

10Y*

8.14%

*Annualized

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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.


Expense ratio chart for DFSCX: current value is 0.41%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DFSCX: 0.41%
Expense ratio chart for RWJ: current value is 0.39%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
RWJ: 0.39%

Risk-Adjusted Performance

DFSCX vs. RWJ — Risk-Adjusted Performance Rank

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

DFSCX
The Risk-Adjusted Performance Rank of DFSCX is 1818
Overall Rank
The Sharpe Ratio Rank of DFSCX is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of DFSCX is 1919
Sortino Ratio Rank
The Omega Ratio Rank of DFSCX is 1919
Omega Ratio Rank
The Calmar Ratio Rank of DFSCX is 1616
Calmar Ratio Rank
The Martin Ratio Rank of DFSCX is 1717
Martin Ratio Rank

RWJ
The Risk-Adjusted Performance Rank of RWJ is 1212
Overall Rank
The Sharpe Ratio Rank of RWJ is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of RWJ is 1313
Sortino Ratio Rank
The Omega Ratio Rank of RWJ is 1313
Omega Ratio Rank
The Calmar Ratio Rank of RWJ is 1111
Calmar Ratio Rank
The Martin Ratio Rank of RWJ is 1111
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for DFSCX, currently valued at -0.07, compared to the broader market-1.000.001.002.003.00
DFSCX: -0.07
RWJ: -0.16
The chart of Sortino ratio for DFSCX, currently valued at 0.06, compared to the broader market-2.000.002.004.006.008.00
DFSCX: 0.06
RWJ: -0.04
The chart of Omega ratio for DFSCX, currently valued at 1.01, compared to the broader market0.501.001.502.002.503.00
DFSCX: 1.01
RWJ: 0.99
The chart of Calmar ratio for DFSCX, currently valued at -0.07, compared to the broader market0.002.004.006.008.0010.00
DFSCX: -0.07
RWJ: -0.14
The chart of Martin ratio for DFSCX, currently valued at -0.20, compared to the broader market0.0010.0020.0030.0040.0050.00
DFSCX: -0.20
RWJ: -0.46

The current DFSCX Sharpe Ratio is -0.07, which is higher than the RWJ Sharpe Ratio of -0.16. The chart below compares the historical Sharpe Ratios of DFSCX and RWJ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-0.07
-0.16
DFSCX
RWJ

Dividends

DFSCX vs. RWJ - Dividend Comparison

DFSCX's dividend yield for the trailing twelve months is around 1.15%, less than RWJ's 1.36% yield.


TTM20242023202220212020201920182017201620152014
DFSCX
DFA U.S. Micro Cap Portfolio
1.15%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
1.36%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.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-19.75%
-21.48%
DFSCX
RWJ

Volatility

DFSCX vs. RWJ - Volatility Comparison

The current volatility for DFA U.S. Micro Cap Portfolio (DFSCX) is 13.81%, while Invesco S&P SmallCap 600 Revenue ETF (RWJ) has a volatility of 16.14%. 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
13.81%
16.14%
DFSCX
RWJ