PortfoliosLab logoPortfoliosLab logo
DFSTX vs. SWSSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DFSTX vs. SWSSX - Performance Comparison

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

Loading graphics...

DFSTX vs. SWSSX - 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%
SWSSX
Schwab Small-Cap Index Fund-Select Shares
-2.49%12.88%11.57%17.07%-20.43%14.77%20.12%25.63%-11.19%14.76%

Returns By Period

In the year-to-date period, DFSTX achieves a -0.13% return, which is significantly higher than SWSSX's -2.49% return. Both investments have delivered pretty close results over the past 10 years, with DFSTX having a 9.69% annualized return and SWSSX not far behind at 9.50%.


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%

SWSSX

1D
-1.45%
1M
-8.18%
YTD
-2.49%
6M
-0.36%
1Y
21.55%
3Y*
11.83%
5Y*
3.10%
10Y*
9.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DFSTX vs. SWSSX - Expense Ratio Comparison

DFSTX has a 0.27% expense ratio, which is higher than SWSSX's 0.04% 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%.


Return for Risk

DFSTX vs. SWSSX — 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

SWSSX
SWSSX Risk / Return Rank: 5050
Overall Rank
SWSSX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
SWSSX Sortino Ratio Rank: 5252
Sortino Ratio Rank
SWSSX Omega Ratio Rank: 4141
Omega Ratio Rank
SWSSX Calmar Ratio Rank: 5858
Calmar Ratio Rank
SWSSX Martin Ratio Rank: 5252
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. SWSSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Small Cap Portfolio (DFSTX) and Schwab Small-Cap Index Fund-Select Shares (SWSSX). 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.


DFSTXSWSSXDifference

Sharpe ratio

Return per unit of total volatility

0.80

0.91

-0.11

Sortino ratio

Return per unit of downside risk

1.27

1.40

-0.13

Omega ratio

Gain probability vs. loss probability

1.17

1.18

-0.01

Calmar ratio

Return relative to maximum drawdown

1.03

1.33

-0.29

Martin ratio

Return relative to average drawdown

4.16

5.02

-0.87

DFSTX vs. SWSSX - Sharpe Ratio Comparison

The current DFSTX Sharpe Ratio is 0.80, which is comparable to the SWSSX Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of DFSTX and SWSSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


DFSTXSWSSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

0.91

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.14

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.40

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.33

+0.15

Correlation

The correlation between DFSTX and SWSSX is 0.98, 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. SWSSX - Dividend Comparison

DFSTX's dividend yield for the trailing twelve months is around 1.09%, less than SWSSX's 1.32% 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%
SWSSX
Schwab Small-Cap Index Fund-Select Shares
1.32%1.29%1.66%1.49%1.32%8.88%2.55%6.12%10.45%5.22%4.10%6.92%

Drawdowns

DFSTX vs. SWSSX - Drawdown Comparison

The maximum DFSTX drawdown since its inception was -60.99%, roughly equal to the maximum SWSSX drawdown of -60.34%. Use the drawdown chart below to compare losses from any high point for DFSTX and SWSSX.


Loading graphics...

Drawdown Indicators


DFSTXSWSSXDifference

Max Drawdown

Largest peak-to-trough decline

-60.99%

-60.34%

-0.65%

Max Drawdown (1Y)

Largest decline over 1 year

-13.92%

-13.90%

-0.02%

Max Drawdown (5Y)

Largest decline over 5 years

-25.91%

-31.93%

+6.02%

Max Drawdown (10Y)

Largest decline over 10 years

-44.78%

-41.81%

-2.97%

Current Drawdown

Current decline from peak

-9.09%

-11.00%

+1.91%

Average Drawdown

Average peak-to-trough decline

-8.80%

-10.78%

+1.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.47%

3.68%

-0.21%

Volatility

DFSTX vs. SWSSX - Volatility Comparison

The current volatility for DFA U.S. Small Cap Portfolio (DFSTX) is 5.43%, while Schwab Small-Cap Index Fund-Select Shares (SWSSX) has a volatility of 6.59%. This indicates that DFSTX experiences smaller price fluctuations and is considered to be less risky than SWSSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


DFSTXSWSSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.43%

6.59%

-1.16%

Volatility (6M)

Calculated over the trailing 6-month period

12.19%

14.12%

-1.93%

Volatility (1Y)

Calculated over the trailing 1-year period

21.77%

23.11%

-1.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.61%

22.57%

-1.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.06%

24.03%

-1.97%