DFSTX vs. VOO
Compare and contrast key facts about DFA U.S. Small Cap Portfolio (DFSTX) and Vanguard S&P 500 ETF (VOO).
DFSTX is managed by Dimensional. It was launched on Mar 19, 1992. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
DFSTX vs. VOO - Performance Comparison
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DFSTX vs. VOO - 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% |
VOO Vanguard S&P 500 ETF | -4.42% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, DFSTX achieves a -0.13% return, which is significantly higher than VOO's -4.42% return. Over the past 10 years, DFSTX has underperformed VOO with an annualized return of 9.69%, while VOO has yielded a comparatively higher 14.05% 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%
VOO
- 1D
- 2.86%
- 1M
- -5.01%
- YTD
- -4.42%
- 6M
- -1.84%
- 1Y
- 17.67%
- 3Y*
- 18.27%
- 5Y*
- 11.75%
- 10Y*
- 14.05%
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DFSTX vs. VOO - Expense Ratio Comparison
DFSTX has a 0.27% expense ratio, which is higher than VOO's 0.03% 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. VOO — Risk / Return Rank
DFSTX
VOO
DFSTX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Small Cap Portfolio (DFSTX) and Vanguard S&P 500 ETF (VOO). 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 | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 0.98 | -0.18 |
Sortino ratioReturn per unit of downside risk | 1.27 | 1.50 | -0.22 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.23 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.03 | 1.53 | -0.50 |
Martin ratioReturn relative to average drawdown | 4.16 | 7.29 | -3.14 |
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 | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 0.98 | -0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.70 | -0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.78 | -0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.83 | -0.35 |
Correlation
The correlation between DFSTX and VOO is 0.83, 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. VOO - Dividend Comparison
DFSTX's dividend yield for the trailing twelve months is around 1.09%, less than VOO's 1.19% 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% |
VOO Vanguard S&P 500 ETF | 1.19% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
DFSTX vs. VOO - Drawdown Comparison
The maximum DFSTX drawdown since its inception was -60.99%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for DFSTX and VOO.
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Drawdown Indicators
| DFSTX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.99% | -33.99% | -27.00% |
Max Drawdown (1Y)Largest decline over 1 year | -13.92% | -11.98% | -1.94% |
Max Drawdown (5Y)Largest decline over 5 years | -25.91% | -24.52% | -1.39% |
Max Drawdown (10Y)Largest decline over 10 years | -44.78% | -33.99% | -10.79% |
Current DrawdownCurrent decline from peak | -9.09% | -6.29% | -2.80% |
Average DrawdownAverage peak-to-trough decline | -8.80% | -3.72% | -5.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.47% | 2.52% | +0.95% |
Volatility
DFSTX vs. VOO - Volatility Comparison
DFA U.S. Small Cap Portfolio (DFSTX) and Vanguard S&P 500 ETF (VOO) have volatilities of 5.43% and 5.29%, 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 | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.43% | 5.29% | +0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 12.19% | 9.44% | +2.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.77% | 18.10% | +3.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.61% | 16.82% | +3.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.06% | 17.99% | +4.07% |