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

Correlation

The correlation between DFSCX and SPSM is 0.77, 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. SPSM - Performance Comparison

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

50.00%100.00%150.00%200.00%NovemberDecember2025FebruaryMarchApril
57.03%
135.84%
DFSCX
SPSM

Key characteristics

Sharpe Ratio

DFSCX:

-0.07

SPSM:

-0.16

Sortino Ratio

DFSCX:

0.06

SPSM:

-0.07

Omega Ratio

DFSCX:

1.01

SPSM:

0.99

Calmar Ratio

DFSCX:

-0.07

SPSM:

-0.14

Martin Ratio

DFSCX:

-0.20

SPSM:

-0.43

Ulcer Index

DFSCX:

8.76%

SPSM:

8.81%

Daily Std Dev

DFSCX:

23.83%

SPSM:

23.59%

Max Drawdown

DFSCX:

-66.04%

SPSM:

-42.89%

Current Drawdown

DFSCX:

-19.75%

SPSM:

-20.60%

Returns By Period

In the year-to-date period, DFSCX achieves a -12.08% return, which is significantly higher than SPSM's -12.96% return. Over the past 10 years, DFSCX has underperformed SPSM with an annualized return of 3.29%, while SPSM has yielded a comparatively higher 6.41% annualized return.


DFSCX

YTD

-12.08%

1M

-5.60%

6M

-9.99%

1Y

-0.78%

5Y*

12.61%

10Y*

3.29%

SPSM

YTD

-12.96%

1M

-6.55%

6M

-11.63%

1Y

-2.81%

5Y*

13.05%

10Y*

6.41%

*Annualized

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DFSCX vs. SPSM - Expense Ratio Comparison

DFSCX has a 0.41% expense ratio, which is higher than SPSM's 0.05% 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 SPSM: current value is 0.05%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SPSM: 0.05%

Risk-Adjusted Performance

DFSCX vs. SPSM — 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

SPSM
The Risk-Adjusted Performance Rank of SPSM is 1212
Overall Rank
The Sharpe Ratio Rank of SPSM is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of SPSM is 1212
Sortino Ratio Rank
The Omega Ratio Rank of SPSM is 1212
Omega Ratio Rank
The Calmar Ratio Rank of SPSM is 1111
Calmar Ratio Rank
The Martin Ratio Rank of SPSM is 1212
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. SPSM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Micro Cap Portfolio (DFSCX) and SPDR Portfolio S&P 600 Small Cap ETF (SPSM). 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
SPSM: -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
SPSM: -0.07
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
SPSM: 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
SPSM: -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
SPSM: -0.43

The current DFSCX Sharpe Ratio is -0.07, which is higher than the SPSM Sharpe Ratio of -0.16. The chart below compares the historical Sharpe Ratios of DFSCX and SPSM, 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
SPSM

Dividends

DFSCX vs. SPSM - Dividend Comparison

DFSCX's dividend yield for the trailing twelve months is around 1.15%, less than SPSM's 2.16% 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%
SPSM
SPDR Portfolio S&P 600 Small Cap ETF
2.16%1.85%1.61%1.38%1.41%1.17%1.58%1.82%1.51%1.49%2.37%1.70%

Drawdowns

DFSCX vs. SPSM - Drawdown Comparison

The maximum DFSCX drawdown since its inception was -66.04%, which is greater than SPSM's maximum drawdown of -42.89%. Use the drawdown chart below to compare losses from any high point for DFSCX and SPSM. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-19.75%
-20.60%
DFSCX
SPSM

Volatility

DFSCX vs. SPSM - Volatility Comparison

DFA U.S. Micro Cap Portfolio (DFSCX) and SPDR Portfolio S&P 600 Small Cap ETF (SPSM) have volatilities of 13.81% and 14.44%, 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.


4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.81%
14.44%
DFSCX
SPSM