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. 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.
Performance
DFSTX vs. VB - Performance Comparison
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DFSTX vs. VB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFSTX DFA U.S. Small Cap Portfolio | 2.63% | 8.07% | 11.50% | 17.66% | -13.50% | 30.50% | 11.19% | 21.78% | -13.20% | 11.19% |
VB Vanguard Small-Cap ETF | 2.50% | 8.87% | 14.17% | 18.22% | -17.51% | 17.57% | 19.19% | 27.34% | -9.34% | 16.26% |
Returns By Period
The year-to-date returns for both stocks are quite close, with DFSTX having a 2.63% return and VB slightly lower at 2.50%. Over the past 10 years, DFSTX has underperformed VB with an annualized return of 9.99%, while VB has yielded a comparatively higher 10.57% annualized return.
DFSTX
- 1D
- 2.76%
- 1M
- -5.59%
- YTD
- 2.63%
- 6M
- 4.14%
- 1Y
- 19.83%
- 3Y*
- 12.15%
- 5Y*
- 6.44%
- 10Y*
- 9.99%
VB
- 1D
- 0.57%
- 1M
- -5.14%
- YTD
- 2.50%
- 6M
- 4.07%
- 1Y
- 20.05%
- 3Y*
- 13.25%
- 5Y*
- 5.47%
- 10Y*
- 10.57%
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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%.
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.
| DFSTX | VB | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.94 | 0.92 | +0.02 |
Sortino ratioReturn per unit of downside risk | 1.45 | 1.43 | +0.03 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.19 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.30 | 1.43 | -0.13 |
Martin ratioReturn relative to average drawdown | 5.20 | 6.12 | -0.93 |
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 | VB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.94 | 0.92 | +0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.31 | 0.26 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.50 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.42 | +0.07 |
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.
Dividends
DFSTX vs. VB - Dividend Comparison
DFSTX's dividend yield for the trailing twelve months is around 1.06%, less than VB's 1.33% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFSTX DFA U.S. Small Cap Portfolio | 1.06% | 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 | 1.33% | 1.33% | 1.30% | 1.55% | 1.59% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.50% | 1.48% |
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 | -13.92% | -14.29% | +0.37% |
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 | -6.58% | -5.55% | -1.03% |
Average DrawdownAverage peak-to-trough decline | -8.80% | -8.49% | -0.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.48% | 3.34% | +0.14% |
Volatility
DFSTX vs. VB - Volatility Comparison
The current volatility for DFA U.S. Small Cap Portfolio (DFSTX) is 6.21%, while Vanguard Small-Cap ETF (VB) has a volatility of 6.72%. This indicates that DFSTX experiences smaller price fluctuations and is considered to be less risky than VB based on this measure. 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 | 6.21% | 6.72% | -0.51% |
Volatility (6M)Calculated over the trailing 6-month period | 12.48% | 12.62% | -0.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.89% | 21.87% | +0.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.65% | 20.77% | -0.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.07% | 21.40% | +0.67% |