DFSTX vs. DFEOX
Compare and contrast key facts about DFA U.S. Small Cap Portfolio (DFSTX) and DFA US Core Equity 1 Portfolio I (DFEOX).
DFSTX is managed by Dimensional. It was launched on Mar 19, 1992. DFEOX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
DFSTX vs. DFEOX - Performance Comparison
Loading graphics...
DFSTX vs. DFEOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFSTX DFA U.S. Small Cap Portfolio | -0.13% | 8.07% | 11.50% | 17.66% | -13.50% | 30.50% | 11.19% | 21.78% | -13.20% | 11.19% |
DFEOX DFA US Core Equity 1 Portfolio I | -4.34% | 16.00% | 21.35% | 22.97% | -14.99% | 27.51% | 16.44% | 30.20% | -7.81% | 20.26% |
Returns By Period
In the year-to-date period, DFSTX achieves a -0.13% return, which is significantly higher than DFEOX's -4.34% return. Over the past 10 years, DFSTX has underperformed DFEOX with an annualized return of 9.69%, while DFEOX has yielded a comparatively higher 12.94% annualized 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%
DFEOX
- 1D
- -0.49%
- 1M
- -7.30%
- YTD
- -4.34%
- 6M
- -1.81%
- 1Y
- 15.78%
- 3Y*
- 16.13%
- 5Y*
- 10.46%
- 10Y*
- 12.94%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DFSTX vs. DFEOX - Expense Ratio Comparison
DFSTX has a 0.27% expense ratio, which is higher than DFEOX's 0.14% 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%.
Return for Risk
DFSTX vs. DFEOX — Risk / Return Rank
DFSTX
DFEOX
DFSTX vs. DFEOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Small Cap Portfolio (DFSTX) and DFA US Core Equity 1 Portfolio I (DFEOX). 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 | DFEOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 0.93 | -0.13 |
Sortino ratioReturn per unit of downside risk | 1.27 | 1.43 | -0.15 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.22 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.03 | 0.98 | +0.06 |
Martin ratioReturn relative to average drawdown | 4.16 | 4.74 | -0.59 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| DFSTX | DFEOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 0.93 | -0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.62 | -0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.72 | -0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.51 | -0.03 |
Correlation
The correlation between DFSTX and DFEOX is 0.93, 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
DFSTX vs. DFEOX - Dividend Comparison
DFSTX's dividend yield for the trailing twelve months is around 1.09%, less than DFEOX's 1.12% 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% |
DFEOX DFA US Core Equity 1 Portfolio I | 1.12% | 1.06% | 1.13% | 1.43% | 4.08% | 3.69% | 1.36% | 3.02% | 2.37% | 1.61% | 1.61% | 2.98% |
Drawdowns
DFSTX vs. DFEOX - Drawdown Comparison
The maximum DFSTX drawdown since its inception was -60.99%, which is greater than DFEOX's maximum drawdown of -56.77%. Use the drawdown chart below to compare losses from any high point for DFSTX and DFEOX.
Loading graphics...
Drawdown Indicators
| DFSTX | DFEOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.99% | -56.77% | -4.22% |
Max Drawdown (1Y)Largest decline over 1 year | -13.92% | -12.58% | -1.34% |
Max Drawdown (5Y)Largest decline over 5 years | -25.91% | -22.86% | -3.05% |
Max Drawdown (10Y)Largest decline over 10 years | -44.78% | -36.55% | -8.23% |
Current DrawdownCurrent decline from peak | -9.09% | -8.28% | -0.81% |
Average DrawdownAverage peak-to-trough decline | -8.80% | -7.25% | -1.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.47% | 2.69% | +0.78% |
Volatility
DFSTX vs. DFEOX - Volatility Comparison
DFA U.S. Small Cap Portfolio (DFSTX) has a higher volatility of 5.43% compared to DFA US Core Equity 1 Portfolio I (DFEOX) at 4.20%. This indicates that DFSTX's price experiences larger fluctuations and is considered to be riskier than DFEOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| DFSTX | DFEOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.43% | 4.20% | +1.23% |
Volatility (6M)Calculated over the trailing 6-month period | 12.19% | 8.49% | +3.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.77% | 17.87% | +3.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.61% | 16.88% | +3.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.06% | 17.98% | +4.08% |