DFSIX vs. ESGV

Last updated Apr 1, 2026

Compare and contrast key facts about DFA U.S. Sustainability Core 1 Portfolio (DFSIX) and Vanguard ESG U.S. Stock ETF (ESGV).

DFSIX is managed by Dimensional. It was launched on Mar 12, 2008. ESGV is a passively managed fund by Vanguard that tracks the performance of the FTSE US All Cap Choice Index. It was launched on Sep 18, 2018.

Performance

DFSIX vs. ESGV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA U.S. Sustainability Core 1 Portfolio (DFSIX) and Vanguard ESG U.S. Stock ETF (ESGV). The values are adjusted to include any dividend payments, if applicable.

DFSIX vs. ESGV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
DFSIX DFA U.S. Sustainability Core 1 Portfolio	-8.15%	15.92%	23.19%	25.70%	-17.85%	27.38%	21.25%	32.52%	-16.81%
ESGV Vanguard ESG U.S. Stock ETF	-6.94%	16.48%	24.69%	30.79%	-24.04%	26.55%	25.69%	33.36%	-14.59%

Returns By Period

In the year-to-date period, DFSIX achieves a -8.15% return, which is significantly lower than ESGV's -6.94% 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%

ESGV

• 1D: 3.40%
• 1M: -5.45%
• YTD: -6.94%
• 6M: -4.73%
• 1Y: 15.76%
• 3Y*: 17.42%
• 5Y*: 9.75%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DFSIX vs. ESGV - Expense Ratio Comparison

DFSIX has a 0.18% expense ratio, which is higher than ESGV's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

DFSIX

DFA U.S. Sustainability Core 1 Portfolio

ESGV

Vanguard ESG U.S. Stock ETF

Return for Risk

DFSIX vs. ESGV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DFSIX

DFSIX Risk / Return Rank: 30
DFSIX Sharpe Ratio Rank: 31
DFSIX Sortino Ratio Rank: 34
DFSIX Omega Ratio Rank: 35
DFSIX Calmar Ratio Rank: 23
DFSIX Martin Ratio Rank: 28

ESGV

ESGV Risk / Return Rank: 54
ESGV Sharpe Ratio Rank: 47
ESGV Sortino Ratio Rank: 51
ESGV Omega Ratio Rank: 53
ESGV Calmar Ratio Rank: 57
ESGV Martin Ratio Rank: 58

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DFSIX vs. ESGV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Sustainability Core 1 Portfolio (DFSIX) and Vanguard ESG U.S. Stock ETF (ESGV). 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	ESGV	Difference
Sharpe ratio Return per unit of total volatility	0.71	0.81	-0.11
Sortino ratio Return per unit of downside risk	1.13	1.29	-0.15
Omega ratio Gain probability vs. loss probability	1.16	1.19	-0.02
Calmar ratio Return relative to maximum drawdown	0.68	1.33	-0.64
Martin ratio Return relative to average drawdown	2.99	5.29	-2.30
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DFSIX vs. ESGV - Sharpe Ratio Comparison

The current DFSIX Sharpe Ratio is 0.71, which is comparable to the ESGV Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of DFSIX and ESGV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	DFSIX	ESGV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.71	0.81	-0.11
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.56	0.54	+0.03
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.73	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.54	0.61	-0.07

Correlation

The correlation between DFSIX and ESGV is 0.97, 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. ESGV - Dividend Comparison

DFSIX's dividend yield for the trailing twelve months is around 0.97%, less than ESGV's 1.01% 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%
ESGV Vanguard ESG U.S. Stock ETF	1.01%	0.91%	1.04%	1.16%	1.42%	0.95%	1.11%	1.27%	0.28%	0.00%	0.00%	0.00%

Drawdowns

DFSIX vs. ESGV - Drawdown Comparison

The maximum DFSIX drawdown since its inception was -53.77%, which is greater than ESGV's maximum drawdown of -33.66%. Use the drawdown chart below to compare losses from any high point for DFSIX and ESGV.

Drawdown Indicators

	DFSIX	ESGV	Difference
Max Drawdown Largest peak-to-trough decline	-53.77%	-33.66%	-20.11%
Max Drawdown (1Y) Largest decline over 1 year	-12.65%	-12.28%	-0.37%
Max Drawdown (5Y) Largest decline over 5 years	-25.16%	-28.81%	+3.65%
Max Drawdown (10Y) Largest decline over 10 years	-35.68%	—	—
Current Drawdown Current decline from peak	-10.36%	-8.60%	-1.76%
Average Drawdown Average peak-to-trough decline	-6.95%	-6.55%	-0.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.02%	3.08%	-0.06%

Volatility

DFSIX vs. ESGV - Volatility Comparison

The current volatility for DFA U.S. Sustainability Core 1 Portfolio (DFSIX) is 4.57%, while Vanguard ESG U.S. Stock ETF (ESGV) has a volatility of 6.09%. This indicates that DFSIX experiences smaller price fluctuations and is considered to be less risky than ESGV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DFSIX	ESGV	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.57%	6.09%	-1.52%
Volatility (6M) Calculated over the trailing 6-month period	9.33%	10.58%	-1.25%
Volatility (1Y) Calculated over the trailing 1-year period	18.82%	19.47%	-0.65%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.52%	18.33%	-0.81%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.24%	20.72%	-2.48%