DFSTX vs. VBK
Compare and contrast key facts about DFA U.S. Small Cap Portfolio (DFSTX) and Vanguard Small-Cap Growth ETF (VBK).
DFSTX is managed by Dimensional. It was launched on Mar 19, 1992. VBK is a passively managed fund by Vanguard that tracks the performance of the CRSP US Small Cap Growth Index. It was launched on Jan 26, 2004.
Performance
DFSTX vs. VBK - Performance Comparison
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DFSTX vs. VBK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFSTX DFA U.S. Small Cap Portfolio | -0.13% | 8.07% | 11.50% | 17.66% | -13.50% | 30.50% | 11.19% | 21.78% | -13.20% | 11.19% |
VBK Vanguard Small-Cap Growth ETF | 0.16% | 8.50% | 16.50% | 21.45% | -28.44% | 5.66% | 35.44% | 32.75% | -5.70% | 21.87% |
Returns By Period
In the year-to-date period, DFSTX achieves a -0.13% return, which is significantly lower than VBK's 0.16% return. Over the past 10 years, DFSTX has underperformed VBK with an annualized return of 9.69%, while VBK has yielded a comparatively higher 10.46% annualized return.
DFSTX
- 1D
- -0.91%
- 1M
- -7.67%
- YTD
- -0.13%
- 6M
- 1.57%
- 1Y
- 17.08%
- 3Y*
- 11.14%
- 5Y*
- 6.19%
- 10Y*
- 9.69%
VBK
- 1D
- 4.37%
- 1M
- -5.52%
- YTD
- 0.16%
- 6M
- 1.80%
- 1Y
- 20.70%
- 3Y*
- 12.47%
- 5Y*
- 2.16%
- 10Y*
- 10.46%
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DFSTX vs. VBK - Expense Ratio Comparison
DFSTX has a 0.27% expense ratio, which is higher than VBK's 0.07% 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. VBK — Risk / Return Rank
DFSTX
VBK
DFSTX vs. VBK - 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 Growth ETF (VBK). 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 | VBK | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 0.85 | -0.05 |
Sortino ratioReturn per unit of downside risk | 1.27 | 1.34 | -0.07 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.18 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.03 | 1.38 | -0.35 |
Martin ratioReturn relative to average drawdown | 4.16 | 5.52 | -1.36 |
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 | VBK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 0.85 | -0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.09 | +0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.46 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.40 | +0.08 |
Correlation
The correlation between DFSTX and VBK is 0.93, 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. VBK - Dividend Comparison
DFSTX's dividend yield for the trailing twelve months is around 1.09%, more than VBK's 0.52% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFSTX DFA U.S. Small Cap Portfolio | 1.09% | 1.08% | 1.05% | 2.45% | 5.18% | 6.39% | 1.08% | 3.30% | 5.16% | 4.56% | 3.10% | 5.90% |
VBK Vanguard Small-Cap Growth ETF | 0.52% | 0.54% | 0.54% | 0.68% | 0.55% | 0.36% | 0.44% | 0.57% | 0.79% | 0.82% | 1.08% | 0.98% |
Drawdowns
DFSTX vs. VBK - Drawdown Comparison
The maximum DFSTX drawdown since its inception was -60.99%, roughly equal to the maximum VBK drawdown of -58.68%. Use the drawdown chart below to compare losses from any high point for DFSTX and VBK.
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Drawdown Indicators
| DFSTX | VBK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.99% | -58.68% | -2.31% |
Max Drawdown (1Y)Largest decline over 1 year | -13.92% | -14.56% | +0.64% |
Max Drawdown (5Y)Largest decline over 5 years | -25.91% | -38.39% | +12.48% |
Max Drawdown (10Y)Largest decline over 10 years | -44.78% | -38.70% | -6.08% |
Current DrawdownCurrent decline from peak | -9.09% | -7.57% | -1.52% |
Average DrawdownAverage peak-to-trough decline | -8.80% | -10.22% | +1.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.47% | 3.65% | -0.18% |
Volatility
DFSTX vs. VBK - Volatility Comparison
The current volatility for DFA U.S. Small Cap Portfolio (DFSTX) is 5.43%, while Vanguard Small-Cap Growth ETF (VBK) has a volatility of 8.73%. This indicates that DFSTX experiences smaller price fluctuations and is considered to be less risky than VBK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFSTX | VBK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.43% | 8.73% | -3.30% |
Volatility (6M)Calculated over the trailing 6-month period | 12.19% | 15.41% | -3.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.77% | 24.44% | -2.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.61% | 23.49% | -2.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.06% | 22.80% | -0.74% |