DFSTX vs. VWENX
Compare and contrast key facts about DFA U.S. Small Cap Portfolio (DFSTX) and Vanguard Wellington Fund Admiral Shares (VWENX).
DFSTX is managed by Dimensional. It was launched on Mar 19, 1992. VWENX is managed by Vanguard. It was launched on May 14, 2001.
Performance
DFSTX vs. VWENX - Performance Comparison
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DFSTX vs. VWENX - 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% |
VWENX Vanguard Wellington Fund Admiral Shares | -5.23% | 16.63% | 14.82% | 14.40% | -14.31% | 19.09% | 10.66% | 22.61% | -3.35% | 14.05% |
Returns By Period
In the year-to-date period, DFSTX achieves a -0.13% return, which is significantly higher than VWENX's -5.23% return. Over the past 10 years, DFSTX has outperformed VWENX with an annualized return of 9.69%, while VWENX has yielded a comparatively lower 9.18% 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%
VWENX
- 1D
- -0.03%
- 1M
- -5.92%
- YTD
- -5.23%
- 6M
- -2.17%
- 1Y
- 12.36%
- 3Y*
- 11.99%
- 5Y*
- 7.43%
- 10Y*
- 9.18%
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DFSTX vs. VWENX - Expense Ratio Comparison
DFSTX has a 0.27% expense ratio, which is higher than VWENX's 0.16% 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. VWENX — Risk / Return Rank
DFSTX
VWENX
DFSTX vs. VWENX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Small Cap Portfolio (DFSTX) and Vanguard Wellington Fund Admiral Shares (VWENX). 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 | VWENX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 1.10 | -0.30 |
Sortino ratioReturn per unit of downside risk | 1.27 | 1.62 | -0.35 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.24 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.03 | 1.46 | -0.43 |
Martin ratioReturn relative to average drawdown | 4.16 | 6.70 | -2.54 |
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 | VWENX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 1.10 | -0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.67 | -0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.80 | -0.36 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.64 | -0.16 |
Correlation
The correlation between DFSTX and VWENX is 0.81, 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. VWENX - Dividend Comparison
DFSTX's dividend yield for the trailing twelve months is around 1.09%, less than VWENX's 12.25% 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% |
VWENX Vanguard Wellington Fund Admiral Shares | 12.25% | 11.55% | 10.85% | 6.08% | 8.28% | 8.72% | 7.85% | 4.74% | 9.58% | 5.88% | 4.53% | 6.58% |
Drawdowns
DFSTX vs. VWENX - Drawdown Comparison
The maximum DFSTX drawdown since its inception was -60.99%, which is greater than VWENX's maximum drawdown of -36.02%. Use the drawdown chart below to compare losses from any high point for DFSTX and VWENX.
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Drawdown Indicators
| DFSTX | VWENX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.99% | -36.02% | -24.97% |
Max Drawdown (1Y)Largest decline over 1 year | -13.92% | -8.02% | -5.90% |
Max Drawdown (5Y)Largest decline over 5 years | -25.91% | -20.84% | -5.07% |
Max Drawdown (10Y)Largest decline over 10 years | -44.78% | -25.33% | -19.45% |
Current DrawdownCurrent decline from peak | -9.09% | -6.77% | -2.32% |
Average DrawdownAverage peak-to-trough decline | -8.80% | -4.38% | -4.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.47% | 1.75% | +1.72% |
Volatility
DFSTX vs. VWENX - Volatility Comparison
DFA U.S. Small Cap Portfolio (DFSTX) has a higher volatility of 5.43% compared to Vanguard Wellington Fund Admiral Shares (VWENX) at 3.36%. This indicates that DFSTX's price experiences larger fluctuations and is considered to be riskier than VWENX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFSTX | VWENX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.43% | 3.36% | +2.07% |
Volatility (6M)Calculated over the trailing 6-month period | 12.19% | 6.36% | +5.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.77% | 11.74% | +10.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.61% | 11.09% | +9.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.06% | 11.48% | +10.58% |