DFSTX vs. DESIX
Compare and contrast key facts about DFA U.S. Small Cap Portfolio (DFSTX) and DFA Emerging Markets Sustainability Core 1 Portfolio (DESIX).
DFSTX is managed by Dimensional. It was launched on Mar 19, 1992. DESIX is managed by Dimensional. It was launched on Mar 26, 2018.
Performance
DFSTX vs. DESIX - Performance Comparison
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DFSTX vs. DESIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
DFSTX DFA U.S. Small Cap Portfolio | -0.13% | 8.07% | 11.50% | 17.66% | -13.50% | 30.50% | 11.19% | 21.78% | -17.62% |
DESIX DFA Emerging Markets Sustainability Core 1 Portfolio | -1.30% | 27.87% | 6.66% | 14.24% | -18.07% | 24.59% | 14.05% | 16.69% | -6.48% |
Returns By Period
In the year-to-date period, DFSTX achieves a -0.13% return, which is significantly higher than DESIX's -1.30% return.
DFSTX
- 1D
- -0.91%
- 1M
- -7.67%
- YTD
- -0.13%
- 6M
- 1.57%
- 1Y
- 17.08%
- 3Y*
- 11.14%
- 5Y*
- 6.19%
- 10Y*
- 9.69%
DESIX
- 1D
- -1.13%
- 1M
- -11.90%
- YTD
- -1.30%
- 6M
- 0.35%
- 1Y
- 24.39%
- 3Y*
- 13.31%
- 5Y*
- 8.46%
- 10Y*
- —
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DFSTX vs. DESIX - Expense Ratio Comparison
DFSTX has a 0.27% expense ratio, which is lower than DESIX's 0.46% expense ratio.
Return for Risk
DFSTX vs. DESIX — Risk / Return Rank
DFSTX
DESIX
DFSTX vs. DESIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Small Cap Portfolio (DFSTX) and DFA Emerging Markets Sustainability Core 1 Portfolio (DESIX). 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.
| DFSTX | DESIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 1.54 | -0.74 |
Sortino ratioReturn per unit of downside risk | 1.27 | 2.03 | -0.76 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.29 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.03 | 1.68 | -0.64 |
Martin ratioReturn relative to average drawdown | 4.16 | 6.42 | -2.26 |
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
| DFSTX | DESIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 1.54 | -0.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.47 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.49 | -0.01 |
Correlation
The correlation between DFSTX and DESIX is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
DFSTX vs. DESIX - Dividend Comparison
DFSTX's dividend yield for the trailing twelve months is around 1.09%, less than DESIX's 2.67% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFSTX DFA U.S. Small Cap Portfolio | 1.09% | 1.08% | 1.05% | 2.45% | 5.18% | 6.39% | 1.08% | 3.30% | 5.16% | 4.56% | 3.10% | 5.90% |
DESIX DFA Emerging Markets Sustainability Core 1 Portfolio | 2.67% | 2.63% | 2.79% | 2.85% | 2.51% | 22.49% | 1.38% | 1.99% | 1.21% | 0.00% | 0.00% | 0.00% |
Drawdowns
DFSTX vs. DESIX - Drawdown Comparison
The maximum DFSTX drawdown since its inception was -60.99%, which is greater than DESIX's maximum drawdown of -36.03%. Use the drawdown chart below to compare losses from any high point for DFSTX and DESIX.
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Drawdown Indicators
| DFSTX | DESIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.99% | -36.03% | -24.96% |
Max Drawdown (1Y)Largest decline over 1 year | -13.92% | -12.70% | -1.22% |
Max Drawdown (5Y)Largest decline over 5 years | -25.91% | -29.09% | +3.18% |
Max Drawdown (10Y)Largest decline over 10 years | -44.78% | — | — |
Current DrawdownCurrent decline from peak | -9.09% | -12.70% | +3.61% |
Average DrawdownAverage peak-to-trough decline | -8.80% | -7.86% | -0.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.47% | 3.32% | +0.15% |
Volatility
DFSTX vs. DESIX - Volatility Comparison
The current volatility for DFA U.S. Small Cap Portfolio (DFSTX) is 5.43%, while DFA Emerging Markets Sustainability Core 1 Portfolio (DESIX) has a volatility of 7.33%. This indicates that DFSTX experiences smaller price fluctuations and is considered to be less risky than DESIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFSTX | DESIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.43% | 7.33% | -1.90% |
Volatility (6M)Calculated over the trailing 6-month period | 12.19% | 10.95% | +1.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.77% | 15.51% | +6.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.61% | 18.17% | +2.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.06% | 18.51% | +3.55% |