DFSTX vs. VSTCX
DFSTX (DFA U.S. Small Cap Portfolio) and VSTCX (Vanguard Strategic Small-Cap Equity Fund) are both Small Cap Blend Equities funds. Over the past 10 years, DFSTX returned 10.93%/yr vs 12.71%/yr for VSTCX. With a 0.98 correlation, they move nearly in lockstep. DFSTX charges 0.27%/yr vs 0.26%/yr for VSTCX.
Performance
DFSTX vs. VSTCX - Performance Comparison
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Returns By Period
In the year-to-date period, DFSTX achieves a 14.69% return, which is significantly lower than VSTCX's 18.22% return. Over the past 10 years, DFSTX has underperformed VSTCX with an annualized return of 10.93%, while VSTCX has yielded a comparatively higher 12.71% annualized return.
DFSTX
- 1D
- 0.76%
- 1M
- 3.51%
- YTD
- 14.69%
- 6M
- 13.91%
- 1Y
- 29.09%
- 3Y*
- 16.25%
- 5Y*
- 8.13%
- 10Y*
- 10.93%
VSTCX
- 1D
- 0.58%
- 1M
- 3.68%
- YTD
- 18.22%
- 6M
- 18.42%
- 1Y
- 41.82%
- 3Y*
- 22.14%
- 5Y*
- 11.88%
- 10Y*
- 12.71%
DFSTX vs. VSTCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFSTX DFA U.S. Small Cap Portfolio | 14.69% | 8.07% | 11.50% | 17.66% | -13.50% | 30.50% | 11.19% | 21.78% | -13.20% | 11.19% |
VSTCX Vanguard Strategic Small-Cap Equity Fund | 18.22% | 15.20% | 15.40% | 21.34% | -13.00% | 33.53% | 8.38% | 22.18% | -11.87% | 9.21% |
Correlation
The correlation between DFSTX and VSTCX 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 | 0.99 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.98 |
Correlation (All Time) Calculated using the full available price history since Apr 21, 2006 | 0.98 |
The correlation between DFSTX and VSTCX has been stable across timeframes, ranging from 0.97 to 0.99 - a consistent structural relationship.
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Return for Risk
DFSTX vs. VSTCX — Risk / Return Rank
DFSTX
VSTCX
DFSTX vs. VSTCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Small Cap Portfolio (DFSTX) and Vanguard Strategic Small-Cap Equity Fund (VSTCX). 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 | VSTCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.64 | ||
| Sortino ratioReturn per unit of downside risk | -0.74 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.43 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.42 | 5.44 | -2.03 |
| Martin ratioReturn relative to average drawdown | 11.58 | 19.17 | -7.59 |
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 | VSTCX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.87 | 2.50 | -0.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.54 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.54 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.38 | +0.12 |
Drawdowns
DFSTX vs. VSTCX - Drawdown Comparison
The maximum DFSTX drawdown since its inception was -60.99%, roughly equal to the maximum VSTCX drawdown of -62.50%. Use the drawdown chart below to compare losses from any high point for DFSTX and VSTCX.
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Drawdown Indicators
| DFSTX | VSTCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.99% | -62.50% | +1.51% |
Max Drawdown (1Y)Largest decline over 1 year | -9.16% | -8.08% | -1.08% |
Max Drawdown (3Y)Largest decline over 3 years | -25.91% | -27.47% | +1.56% |
Max Drawdown (5Y)Largest decline over 5 years | -25.91% | -27.47% | +1.56% |
Max Drawdown (10Y)Largest decline over 10 years | -44.78% | -48.08% | +3.30% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -8.77% | -10.65% | +1.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.69% | 2.29% | +0.40% |
Volatility
DFSTX vs. VSTCX - Volatility Comparison
DFA U.S. Small Cap Portfolio (DFSTX) and Vanguard Strategic Small-Cap Equity Fund (VSTCX) have volatilities of 4.45% and 4.49%, 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 | VSTCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.45% | 4.49% | -0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 11.57% | 11.97% | -0.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.76% | 17.57% | -0.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.56% | 21.99% | -1.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.08% | 23.47% | -1.39% |
DFSTX vs. VSTCX - Expense Ratio Comparison
DFSTX has a 0.27% expense ratio, which is higher than VSTCX's 0.26% 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. VSTCX - Dividend Comparison
DFSTX's dividend yield for the trailing twelve months is around 0.95%, less than VSTCX's 6.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFSTX DFA U.S. Small Cap Portfolio | 0.95% | 1.08% | 1.05% | 2.45% | 5.18% | 6.39% | 1.08% | 3.30% | 5.16% | 4.56% | 3.10% | 5.90% |
VSTCX Vanguard Strategic Small-Cap Equity Fund | 6.38% | 7.55% | 9.66% | 2.50% | 7.44% | 19.92% | 1.24% | 4.14% | 11.74% | 5.76% | 1.35% | 2.33% |
Frequently Asked Questions
With a correlation of 0.97, DFSTX and VSTCX 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.
VSTCX has higher volatility (4.49%) compared to DFSTX (4.45%). In terms of maximum drawdown, DFSTX dropped -60.99% vs VSTCX's -62.50%.
VSTCX currently has the higher Sharpe Ratio (2.50 vs 1.87), 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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