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 0.76, 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.
Performance
DFSCX vs. RWJ - Performance Comparison
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Key characteristics
DFSCX:
0.08
RWJ:
-0.06
DFSCX:
0.30
RWJ:
0.08
DFSCX:
1.04
RWJ:
1.01
DFSCX:
0.07
RWJ:
-0.07
DFSCX:
0.20
RWJ:
-0.21
DFSCX:
9.70%
RWJ:
9.97%
DFSCX:
24.12%
RWJ:
26.44%
DFSCX:
-66.04%
RWJ:
-55.97%
DFSCX:
-12.93%
RWJ:
-17.25%
Returns By Period
In the year-to-date period, DFSCX achieves a -4.61% return, which is significantly higher than RWJ's -10.78% return. Over the past 10 years, DFSCX has underperformed RWJ with an annualized return of 4.24%, while RWJ has yielded a comparatively higher 8.69% annualized return.
DFSCX
-4.61%
14.73%
-8.44%
1.83%
6.94%
12.64%
4.24%
RWJ
-10.78%
11.57%
-12.29%
-1.60%
5.25%
20.43%
8.69%
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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.
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Dividends
DFSCX vs. RWJ - Dividend Comparison
DFSCX's dividend yield for the trailing twelve months is around 1.06%, less than RWJ's 1.29% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFSCX DFA U.S. Micro Cap Portfolio | 1.06% | 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 | 1.29% | 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.
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Volatility
DFSCX vs. RWJ - Volatility Comparison
The current volatility for DFA U.S. Micro Cap Portfolio (DFSCX) is 5.52%, while Invesco S&P SmallCap 600 Revenue ETF (RWJ) has a volatility of 7.34%. 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.
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