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DFSTX vs. PRSVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DFSTX vs. PRSVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA U.S. Small Cap Portfolio (DFSTX) and T. Rowe Price Small-Cap Value Fund (PRSVX). The values are adjusted to include any dividend payments, if applicable.

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DFSTX vs. PRSVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
PRSVX
T. Rowe Price Small-Cap Value Fund
0.96%21.18%10.84%12.34%-18.53%25.47%12.49%25.82%-11.58%12.84%

Returns By Period

In the year-to-date period, DFSTX achieves a -0.13% return, which is significantly lower than PRSVX's 0.96% return. Over the past 10 years, DFSTX has underperformed PRSVX with an annualized return of 9.69%, while PRSVX has yielded a comparatively higher 10.62% 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%

PRSVX

1D
-0.94%
1M
-6.74%
YTD
0.96%
6M
15.53%
1Y
29.66%
3Y*
15.01%
5Y*
6.72%
10Y*
10.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DFSTX vs. PRSVX - Expense Ratio Comparison

DFSTX has a 0.27% expense ratio, which is lower than PRSVX's 0.78% expense ratio.


Return for Risk

DFSTX vs. PRSVX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DFSTX
DFSTX Risk / Return Rank: 4040
Overall Rank
DFSTX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
DFSTX Sortino Ratio Rank: 4343
Sortino Ratio Rank
DFSTX Omega Ratio Rank: 3737
Omega Ratio Rank
DFSTX Calmar Ratio Rank: 4040
Calmar Ratio Rank
DFSTX Martin Ratio Rank: 4040
Martin Ratio Rank

PRSVX
PRSVX Risk / Return Rank: 7777
Overall Rank
PRSVX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
PRSVX Sortino Ratio Rank: 8282
Sortino Ratio Rank
PRSVX Omega Ratio Rank: 7575
Omega Ratio Rank
PRSVX Calmar Ratio Rank: 7878
Calmar Ratio Rank
PRSVX Martin Ratio Rank: 7878
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DFSTX vs. PRSVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Small Cap Portfolio (DFSTX) and T. Rowe Price Small-Cap Value Fund (PRSVX). 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.


DFSTXPRSVXDifference

Sharpe ratio

Return per unit of total volatility

0.80

1.29

-0.49

Sortino ratio

Return per unit of downside risk

1.27

2.06

-0.79

Omega ratio

Gain probability vs. loss probability

1.17

1.28

-0.11

Calmar ratio

Return relative to maximum drawdown

1.03

1.82

-0.78

Martin ratio

Return relative to average drawdown

4.16

7.58

-3.42

DFSTX vs. PRSVX - Sharpe Ratio Comparison

The current DFSTX Sharpe Ratio is 0.80, which is lower than the PRSVX Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of DFSTX and PRSVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DFSTXPRSVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

1.29

-0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.33

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.50

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.63

-0.15

Correlation

The correlation between DFSTX and PRSVX is 0.94, 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. PRSVX - Dividend Comparison

DFSTX's dividend yield for the trailing twelve months is around 1.09%, less than PRSVX's 22.57% yield.


TTM20252024202320222021202020192018201720162015
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%
PRSVX
T. Rowe Price Small-Cap Value Fund
22.57%22.79%9.77%3.27%5.28%6.98%2.03%4.59%9.46%3.79%3.77%22.55%

Drawdowns

DFSTX vs. PRSVX - Drawdown Comparison

The maximum DFSTX drawdown since its inception was -60.99%, which is greater than PRSVX's maximum drawdown of -55.37%. Use the drawdown chart below to compare losses from any high point for DFSTX and PRSVX.


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Drawdown Indicators


DFSTXPRSVXDifference

Max Drawdown

Largest peak-to-trough decline

-60.99%

-55.37%

-5.62%

Max Drawdown (1Y)

Largest decline over 1 year

-13.92%

-14.04%

+0.12%

Max Drawdown (5Y)

Largest decline over 5 years

-25.91%

-28.17%

+2.26%

Max Drawdown (10Y)

Largest decline over 10 years

-44.78%

-40.97%

-3.81%

Current Drawdown

Current decline from peak

-9.09%

-8.16%

-0.93%

Average Drawdown

Average peak-to-trough decline

-8.80%

-7.52%

-1.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.47%

3.66%

-0.19%

Volatility

DFSTX vs. PRSVX - Volatility Comparison

The current volatility for DFA U.S. Small Cap Portfolio (DFSTX) is 5.43%, while T. Rowe Price Small-Cap Value Fund (PRSVX) has a volatility of 6.09%. This indicates that DFSTX experiences smaller price fluctuations and is considered to be less risky than PRSVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DFSTXPRSVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.43%

6.09%

-0.66%

Volatility (6M)

Calculated over the trailing 6-month period

12.19%

15.95%

-3.76%

Volatility (1Y)

Calculated over the trailing 1-year period

21.77%

23.77%

-2.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.61%

20.38%

+0.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.06%

21.26%

+0.80%