DFSV vs. DFSVX
Compare and contrast key facts about Dimensional US Small Cap Value ETF (DFSV) and DFA U.S. Small Cap Value Portfolio I (DFSVX).
DFSV is an actively managed fund by Dimensional. It was launched on Feb 23, 2022. DFSVX is managed by Dimensional Fund Advisors LP. It was launched on Mar 2, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFSV or DFSVX.
Key characteristics
| DFSV | DFSVX | |
|---|---|---|
| YTD Return | 13.33% | 16.14% |
| 1Y Return | 28.23% | 30.15% |
| Sharpe Ratio | 1.65 | 1.76 |
| Sortino Ratio | 2.49 | 2.61 |
| Omega Ratio | 1.30 | 1.32 |
| Calmar Ratio | 3.52 | 3.62 |
| Martin Ratio | 8.81 | 9.96 |
| Ulcer Index | 3.97% | 3.64% |
| Daily Std Dev | 21.17% | 20.54% |
| Max Drawdown | -17.96% | -66.70% |
| Current Drawdown | -1.83% | -1.77% |
Correlation
The correlation between DFSV and DFSVX is 0.99, 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.
Performance
DFSV vs. DFSVX - Performance Comparison
In the year-to-date period, DFSV achieves a 13.33% return, which is significantly lower than DFSVX's 16.14% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DFSV vs. DFSVX - Expense Ratio Comparison
DFSV has a 0.31% expense ratio, which is higher than DFSVX's 0.30% expense ratio.
Risk-Adjusted Performance
DFSV vs. DFSVX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional US Small Cap Value ETF (DFSV) and DFA U.S. Small Cap Value Portfolio I (DFSVX). 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.
Dividends
DFSV vs. DFSVX - Dividend Comparison
DFSV's dividend yield for the trailing twelve months is around 1.17%, less than DFSVX's 3.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFSV Dimensional US Small Cap Value ETF | 1.17% | 1.29% | 0.90% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DFSVX DFA U.S. Small Cap Value Portfolio I | 3.23% | 3.67% | 6.77% | 10.40% | 1.96% | 2.83% | 7.54% | 5.62% | 4.53% | 5.83% | 4.53% | 5.09% |
Drawdowns
DFSV vs. DFSVX - Drawdown Comparison
The maximum DFSV drawdown since its inception was -17.96%, smaller than the maximum DFSVX drawdown of -66.70%. Use the drawdown chart below to compare losses from any high point for DFSV and DFSVX. For additional features, visit the drawdowns tool.
Volatility
DFSV vs. DFSVX - Volatility Comparison
Dimensional US Small Cap Value ETF (DFSV) and DFA U.S. Small Cap Value Portfolio I (DFSVX) have volatilities of 8.22% and 8.26%, 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.