DFSCX vs. SPYV
Compare and contrast key facts about DFA U.S. Micro Cap Portfolio (DFSCX) and SPDR Portfolio S&P 500 Value ETF (SPYV).
DFSCX is managed by Dimensional. It was launched on Dec 23, 1981. SPYV is a passively managed fund by State Street that tracks the performance of the S&P 500 Value. It was launched on Sep 25, 2000.
Performance
DFSCX vs. SPYV - Performance Comparison
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DFSCX vs. SPYV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFSCX DFA U.S. Micro Cap Portfolio | 1.62% | 9.65% | 11.43% | 17.93% | -12.49% | 33.70% | 6.61% | 20.68% | -11.60% | 10.92% |
SPYV SPDR Portfolio S&P 500 Value ETF | -0.03% | 13.18% | 12.24% | 22.20% | -5.28% | 24.91% | 1.38% | 31.70% | -9.01% | 15.40% |
Returns By Period
In the year-to-date period, DFSCX achieves a 1.62% return, which is significantly higher than SPYV's -0.03% return. Over the past 10 years, DFSCX has underperformed SPYV with an annualized return of 9.92%, while SPYV has yielded a comparatively higher 11.40% annualized return.
DFSCX
- 1D
- -0.81%
- 1M
- -5.81%
- YTD
- 1.62%
- 6M
- 3.98%
- 1Y
- 22.54%
- 3Y*
- 12.53%
- 5Y*
- 7.14%
- 10Y*
- 9.92%
SPYV
- 1D
- 1.69%
- 1M
- -4.55%
- YTD
- -0.03%
- 6M
- 3.21%
- 1Y
- 12.90%
- 3Y*
- 13.84%
- 5Y*
- 10.46%
- 10Y*
- 11.40%
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DFSCX vs. SPYV - Expense Ratio Comparison
DFSCX has a 0.41% expense ratio, which is higher than SPYV's 0.04% expense ratio.
Return for Risk
DFSCX vs. SPYV — Risk / Return Rank
DFSCX
SPYV
DFSCX vs. SPYV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Micro Cap Portfolio (DFSCX) and SPDR Portfolio S&P 500 Value ETF (SPYV). 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.
| DFSCX | SPYV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.02 | 0.83 | +0.19 |
Sortino ratioReturn per unit of downside risk | 1.57 | 1.25 | +0.32 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.19 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.40 | 1.15 | +0.25 |
Martin ratioReturn relative to average drawdown | 5.67 | 5.45 | +0.21 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DFSCX | SPYV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.02 | 0.83 | +0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.73 | -0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.67 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.41 | +0.18 |
Correlation
The correlation between DFSCX and SPYV is 0.78, 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.
Dividends
DFSCX vs. SPYV - Dividend Comparison
DFSCX's dividend yield for the trailing twelve months is around 0.94%, less than SPYV's 1.82% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFSCX DFA U.S. Micro Cap Portfolio | 0.94% | 1.03% | 0.97% | 2.48% | 5.16% | 10.77% | 0.87% | 2.80% | 5.50% | 5.05% | 0.90% | 6.33% |
SPYV SPDR Portfolio S&P 500 Value ETF | 1.82% | 1.77% | 2.29% | 1.75% | 2.22% | 2.10% | 2.38% | 2.25% | 2.97% | 2.77% | 2.39% | 2.53% |
Drawdowns
DFSCX vs. SPYV - Drawdown Comparison
The maximum DFSCX drawdown since its inception was -63.07%, which is greater than SPYV's maximum drawdown of -58.45%. Use the drawdown chart below to compare losses from any high point for DFSCX and SPYV.
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Drawdown Indicators
| DFSCX | SPYV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.07% | -58.45% | -4.62% |
Max Drawdown (1Y)Largest decline over 1 year | -13.51% | -12.03% | -1.48% |
Max Drawdown (5Y)Largest decline over 5 years | -27.01% | -17.89% | -9.12% |
Max Drawdown (10Y)Largest decline over 10 years | -46.88% | -36.89% | -9.99% |
Current DrawdownCurrent decline from peak | -7.45% | -4.55% | -2.90% |
Average DrawdownAverage peak-to-trough decline | -9.95% | -8.77% | -1.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.46% | 2.54% | +0.92% |
Volatility
DFSCX vs. SPYV - Volatility Comparison
DFA U.S. Micro Cap Portfolio (DFSCX) has a higher volatility of 5.39% compared to SPDR Portfolio S&P 500 Value ETF (SPYV) at 3.84%. This indicates that DFSCX's price experiences larger fluctuations and is considered to be riskier than SPYV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFSCX | SPYV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.39% | 3.84% | +1.55% |
Volatility (6M)Calculated over the trailing 6-month period | 12.53% | 7.76% | +4.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.14% | 15.54% | +6.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.09% | 14.44% | +6.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.63% | 16.96% | +5.67% |