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DFSTX vs. WEMMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DFSTX vs. WEMMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA U.S. Small Cap Portfolio (DFSTX) and TETON Westwood Mighty Mites Fund (WEMMX). The values are adjusted to include any dividend payments, if applicable.

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DFSTX vs. WEMMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
WEMMX
TETON Westwood Mighty Mites Fund
4.76%11.02%3.83%13.53%-15.37%21.44%10.02%16.94%-13.69%15.47%

Returns By Period

In the year-to-date period, DFSTX achieves a -0.13% return, which is significantly lower than WEMMX's 4.76% return. Over the past 10 years, DFSTX has outperformed WEMMX with an annualized return of 9.69%, while WEMMX has yielded a comparatively lower 8.17% 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%

WEMMX

1D
-0.40%
1M
-7.13%
YTD
4.76%
6M
4.86%
1Y
24.54%
3Y*
9.77%
5Y*
4.35%
10Y*
8.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DFSTX vs. WEMMX - Expense Ratio Comparison

DFSTX has a 0.27% expense ratio, which is lower than WEMMX's 1.41% expense ratio.


Return for Risk

DFSTX vs. WEMMX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DFSTX
DFSTX Risk / Return Rank: 4040
Overall Rank
DFSTX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
DFSTX Sortino Ratio Rank: 4343
Sortino Ratio Rank
DFSTX Omega Ratio Rank: 3737
Omega Ratio Rank
DFSTX Calmar Ratio Rank: 4040
Calmar Ratio Rank
DFSTX Martin Ratio Rank: 4040
Martin Ratio Rank

WEMMX
WEMMX Risk / Return Rank: 6868
Overall Rank
WEMMX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
WEMMX Sortino Ratio Rank: 7272
Sortino Ratio Rank
WEMMX Omega Ratio Rank: 5757
Omega Ratio Rank
WEMMX Calmar Ratio Rank: 7979
Calmar Ratio Rank
WEMMX Martin Ratio Rank: 6363
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DFSTX vs. WEMMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Small Cap Portfolio (DFSTX) and TETON Westwood Mighty Mites Fund (WEMMX). 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.


DFSTXWEMMXDifference

Sharpe ratio

Return per unit of total volatility

0.80

1.21

-0.41

Sortino ratio

Return per unit of downside risk

1.27

1.80

-0.53

Omega ratio

Gain probability vs. loss probability

1.17

1.22

-0.06

Calmar ratio

Return relative to maximum drawdown

1.03

1.90

-0.87

Martin ratio

Return relative to average drawdown

4.16

6.03

-1.87

DFSTX vs. WEMMX - Sharpe Ratio Comparison

The current DFSTX Sharpe Ratio is 0.80, which is lower than the WEMMX Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of DFSTX and WEMMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DFSTXWEMMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

1.21

-0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.23

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.40

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.61

-0.13

Correlation

The correlation between DFSTX and WEMMX is 0.89, 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. WEMMX - Dividend Comparison

DFSTX's dividend yield for the trailing twelve months is around 1.09%, less than WEMMX's 21.77% yield.


TTM20252024202320222021202020192018201720162015
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%
WEMMX
TETON Westwood Mighty Mites Fund
21.77%22.80%26.79%18.86%13.60%15.44%9.23%4.11%4.16%6.44%4.61%2.35%

Drawdowns

DFSTX vs. WEMMX - Drawdown Comparison

The maximum DFSTX drawdown since its inception was -60.99%, which is greater than WEMMX's maximum drawdown of -42.48%. Use the drawdown chart below to compare losses from any high point for DFSTX and WEMMX.


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Drawdown Indicators


DFSTXWEMMXDifference

Max Drawdown

Largest peak-to-trough decline

-60.99%

-42.48%

-18.51%

Max Drawdown (1Y)

Largest decline over 1 year

-13.92%

-11.39%

-2.53%

Max Drawdown (5Y)

Largest decline over 5 years

-25.91%

-27.11%

+1.20%

Max Drawdown (10Y)

Largest decline over 10 years

-44.78%

-41.73%

-3.05%

Current Drawdown

Current decline from peak

-9.09%

-8.04%

-1.05%

Average Drawdown

Average peak-to-trough decline

-8.80%

-6.65%

-2.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.47%

3.60%

-0.13%

Volatility

DFSTX vs. WEMMX - Volatility Comparison

The current volatility for DFA U.S. Small Cap Portfolio (DFSTX) is 5.43%, while TETON Westwood Mighty Mites Fund (WEMMX) has a volatility of 5.84%. This indicates that DFSTX experiences smaller price fluctuations and is considered to be less risky than WEMMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DFSTXWEMMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.43%

5.84%

-0.41%

Volatility (6M)

Calculated over the trailing 6-month period

12.19%

12.24%

-0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

21.77%

20.00%

+1.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.61%

18.87%

+1.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.06%

20.36%

+1.70%