DFSTX vs. TISBX
DFSTX (DFA U.S. Small Cap Portfolio) and TISBX (TIAA-CREF Small-Cap Blend Index Fund) are both Small Cap Blend Equities funds. Over the past 10 years, DFSTX returned 10.82%/yr vs 10.62%/yr for TISBX. Their 0.98 correlation means they have historically moved very closely together. DFSTX charges 0.27%/yr vs 0.05%/yr for TISBX.
Performance
DFSTX vs. TISBX - Performance Comparison
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Returns By Period
In the year-to-date period, DFSTX achieves a 17.76% return, which is significantly lower than TISBX's 19.47% return. Both investments have delivered pretty close results over the past 10 years, with DFSTX having a 10.82% annualized return and TISBX not far behind at 10.62%.
DFSTX
- 1D
- 0.87%
- 1M
- -0.47%
- 6M
- 11.70%
- YTD
- 17.76%
- 1Y
- 29.40%
- 3Y*
- 13.92%
- 5Y*
- 9.16%
- 10Y*
- 10.82%
- ALL TIME*
- 10.49%
TISBX
- 1D
- 1.35%
- 1M
- -1.63%
- 6M
- 13.41%
- YTD
- 19.47%
- 1Y
- 37.61%
- 3Y*
- 15.32%
- 5Y*
- 7.28%
- 10Y*
- 10.62%
- ALL TIME*
- 9.41%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
DFSTX vs. TISBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFSTX DFA U.S. Small Cap Portfolio | 17.76% | 8.07% | 11.50% | 17.66% | -13.50% | 30.50% | 11.19% | 21.78% | -13.20% | 11.19% |
TISBX TIAA-CREF Small-Cap Blend Index Fund | 19.47% | 12.72% | 11.60% | 17.07% | -20.31% | 14.85% | 20.14% | 25.61% | -10.99% | 13.14% |
Correlation
The correlation between DFSTX and TISBX is 0.93, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.93 |
Correlation (3Y) Balances recent behavior with more history. | 0.96 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.97 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.97 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2002 | 0.98 |
The correlation between DFSTX and TISBX has been stable across timeframes, ranging from 0.93 to 0.98 - a consistent structural relationship.
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Return for Risk
DFSTX vs. TISBX — Risk / Return Rank
DFSTX
TISBX
DFSTX vs. TISBX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Small Cap Portfolio (DFSTX) and TIAA-CREF Small-Cap Blend Index Fund (TISBX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DFSTX | TISBX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.18 | ||
| Sortino ratioReturn per unit of downside risk | -0.13 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.29 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.85 | 3.09 | -0.24 |
| Martin ratioReturn relative to average drawdown | 9.79 | 10.95 | -1.17 |
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Drawdowns
DFSTX vs. TISBX - Drawdown Comparison
The maximum DFSTX drawdown since its inception was -60.99%, which is greater than TISBX's maximum drawdown of -56.50%. Use the drawdown chart below to compare losses from any high point for DFSTX and TISBX.
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Drawdown Indicators
| DFSTX | TISBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.99% | -56.50% | -4.49% |
Max Drawdown (1Y)Largest decline over 1 year | -9.16% | -10.95% | +1.79% |
Max Drawdown (3Y)Largest decline over 3 years | -25.91% | -27.44% | +1.53% |
Max Drawdown (5Y)Largest decline over 5 years | -25.91% | -31.89% | +5.98% |
Max Drawdown (10Y)Largest decline over 10 years | -44.78% | -41.69% | -3.09% |
Current DrawdownCurrent decline from peak | -1.67% | -2.53% | +0.86% |
Average DrawdownAverage peak-to-trough decline | -8.73% | -9.63% | +0.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.68% | 3.09% | -0.41% |
Volatility
DFSTX vs. TISBX - Volatility Comparison
The current volatility for DFA U.S. Small Cap Portfolio (DFSTX) is 3.49%, while TIAA-CREF Small-Cap Blend Index Fund (TISBX) has a volatility of 3.81%. This indicates that DFSTX experiences smaller price fluctuations and is considered to be less risky than TISBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFSTX | TISBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.49% | 3.81% | -0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 11.59% | 14.08% | -2.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.68% | 19.42% | -2.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.43% | 22.52% | -2.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.01% | 23.41% | -1.40% |
DFSTX vs. TISBX - Expense Ratio Comparison
DFSTX has a 0.27% expense ratio, which is higher than TISBX's 0.05% 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%.
Dividends
DFSTX vs. TISBX - Dividend Comparison
DFSTX's dividend yield for the trailing twelve months is around 0.97%, less than TISBX's 3.45% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFSTX DFA U.S. Small Cap Portfolio | 0.97% | 1.08% | 1.05% | 2.45% | 5.18% | 6.39% | 1.08% | 3.30% | 5.16% | 4.56% | 3.10% | 5.90% |
TISBX TIAA-CREF Small-Cap Blend Index Fund | 3.45% | 4.12% | 6.82% | 3.09% | 1.97% | 8.96% | 2.65% | 5.16% | 9.29% | 4.49% | 4.03% | 4.77% |
Frequently Asked Questions
With a correlation of 0.93, DFSTX and TISBX 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.
TISBX has higher volatility (3.81%) compared to DFSTX (3.49%). In terms of maximum drawdown, DFSTX dropped -60.99% vs TISBX's -56.50%.
TISBX currently has the higher Sharpe Ratio (1.74 vs 1.57), 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.
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