DFSTX vs. DISVX
Compare and contrast key facts about DFA U.S. Small Cap Portfolio (DFSTX) and DFA International Small Cap Value Portfolio (DISVX).
DFSTX is managed by Dimensional. It was launched on Mar 19, 1992. DISVX is managed by Dimensional. It was launched on Dec 28, 1994.
Performance
DFSTX vs. DISVX - Performance Comparison
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DFSTX vs. DISVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFSTX DFA U.S. Small Cap Portfolio | 2.63% | 8.07% | 11.50% | 17.66% | -13.50% | 30.50% | 11.19% | 21.78% | -13.20% | 11.19% |
DISVX DFA International Small Cap Value Portfolio | 3.04% | 52.17% | 7.88% | 17.58% | -9.80% | 15.84% | 0.82% | 21.04% | -23.36% | 25.41% |
Returns By Period
In the year-to-date period, DFSTX achieves a 2.63% return, which is significantly lower than DISVX's 3.04% return. Both investments have delivered pretty close results over the past 10 years, with DFSTX having a 9.99% annualized return and DISVX not far ahead at 10.34%.
DFSTX
- 1D
- 2.76%
- 1M
- -5.59%
- YTD
- 2.63%
- 6M
- 4.14%
- 1Y
- 19.83%
- 3Y*
- 12.15%
- 5Y*
- 6.44%
- 10Y*
- 9.99%
DISVX
- 1D
- 3.04%
- 1M
- -8.51%
- YTD
- 3.04%
- 6M
- 10.60%
- 1Y
- 41.86%
- 3Y*
- 23.14%
- 5Y*
- 13.65%
- 10Y*
- 10.34%
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DFSTX vs. DISVX - Expense Ratio Comparison
DFSTX has a 0.27% expense ratio, which is lower than DISVX's 0.46% expense ratio.
Return for Risk
DFSTX vs. DISVX — Risk / Return Rank
DFSTX
DISVX
DFSTX vs. DISVX - 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 Small Cap Value Portfolio (DISVX). 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 | DISVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.94 | 2.59 | -1.66 |
Sortino ratioReturn per unit of downside risk | 1.45 | 3.17 | -1.71 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.52 | -0.32 |
Calmar ratioReturn relative to maximum drawdown | 1.30 | 2.98 | -1.68 |
Martin ratioReturn relative to average drawdown | 5.20 | 11.76 | -6.57 |
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 | DISVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.94 | 2.59 | -1.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.31 | 0.86 | -0.55 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.62 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.51 | -0.03 |
Correlation
The correlation between DFSTX and DISVX is 0.56, 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. DISVX - Dividend Comparison
DFSTX's dividend yield for the trailing twelve months is around 1.06%, less than DISVX's 7.00% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFSTX DFA U.S. Small Cap Portfolio | 1.06% | 1.08% | 1.05% | 2.45% | 5.18% | 6.39% | 1.08% | 3.30% | 5.16% | 4.56% | 3.10% | 5.90% |
DISVX DFA International Small Cap Value Portfolio | 7.00% | 7.17% | 4.56% | 3.87% | 2.40% | 3.51% | 1.84% | 3.97% | 5.91% | 3.77% | 5.85% | 3.51% |
Drawdowns
DFSTX vs. DISVX - Drawdown Comparison
The maximum DFSTX drawdown since its inception was -60.99%, roughly equal to the maximum DISVX drawdown of -61.57%. Use the drawdown chart below to compare losses from any high point for DFSTX and DISVX.
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Drawdown Indicators
| DFSTX | DISVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.99% | -61.57% | +0.58% |
Max Drawdown (1Y)Largest decline over 1 year | -13.92% | -13.26% | -0.66% |
Max Drawdown (5Y)Largest decline over 5 years | -25.91% | -27.43% | +1.52% |
Max Drawdown (10Y)Largest decline over 10 years | -44.78% | -49.24% | +4.46% |
Current DrawdownCurrent decline from peak | -6.58% | -9.95% | +3.37% |
Average DrawdownAverage peak-to-trough decline | -8.80% | -12.23% | +3.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.48% | 3.36% | +0.12% |
Volatility
DFSTX vs. DISVX - Volatility Comparison
The current volatility for DFA U.S. Small Cap Portfolio (DFSTX) is 6.21%, while DFA International Small Cap Value Portfolio (DISVX) has a volatility of 7.27%. This indicates that DFSTX experiences smaller price fluctuations and is considered to be less risky than DISVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFSTX | DISVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.21% | 7.27% | -1.06% |
Volatility (6M)Calculated over the trailing 6-month period | 12.48% | 11.02% | +1.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.89% | 16.51% | +5.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.65% | 15.98% | +4.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.07% | 16.74% | +5.33% |