DFSCX vs. SPSM
Compare and contrast key facts about DFA U.S. Micro Cap Portfolio (DFSCX) and SPDR Portfolio S&P 600 Small Cap ETF (SPSM).
DFSCX is managed by Dimensional Fund Advisors LP. It was launched on Dec 23, 1981. SPSM is a passively managed fund by State Street that tracks the performance of the S&P SmallCap 600 Index. It was launched on Jul 8, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFSCX or SPSM.
Correlation
The correlation between DFSCX and SPSM is 0.95, 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. SPSM - Performance Comparison
Key characteristics
DFSCX:
0.74
SPSM:
0.69
DFSCX:
1.20
SPSM:
1.12
DFSCX:
1.14
SPSM:
1.14
DFSCX:
0.83
SPSM:
1.14
DFSCX:
3.56
SPSM:
3.32
DFSCX:
4.21%
SPSM:
4.05%
DFSCX:
20.11%
SPSM:
19.30%
DFSCX:
-66.04%
SPSM:
-42.89%
DFSCX:
-6.71%
SPSM:
-6.10%
Returns By Period
In the year-to-date period, DFSCX achieves a 2.21% return, which is significantly lower than SPSM's 2.94% return. Over the past 10 years, DFSCX has underperformed SPSM with an annualized return of 5.51%, while SPSM has yielded a comparatively higher 8.83% annualized return.
DFSCX
2.21%
2.21%
8.58%
16.55%
8.78%
5.51%
SPSM
2.94%
2.94%
8.07%
15.04%
9.92%
8.83%
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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.
Risk-Adjusted Performance
DFSCX vs. SPSM — Risk-Adjusted Performance Rank
DFSCX
SPSM
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.
Dividends
DFSCX vs. SPSM - Dividend Comparison
DFSCX's dividend yield for the trailing twelve months is around 0.95%, less than SPSM's 1.79% 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% |
SPSM SPDR Portfolio S&P 600 Small Cap ETF | 1.79% | 1.85% | 1.61% | 1.38% | 1.41% | 1.34% | 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.
Volatility
DFSCX vs. SPSM - Volatility Comparison
DFA U.S. Micro Cap Portfolio (DFSCX) has a higher volatility of 4.40% compared to SPDR Portfolio S&P 600 Small Cap ETF (SPSM) at 4.10%. This indicates that DFSCX's price experiences larger fluctuations and is considered to be riskier than SPSM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.