DFSTX vs. VB
Compare and contrast key facts about DFA U.S. Small Cap Portfolio (DFSTX) and Vanguard Small-Cap ETF (VB).
DFSTX is managed by Dimensional Fund Advisors LP. It was launched on Mar 19, 1992. VB is a passively managed fund by Vanguard that tracks the performance of the CRSP US Small Cap. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFSTX or VB.
Correlation
The correlation between DFSTX and VB 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.
Performance
DFSTX vs. VB - Performance Comparison
Key characteristics
DFSTX:
-0.45
VB:
-0.47
DFSTX:
-0.50
VB:
-0.51
DFSTX:
0.94
VB:
0.93
DFSTX:
-0.40
VB:
-0.40
DFSTX:
-1.47
VB:
-1.57
DFSTX:
6.35%
VB:
5.81%
DFSTX:
20.56%
VB:
19.41%
DFSTX:
-63.18%
VB:
-59.57%
DFSTX:
-23.28%
VB:
-22.63%
Returns By Period
The year-to-date returns for both investments are quite close, with DFSTX having a -16.26% return and VB slightly higher at -16.09%. Over the past 10 years, DFSTX has underperformed VB with an annualized return of 3.52%, while VB has yielded a comparatively higher 6.70% annualized return.
DFSTX
-16.26%
-12.02%
-15.26%
-8.41%
14.96%
3.52%
VB
-16.09%
-12.88%
-14.48%
-8.12%
15.29%
6.70%
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DFSTX vs. VB - Expense Ratio Comparison
DFSTX has a 0.27% expense ratio, which is higher than VB'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%.
Risk-Adjusted Performance
DFSTX vs. VB — Risk-Adjusted Performance Rank
DFSTX
VB
DFSTX vs. VB - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Small Cap Portfolio (DFSTX) and Vanguard Small-Cap ETF (VB). 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.
Dividends
DFSTX vs. VB - Dividend Comparison
DFSTX's dividend yield for the trailing twelve months is around 1.29%, less than VB's 1.68% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFSTX DFA U.S. Small Cap Portfolio | 1.29% | 1.05% | 1.15% | 1.14% | 0.99% | 1.08% | 1.00% | 1.13% | 1.02% | 0.98% | 1.20% | 0.86% |
VB Vanguard Small-Cap ETF | 1.68% | 1.30% | 1.55% | 1.59% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.50% | 1.48% | 1.43% |
Drawdowns
DFSTX vs. VB - Drawdown Comparison
The maximum DFSTX drawdown since its inception was -63.18%, which is greater than VB's maximum drawdown of -59.57%. Use the drawdown chart below to compare losses from any high point for DFSTX and VB. For additional features, visit the drawdowns tool.
Volatility
DFSTX vs. VB - Volatility Comparison
DFA U.S. Small Cap Portfolio (DFSTX) and Vanguard Small-Cap ETF (VB) have volatilities of 10.08% and 10.31%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.