DFSTX vs. DFITX
Compare and contrast key facts about DFA U.S. Small Cap Portfolio (DFSTX) and DFA International Real Estate Securities (DFITX).
DFSTX is managed by Dimensional. It was launched on Mar 19, 1992. DFITX is managed by Dimensional. It was launched on Feb 28, 2007.
Performance
DFSTX vs. DFITX - Performance Comparison
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DFSTX vs. DFITX - 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% |
DFITX DFA International Real Estate Securities | -7.92% | 24.65% | -7.70% | 5.96% | -21.73% | 12.81% | -9.02% | 23.61% | -6.93% | 15.38% |
Returns By Period
In the year-to-date period, DFSTX achieves a -0.13% return, which is significantly higher than DFITX's -7.92% return. Over the past 10 years, DFSTX has outperformed DFITX with an annualized return of 9.69%, while DFITX has yielded a comparatively lower 1.34% 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%
DFITX
- 1D
- -0.29%
- 1M
- -12.31%
- YTD
- -7.92%
- 6M
- -6.97%
- 1Y
- 10.05%
- 3Y*
- 4.12%
- 5Y*
- -0.61%
- 10Y*
- 1.34%
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DFSTX vs. DFITX - Expense Ratio Comparison
Both DFSTX and DFITX have an expense ratio of 0.27%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Return for Risk
DFSTX vs. DFITX — Risk / Return Rank
DFSTX
DFITX
DFSTX vs. DFITX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Small Cap Portfolio (DFSTX) and DFA International Real Estate Securities (DFITX). 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 | DFITX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 0.73 | +0.07 |
Sortino ratioReturn per unit of downside risk | 1.27 | 1.03 | +0.24 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.14 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.03 | 0.71 | +0.32 |
Martin ratioReturn relative to average drawdown | 4.16 | 2.98 | +1.18 |
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 | DFITX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 0.73 | +0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | -0.04 | +0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.08 | +0.36 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.08 | +0.40 |
Correlation
The correlation between DFSTX and DFITX is 0.59, 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. DFITX - Dividend Comparison
DFSTX's dividend yield for the trailing twelve months is around 1.09%, less than DFITX's 7.24% 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% |
DFITX DFA International Real Estate Securities | 7.24% | 6.67% | 6.24% | 5.05% | 0.00% | 7.86% | 0.00% | 12.86% | 5.99% | 4.21% | 8.62% | 1.79% |
Drawdowns
DFSTX vs. DFITX - Drawdown Comparison
The maximum DFSTX drawdown since its inception was -60.99%, smaller than the maximum DFITX drawdown of -73.49%. Use the drawdown chart below to compare losses from any high point for DFSTX and DFITX.
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Drawdown Indicators
| DFSTX | DFITX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.99% | -73.49% | +12.50% |
Max Drawdown (1Y)Largest decline over 1 year | -13.92% | -12.31% | -1.61% |
Max Drawdown (5Y)Largest decline over 5 years | -25.91% | -34.84% | +8.93% |
Max Drawdown (10Y)Largest decline over 10 years | -44.78% | -45.26% | +0.48% |
Current DrawdownCurrent decline from peak | -9.09% | -14.12% | +5.03% |
Average DrawdownAverage peak-to-trough decline | -8.80% | -18.19% | +9.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.47% | 2.94% | +0.53% |
Volatility
DFSTX vs. DFITX - Volatility Comparison
DFA U.S. Small Cap Portfolio (DFSTX) has a higher volatility of 5.43% compared to DFA International Real Estate Securities (DFITX) at 4.58%. This indicates that DFSTX's price experiences larger fluctuations and is considered to be riskier than DFITX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFSTX | DFITX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.43% | 4.58% | +0.85% |
Volatility (6M)Calculated over the trailing 6-month period | 12.19% | 8.25% | +3.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.77% | 12.98% | +8.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.61% | 14.90% | +5.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.06% | 16.41% | +5.65% |