DFSTX vs. VB
DFSTX (DFA U.S. Small Cap Portfolio) and VB (Vanguard Small-Cap ETF) are both Small Cap Blend Equities funds. Over the past 10 years, DFSTX returned 11.18%/yr vs 11.79%/yr for VB. With a 0.97 correlation, they move nearly in lockstep. DFSTX charges 0.27%/yr vs 0.05%/yr for VB.
Performance
DFSTX vs. VB - Performance Comparison
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Returns By Period
In the year-to-date period, DFSTX achieves a 16.82% return, which is significantly higher than VB's 15.68% return. Over the past 10 years, DFSTX has underperformed VB with an annualized return of 11.18%, while VB has yielded a comparatively higher 11.79% annualized return.
DFSTX
- 1D
- 1.45%
- 1M
- 3.94%
- YTD
- 16.82%
- 6M
- 13.96%
- 1Y
- 31.88%
- 3Y*
- 15.95%
- 5Y*
- 9.43%
- 10Y*
- 11.18%
VB
- 1D
- 0.26%
- 1M
- 2.83%
- YTD
- 15.68%
- 6M
- 13.00%
- 1Y
- 30.17%
- 3Y*
- 17.54%
- 5Y*
- 7.39%
- 10Y*
- 11.79%
DFSTX vs. VB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFSTX DFA U.S. Small Cap Portfolio | 16.82% | 8.07% | 11.50% | 17.66% | -13.50% | 30.50% | 11.19% | 21.78% | -13.20% | 11.19% |
VB Vanguard Small-Cap ETF | 15.68% | 8.87% | 14.17% | 18.22% | -17.51% | 17.57% | 19.19% | 27.34% | -9.34% | 16.26% |
Correlation
The correlation between DFSTX and VB is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.97 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.98 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.98 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.97 |
Correlation (All Time) Calculated using the full available price history since Jan 30, 2004 | 0.97 |
The correlation between DFSTX and VB has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.
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Return for Risk
DFSTX vs. VB — Risk / Return Rank
DFSTX
VB
DFSTX vs. VB - Risk-Adjusted Trends 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.
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 | VB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.07 | ||
| Sortino ratioReturn per unit of downside risk | +0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.31 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.51 | 3.38 | +0.14 |
| Martin ratioReturn relative to average drawdown | 11.94 | 12.38 | -0.44 |
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Drawdowns
DFSTX vs. VB - Drawdown Comparison
The maximum DFSTX drawdown since its inception was -60.99%, roughly equal to the maximum VB drawdown of -59.56%. Use the drawdown chart below to compare losses from any high point for DFSTX and VB.
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Drawdown Indicators
| DFSTX | VB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.99% | -59.56% | -1.43% |
Max Drawdown (1Y)Largest decline over 1 year | -9.16% | -8.98% | -0.18% |
Max Drawdown (3Y)Largest decline over 3 years | -25.91% | -25.36% | -0.55% |
Max Drawdown (5Y)Largest decline over 5 years | -25.91% | -28.15% | +2.24% |
Max Drawdown (10Y)Largest decline over 10 years | -44.78% | -42.05% | -2.73% |
Current DrawdownCurrent decline from peak | -0.15% | -0.39% | +0.24% |
Average DrawdownAverage peak-to-trough decline | -8.76% | -8.42% | -0.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.68% | 2.44% | +0.24% |
Volatility
DFSTX vs. VB - Volatility Comparison
DFA U.S. Small Cap Portfolio (DFSTX) and Vanguard Small-Cap ETF (VB) have volatilities of 4.95% and 4.92%, 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.
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Volatility by Period
| DFSTX | VB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.95% | 4.92% | +0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 11.94% | 12.21% | -0.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.97% | 16.66% | +0.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.58% | 20.78% | -0.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.10% | 21.45% | +0.65% |
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%.
Dividends
DFSTX vs. VB - Dividend Comparison
DFSTX's dividend yield for the trailing twelve months is around 0.93%, less than VB's 1.18% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFSTX DFA U.S. Small Cap Portfolio | 0.93% | 1.08% | 1.05% | 2.45% | 5.18% | 6.39% | 1.08% | 3.30% | 5.16% | 4.56% | 3.10% | 5.90% |
VB Vanguard Small-Cap ETF | 1.18% | 1.33% | 1.30% | 1.55% | 1.59% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.50% | 1.48% |
Frequently Asked Questions
With a correlation of 0.97, DFSTX and VB 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.
DFSTX has higher volatility (4.95%) compared to VB (4.92%). In terms of maximum drawdown, DFSTX dropped -60.99% vs VB's -59.56%.
DFSTX currently has the higher Sharpe Ratio (1.90 vs 1.82), 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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