DFSTX vs. VTI
DFSTX (DFA U.S. Small Cap Portfolio) and VTI (Vanguard Total Stock Market ETF) are both funds - DFSTX is a Small Cap Blend Equities fund managed by Dimensional, while VTI is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Over the past 10 years, DFSTX returned 11.18%/yr vs 15.31%/yr for VTI. Their correlation of 0.88 suggests significant overlap in exposure. DFSTX charges 0.27%/yr vs 0.03%/yr for VTI.
Performance
DFSTX vs. VTI - 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 VTI's 10.35% return. Over the past 10 years, DFSTX has underperformed VTI with an annualized return of 11.18%, while VTI has yielded a comparatively higher 15.31% 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%
VTI
- 1D
- -0.32%
- 1M
- 0.55%
- YTD
- 10.35%
- 6M
- 9.59%
- 1Y
- 27.18%
- 3Y*
- 21.19%
- 5Y*
- 12.36%
- 10Y*
- 15.31%
DFSTX vs. VTI - 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% |
VTI Vanguard Total Stock Market ETF | 10.35% | 17.10% | 23.81% | 26.05% | -19.52% | 25.68% | 21.08% | 30.67% | -5.23% | 21.21% |
Correlation
The correlation between DFSTX and VTI is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since May 31, 2001 | 0.88 |
The correlation between DFSTX and VTI has been stable across timeframes, ranging from 0.81 to 0.88 - a consistent structural relationship.
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Return for Risk
DFSTX vs. VTI — Risk / Return Rank
DFSTX
VTI
DFSTX vs. VTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Small Cap Portfolio (DFSTX) and Vanguard Total Stock Market ETF (VTI). 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 | VTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.25 | ||
| Sortino ratioReturn per unit of downside risk | -0.13 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.38 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.51 | 3.06 | +0.45 |
| Martin ratioReturn relative to average drawdown | 11.94 | 13.68 | -1.74 |
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Drawdowns
DFSTX vs. VTI - Drawdown Comparison
The maximum DFSTX drawdown since its inception was -60.99%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for DFSTX and VTI.
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Drawdown Indicators
| DFSTX | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.99% | -55.45% | -5.54% |
Max Drawdown (1Y)Largest decline over 1 year | -9.16% | -8.92% | -0.24% |
Max Drawdown (3Y)Largest decline over 3 years | -25.91% | -19.30% | -6.61% |
Max Drawdown (5Y)Largest decline over 5 years | -25.91% | -25.36% | -0.55% |
Max Drawdown (10Y)Largest decline over 10 years | -44.78% | -35.00% | -9.78% |
Current DrawdownCurrent decline from peak | -0.15% | -1.48% | +1.33% |
Average DrawdownAverage peak-to-trough decline | -8.76% | -8.01% | -0.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.68% | 1.99% | +0.69% |
Volatility
DFSTX vs. VTI - Volatility Comparison
DFA U.S. Small Cap Portfolio (DFSTX) and Vanguard Total Stock Market ETF (VTI) have volatilities of 4.95% and 4.74%, 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 | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.95% | 4.74% | +0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 11.94% | 9.96% | +1.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.97% | 12.76% | +4.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.58% | 17.49% | +3.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.10% | 18.35% | +3.75% |
DFSTX vs. VTI - Expense Ratio Comparison
DFSTX has a 0.27% expense ratio, which is higher than VTI'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%.
Dividends
DFSTX vs. VTI - Dividend Comparison
DFSTX's dividend yield for the trailing twelve months is around 0.93%, less than VTI's 1.02% 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% |
VTI Vanguard Total Stock Market ETF | 1.02% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
Frequently Asked Questions
DFSTX and VTI have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DFSTX has higher volatility (4.95%) compared to VTI (4.74%). In terms of maximum drawdown, DFSTX dropped -60.99% vs VTI's -55.45%.
VTI currently has the higher Sharpe Ratio (2.14 vs 1.90), 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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