DFSTX vs. TNVIX
Compare and contrast key facts about DFA U.S. Small Cap Portfolio (DFSTX) and 1290 GAMCO Small/Mid Cap Value Fund (TNVIX).
DFSTX is managed by Dimensional. It was launched on Mar 19, 1992. TNVIX is managed by 1290 Funds. It was launched on Nov 12, 2014.
Performance
DFSTX vs. TNVIX - Performance Comparison
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Returns By Period
In the year-to-date period, DFSTX achieves a 3.53% return, which is significantly lower than TNVIX's 8.08% return. Over the past 10 years, DFSTX has underperformed TNVIX with an annualized return of 10.20%, while TNVIX has yielded a comparatively higher 10.92% annualized return.
DFSTX
- 1D
- 0.22%
- 1M
- -2.18%
- YTD
- 3.53%
- 6M
- 4.45%
- 1Y
- 33.61%
- 3Y*
- 12.49%
- 5Y*
- 6.63%
- 10Y*
- 10.20%
TNVIX
- 1D
- 0.20%
- 1M
- -3.17%
- YTD
- 8.08%
- 6M
- 10.06%
- 1Y
- 42.24%
- 3Y*
- 16.05%
- 5Y*
- 8.89%
- 10Y*
- 10.92%
DFSTX vs. TNVIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFSTX DFA U.S. Small Cap Portfolio | 3.53% | 8.07% | 11.50% | 17.66% | -13.50% | 30.50% | 11.19% | 21.78% | -13.20% | 11.19% |
TNVIX 1290 GAMCO Small/Mid Cap Value Fund | 8.08% | 13.91% | 11.48% | 21.31% | -11.37% | 21.85% | 11.33% | 19.81% | -14.34% | 19.00% |
Correlation
The correlation between DFSTX and TNVIX is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification — they'll tend to fall together during downturns. For meaningful risk reduction, look for holdings with correlations below 0.5.
DFSTX vs. TNVIX - Expense Ratio Comparison
DFSTX has a 0.27% expense ratio, which is lower than TNVIX's 0.95% expense ratio.
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Return for Risk
DFSTX vs. TNVIX — Risk / Return Rank
DFSTX
TNVIX
DFSTX vs. TNVIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Small Cap Portfolio (DFSTX) and 1290 GAMCO Small/Mid Cap Value Fund (TNVIX). 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 | TNVIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | 1.34 | -0.46 |
Sortino ratioReturn per unit of downside risk | 1.38 | 1.97 | -0.59 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.26 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.54 | 2.21 | -0.68 |
Martin ratioReturn relative to average drawdown | 6.07 | 8.24 | -2.17 |
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 | TNVIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | 1.34 | -0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.45 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.52 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.46 | +0.02 |
Drawdowns
DFSTX vs. TNVIX - Drawdown Comparison
The maximum DFSTX drawdown since its inception was -60.99%, which is greater than TNVIX's maximum drawdown of -42.75%. Use the drawdown chart below to compare losses from any high point for DFSTX and TNVIX.
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Drawdown Indicators
| DFSTX | TNVIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.99% | -42.75% | -18.24% |
Max Drawdown (1Y)Largest decline over 1 year | -9.16% | -10.14% | +0.98% |
Max Drawdown (5Y)Largest decline over 5 years | -25.91% | -25.61% | -0.30% |
Max Drawdown (10Y)Largest decline over 10 years | -44.78% | -42.75% | -2.03% |
Current DrawdownCurrent decline from peak | -5.76% | -6.09% | +0.33% |
Average DrawdownAverage peak-to-trough decline | -8.80% | -6.27% | -2.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.52% | 3.58% | -0.06% |
Volatility
DFSTX vs. TNVIX - Volatility Comparison
The current volatility for DFA U.S. Small Cap Portfolio (DFSTX) is 6.13%, while 1290 GAMCO Small/Mid Cap Value Fund (TNVIX) has a volatility of 6.70%. This indicates that DFSTX experiences smaller price fluctuations and is considered to be less risky than TNVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFSTX | TNVIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.13% | 6.70% | -0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 12.50% | 11.91% | +0.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.89% | 20.75% | +1.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.63% | 19.77% | +0.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.07% | 21.07% | +1.00% |
Dividends
DFSTX vs. TNVIX - Dividend Comparison
DFSTX's dividend yield for the trailing twelve months is around 1.05%, less than TNVIX's 3.66% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFSTX DFA U.S. Small Cap Portfolio | 1.05% | 1.08% | 1.05% | 2.45% | 5.18% | 6.39% | 1.08% | 3.30% | 5.16% | 4.56% | 3.10% | 5.90% |
TNVIX 1290 GAMCO Small/Mid Cap Value Fund | 3.66% | 3.95% | 8.76% | 3.82% | 2.51% | 7.05% | 0.47% | 1.74% | 1.58% | 1.87% | 1.79% | 0.00% |