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DFSTX vs. SMLF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DFSTX vs. SMLF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA U.S. Small Cap Portfolio (DFSTX) and iShares MSCI USA Small-Cap Multifactor ETF (SMLF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with DFSTX having a 14.69% return and SMLF slightly lower at 14.46%. Over the past 10 years, DFSTX has underperformed SMLF with an annualized return of 10.93%, while SMLF has yielded a comparatively higher 12.36% annualized return.


DFSTX

1D
0.76%
1M
3.51%
YTD
14.69%
6M
13.91%
1Y
29.09%
3Y*
16.25%
5Y*
8.13%
10Y*
10.93%

SMLF

1D
-0.72%
1M
4.07%
YTD
14.46%
6M
14.20%
1Y
30.98%
3Y*
19.85%
5Y*
10.89%
10Y*
12.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DFSTX vs. SMLF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DFSTX
DFA U.S. Small Cap Portfolio
14.69%8.07%11.50%17.66%-13.50%30.50%11.19%21.78%-13.20%11.19%
SMLF
iShares MSCI USA Small-Cap Multifactor ETF
14.46%12.30%16.33%19.99%-12.19%26.53%8.38%21.56%-8.42%12.70%

Correlation

The correlation between DFSTX and SMLF is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.95

Correlation (3Y)
Calculated over the trailing 3-year period

0.97

Correlation (5Y)
Calculated over the trailing 5-year period

0.97

Correlation (10Y)
Calculated over the trailing 10-year period

0.95

Correlation (All Time)
Calculated using the full available price history since May 1, 2015

0.91

The correlation between DFSTX and SMLF has been stable across timeframes, ranging from 0.91 to 0.97 - a consistent structural relationship.

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Return for Risk

DFSTX vs. SMLF — Risk / Return Rank

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

DFSTX
DFSTX Risk / Return Rank: 5151
Overall Rank
DFSTX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
DFSTX Sortino Ratio Rank: 4242
Sortino Ratio Rank
DFSTX Omega Ratio Rank: 3838
Omega Ratio Rank
DFSTX Calmar Ratio Rank: 7575
Calmar Ratio Rank
DFSTX Martin Ratio Rank: 5858
Martin Ratio Rank

SMLF
SMLF Risk / Return Rank: 5858
Overall Rank
SMLF Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
SMLF Sortino Ratio Rank: 5252
Sortino Ratio Rank
SMLF Omega Ratio Rank: 4848
Omega Ratio Rank
SMLF Calmar Ratio Rank: 7171
Calmar Ratio Rank
SMLF Martin Ratio Rank: 6666
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. SMLF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Small Cap Portfolio (DFSTX) and iShares MSCI USA Small-Cap Multifactor ETF (SMLF). 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.


DFSTXSMLFDifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

+0.17

Omega ratioGain probability vs. loss probability

1.32

1.31

+0.01

Calmar ratioReturn relative to maximum drawdown

3.42

3.57

-0.15

Martin ratioReturn relative to average drawdown

11.58

12.27

-0.69

DFSTX vs. SMLF - Sharpe Ratio Comparison

The current DFSTX Sharpe Ratio is 1.87, which is comparable to the SMLF Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of DFSTX and SMLF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


DFSTXSMLFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.87

1.81

+0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

0.52

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.57

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.54

-0.04

Drawdowns

DFSTX vs. SMLF - Drawdown Comparison

The maximum DFSTX drawdown since its inception was -60.99%, which is greater than SMLF's maximum drawdown of -41.89%. Use the drawdown chart below to compare losses from any high point for DFSTX and SMLF.


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Drawdown Indicators


DFSTXSMLFDifference

Max Drawdown

Largest peak-to-trough decline

-60.99%

-41.89%

-19.10%

Max Drawdown (1Y)

Largest decline over 1 year

-9.16%

-8.71%

-0.45%

Max Drawdown (3Y)

Largest decline over 3 years

-25.91%

-26.28%

+0.37%

Max Drawdown (5Y)

Largest decline over 5 years

-25.91%

-26.28%

+0.37%

Max Drawdown (10Y)

Largest decline over 10 years

-44.78%

-41.89%

-2.89%

Current Drawdown

Current decline from peak

0.00%

-0.72%

+0.72%

Average Drawdown

Average peak-to-trough decline

-8.77%

-6.60%

-2.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.69%

2.53%

+0.16%

Volatility

DFSTX vs. SMLF - Volatility Comparison

The current volatility for DFA U.S. Small Cap Portfolio (DFSTX) is 4.45%, while iShares MSCI USA Small-Cap Multifactor ETF (SMLF) has a volatility of 4.80%. This indicates that DFSTX experiences smaller price fluctuations and is considered to be less risky than SMLF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DFSTXSMLFDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.45%

4.80%

-0.35%

Volatility (6M)

Calculated over the trailing 6-month period

11.57%

12.31%

-0.74%

Volatility (1Y)

Calculated over the trailing 1-year period

16.76%

17.21%

-0.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.56%

21.09%

-0.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.08%

21.78%

+0.30%

DFSTX vs. SMLF - Expense Ratio Comparison

DFSTX has a 0.27% expense ratio, which is lower than SMLF's 0.30% expense ratio.


Dividends

DFSTX vs. SMLF - Dividend Comparison

DFSTX's dividend yield for the trailing twelve months is around 0.95%, less than SMLF's 1.03% yield.


PositionTTM20252024202320222021202020192018201720162015
DFSTX
DFA U.S. Small Cap Portfolio
0.95%1.08%1.05%2.45%5.18%6.39%1.08%3.30%5.16%4.56%3.10%5.90%
SMLF
iShares MSCI USA Small-Cap Multifactor ETF
1.03%1.14%1.33%1.13%1.23%1.07%1.33%1.39%1.17%0.93%0.78%0.79%

Frequently Asked Questions


With a correlation of 0.95, DFSTX and SMLF move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

SMLF has higher volatility (4.80%) compared to DFSTX (4.45%). In terms of maximum drawdown, DFSTX dropped -60.99% vs SMLF's -41.89%.

DFSTX currently has the higher Sharpe Ratio (1.87 vs 1.81), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for DFSTX and SMLF

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