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DFSTX vs. SSLCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DFSTX vs. SSLCX - Performance Comparison

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

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DFSTX vs. SSLCX - 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%
SSLCX
DWS Small Cap Core Fund
0.38%4.99%9.85%13.09%-13.53%41.16%14.65%21.72%-14.28%11.63%

Returns By Period

In the year-to-date period, DFSTX achieves a -0.13% return, which is significantly lower than SSLCX's 0.38% return. Both investments have delivered pretty close results over the past 10 years, with DFSTX having a 9.69% annualized return and SSLCX not far ahead at 9.91%.


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%

SSLCX

1D
-1.07%
1M
-3.24%
YTD
0.38%
6M
-2.12%
1Y
8.58%
3Y*
8.94%
5Y*
5.62%
10Y*
9.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DFSTX vs. SSLCX - Expense Ratio Comparison

DFSTX has a 0.27% expense ratio, which is lower than SSLCX's 0.95% expense ratio.


Return for Risk

DFSTX vs. SSLCX — 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

SSLCX
SSLCX Risk / Return Rank: 1919
Overall Rank
SSLCX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
SSLCX Sortino Ratio Rank: 1818
Sortino Ratio Rank
SSLCX Omega Ratio Rank: 1717
Omega Ratio Rank
SSLCX Calmar Ratio Rank: 2121
Calmar Ratio Rank
SSLCX Martin Ratio Rank: 1919
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. SSLCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Small Cap Portfolio (DFSTX) and DWS Small Cap Core Fund (SSLCX). 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.


DFSTXSSLCXDifference

Sharpe ratio

Return per unit of total volatility

0.80

0.50

+0.30

Sortino ratio

Return per unit of downside risk

1.27

0.81

+0.46

Omega ratio

Gain probability vs. loss probability

1.17

1.11

+0.06

Calmar ratio

Return relative to maximum drawdown

1.03

0.62

+0.41

Martin ratio

Return relative to average drawdown

4.16

2.03

+2.13

DFSTX vs. SSLCX - Sharpe Ratio Comparison

The current DFSTX Sharpe Ratio is 0.80, which is higher than the SSLCX Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of DFSTX and SSLCX, 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


DFSTXSSLCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

0.50

+0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.32

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.47

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.37

+0.11

Correlation

The correlation between DFSTX and SSLCX 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.


Dividends

DFSTX vs. SSLCX - Dividend Comparison

DFSTX's dividend yield for the trailing twelve months is around 1.09%, less than SSLCX's 1.20% 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%
SSLCX
DWS Small Cap Core Fund
1.20%1.21%1.52%0.68%1.07%1.67%0.35%0.16%5.99%5.78%0.60%8.42%

Drawdowns

DFSTX vs. SSLCX - Drawdown Comparison

The maximum DFSTX drawdown since its inception was -60.99%, roughly equal to the maximum SSLCX drawdown of -63.14%. Use the drawdown chart below to compare losses from any high point for DFSTX and SSLCX.


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Drawdown Indicators


DFSTXSSLCXDifference

Max Drawdown

Largest peak-to-trough decline

-60.99%

-63.14%

+2.15%

Max Drawdown (1Y)

Largest decline over 1 year

-13.92%

-10.06%

-3.86%

Max Drawdown (5Y)

Largest decline over 5 years

-25.91%

-22.57%

-3.34%

Max Drawdown (10Y)

Largest decline over 10 years

-44.78%

-48.07%

+3.29%

Current Drawdown

Current decline from peak

-9.09%

-5.55%

-3.54%

Average Drawdown

Average peak-to-trough decline

-8.80%

-11.38%

+2.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.47%

3.09%

+0.38%

Volatility

DFSTX vs. SSLCX - Volatility Comparison

DFA U.S. Small Cap Portfolio (DFSTX) has a higher volatility of 5.43% compared to DWS Small Cap Core Fund (SSLCX) at 4.67%. This indicates that DFSTX's price experiences larger fluctuations and is considered to be riskier than SSLCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DFSTXSSLCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.43%

4.67%

+0.76%

Volatility (6M)

Calculated over the trailing 6-month period

12.19%

11.01%

+1.18%

Volatility (1Y)

Calculated over the trailing 1-year period

21.77%

17.54%

+4.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.61%

17.64%

+2.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.06%

21.06%

+1.00%