DFSTX vs. IWM
Compare and contrast key facts about DFA U.S. Small Cap Portfolio (DFSTX) and iShares Russell 2000 ETF (IWM).
DFSTX is managed by Dimensional Fund Advisors LP. It was launched on Mar 19, 1992. IWM is a passively managed fund by iShares that tracks the performance of the Russell 2000 Index. It was launched on May 22, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFSTX or IWM.
Correlation
The correlation between DFSTX and IWM 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.
Performance
DFSTX vs. IWM - Performance Comparison
Key characteristics
DFSTX:
0.97
IWM:
0.88
DFSTX:
1.51
IWM:
1.36
DFSTX:
1.18
IWM:
1.16
DFSTX:
1.26
IWM:
0.99
DFSTX:
4.40
IWM:
3.91
DFSTX:
4.02%
IWM:
4.47%
DFSTX:
18.09%
IWM:
19.87%
DFSTX:
-63.18%
IWM:
-59.05%
DFSTX:
-6.05%
IWM:
-6.50%
Returns By Period
In the year-to-date period, DFSTX achieves a 2.55% return, which is significantly higher than IWM's 2.27% return. Over the past 10 years, DFSTX has underperformed IWM with an annualized return of 5.91%, while IWM has yielded a comparatively higher 7.80% annualized return.
DFSTX
2.55%
0.26%
7.60%
13.15%
8.82%
5.91%
IWM
2.27%
0.86%
6.97%
11.83%
7.52%
7.80%
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DFSTX vs. IWM - Expense Ratio Comparison
DFSTX has a 0.27% expense ratio, which is higher than IWM's 0.19% 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%.
Risk-Adjusted Performance
DFSTX vs. IWM — Risk-Adjusted Performance Rank
DFSTX
IWM
DFSTX vs. IWM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Small Cap Portfolio (DFSTX) and iShares Russell 2000 ETF (IWM). 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.
Dividends
DFSTX vs. IWM - Dividend Comparison
DFSTX's dividend yield for the trailing twelve months is around 1.02%, less than IWM's 1.12% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFSTX DFA U.S. Small Cap Portfolio | 1.02% | 1.05% | 1.15% | 1.14% | 0.99% | 1.08% | 1.00% | 1.13% | 1.02% | 0.98% | 1.20% | 0.86% |
IWM iShares Russell 2000 ETF | 1.12% | 1.15% | 1.35% | 1.48% | 0.94% | 1.04% | 1.26% | 1.40% | 1.26% | 1.38% | 1.54% | 1.26% |
Drawdowns
DFSTX vs. IWM - Drawdown Comparison
The maximum DFSTX drawdown since its inception was -63.18%, which is greater than IWM's maximum drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for DFSTX and IWM. For additional features, visit the drawdowns tool.
Volatility
DFSTX vs. IWM - Volatility Comparison
The current volatility for DFA U.S. Small Cap Portfolio (DFSTX) is 3.86%, while iShares Russell 2000 ETF (IWM) has a volatility of 4.09%. This indicates that DFSTX experiences smaller price fluctuations and is considered to be less risky than IWM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.