DFSIX vs. DFSVX
Compare and contrast key facts about DFA U.S. Sustainability Core 1 Portfolio (DFSIX) and DFA U.S. Small Cap Value Portfolio I (DFSVX).
DFSIX is managed by Dimensional. It was launched on Mar 12, 2008. DFSVX is managed by Dimensional. It was launched on Mar 2, 1993.
Performance
DFSIX vs. DFSVX - Performance Comparison
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DFSIX vs. DFSVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFSIX DFA U.S. Sustainability Core 1 Portfolio | -8.15% | 15.92% | 23.19% | 25.70% | -17.85% | 27.38% | 21.25% | 32.52% | -6.72% | 20.80% |
DFSVX DFA U.S. Small Cap Value Portfolio I | 4.70% | 8.37% | 9.58% | 19.02% | -3.57% | 39.97% | 2.24% | 18.15% | -15.13% | 6.82% |
Returns By Period
In the year-to-date period, DFSIX achieves a -8.15% return, which is significantly lower than DFSVX's 4.70% return. Over the past 10 years, DFSIX has outperformed DFSVX with an annualized return of 13.25%, while DFSVX has yielded a comparatively lower 10.61% annualized return.
DFSIX
- 1D
- -0.40%
- 1M
- -8.45%
- YTD
- -8.15%
- 6M
- -5.85%
- 1Y
- 12.48%
- 3Y*
- 15.73%
- 5Y*
- 9.81%
- 10Y*
- 13.25%
DFSVX
- 1D
- -0.56%
- 1M
- -5.28%
- YTD
- 4.70%
- 6M
- 8.23%
- 1Y
- 23.60%
- 3Y*
- 13.98%
- 5Y*
- 9.57%
- 10Y*
- 10.61%
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DFSIX vs. DFSVX - Expense Ratio Comparison
DFSIX has a 0.18% expense ratio, which is lower than DFSVX's 0.30% expense ratio.
Return for Risk
DFSIX vs. DFSVX — Risk / Return Rank
DFSIX
DFSVX
DFSIX vs. DFSVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Sustainability Core 1 Portfolio (DFSIX) and DFA U.S. Small Cap Value Portfolio I (DFSVX). 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.
| DFSIX | DFSVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.71 | 1.03 | -0.32 |
Sortino ratioReturn per unit of downside risk | 1.13 | 1.55 | -0.41 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.22 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.68 | 1.34 | -0.66 |
Martin ratioReturn relative to average drawdown | 2.99 | 4.99 | -2.00 |
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
| DFSIX | DFSVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.71 | 1.03 | -0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.44 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.45 | +0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.51 | +0.02 |
Correlation
The correlation between DFSIX and DFSVX is 0.89, 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
DFSIX vs. DFSVX - Dividend Comparison
DFSIX's dividend yield for the trailing twelve months is around 0.97%, less than DFSVX's 1.66% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFSIX DFA U.S. Sustainability Core 1 Portfolio | 0.97% | 0.88% | 0.99% | 1.21% | 1.35% | 2.13% | 1.19% | 2.02% | 2.31% | 1.92% | 1.85% | 2.13% |
DFSVX DFA U.S. Small Cap Value Portfolio I | 1.66% | 1.69% | 1.47% | 3.67% | 6.77% | 10.40% | 1.96% | 2.83% | 7.54% | 5.18% | 4.18% | 5.29% |
Drawdowns
DFSIX vs. DFSVX - Drawdown Comparison
The maximum DFSIX drawdown since its inception was -53.77%, smaller than the maximum DFSVX drawdown of -66.70%. Use the drawdown chart below to compare losses from any high point for DFSIX and DFSVX.
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Drawdown Indicators
| DFSIX | DFSVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.77% | -66.70% | +12.93% |
Max Drawdown (1Y)Largest decline over 1 year | -12.65% | -15.11% | +2.46% |
Max Drawdown (5Y)Largest decline over 5 years | -25.16% | -27.69% | +2.53% |
Max Drawdown (10Y)Largest decline over 10 years | -35.68% | -52.12% | +16.44% |
Current DrawdownCurrent decline from peak | -10.36% | -7.77% | -2.59% |
Average DrawdownAverage peak-to-trough decline | -6.95% | -9.51% | +2.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.02% | 4.14% | -1.12% |
Volatility
DFSIX vs. DFSVX - Volatility Comparison
The current volatility for DFA U.S. Sustainability Core 1 Portfolio (DFSIX) is 4.57%, while DFA U.S. Small Cap Value Portfolio I (DFSVX) has a volatility of 5.00%. This indicates that DFSIX experiences smaller price fluctuations and is considered to be less risky than DFSVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFSIX | DFSVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.57% | 5.00% | -0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 9.33% | 12.75% | -3.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.82% | 23.31% | -4.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.52% | 21.67% | -4.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.24% | 23.92% | -5.68% |