DFSTX vs. SWSSX
Compare and contrast key facts about DFA U.S. Small Cap Portfolio (DFSTX) and Schwab Small-Cap Index Fund-Select Shares (SWSSX).
DFSTX is managed by Dimensional. It was launched on Mar 19, 1992. SWSSX is a passively managed fund by Charles Schwab that tracks the performance of the Russell 2000 Index. It was launched on May 19, 1997.
Performance
DFSTX vs. SWSSX - Performance Comparison
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DFSTX vs. SWSSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
DFSTX
SWSSX
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.
| DFSTX | SWSSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 0.91 | -0.11 |
Sortino ratioReturn per unit of downside risk | 1.27 | 1.40 | -0.13 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.18 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.03 | 1.33 | -0.29 |
Martin ratioReturn relative to average drawdown | 4.16 | 5.02 | -0.87 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DFSTX | SWSSX | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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Drawdown Indicators
| DFSTX | SWSSX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -9.09% | -11.00% | +1.91% |
Average DrawdownAverage peak-to-trough decline | -8.80% | -10.78% | +1.98% |
Ulcer IndexDepth 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.
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Volatility by Period
| DFSTX | SWSSX | Difference | |
|---|---|---|---|
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% |