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DFSV vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DFSV and SPY is 0.77, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

DFSV vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional US Small Cap Value ETF (DFSV) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%50.00%NovemberDecember2025FebruaryMarchApril
11.65%
33.77%
DFSV
SPY

Key characteristics

Sharpe Ratio

DFSV:

-0.20

SPY:

0.54

Sortino Ratio

DFSV:

-0.12

SPY:

0.89

Omega Ratio

DFSV:

0.98

SPY:

1.13

Calmar Ratio

DFSV:

-0.18

SPY:

0.58

Martin Ratio

DFSV:

-0.55

SPY:

2.39

Ulcer Index

DFSV:

8.90%

SPY:

4.51%

Daily Std Dev

DFSV:

24.63%

SPY:

20.07%

Max Drawdown

DFSV:

-28.02%

SPY:

-55.19%

Current Drawdown

DFSV:

-20.73%

SPY:

-10.54%

Returns By Period

In the year-to-date period, DFSV achieves a -13.14% return, which is significantly lower than SPY's -6.44% return.


DFSV

YTD

-13.14%

1M

-7.56%

6M

-12.17%

1Y

-6.13%

5Y*

N/A

10Y*

N/A

SPY

YTD

-6.44%

1M

-5.00%

6M

-5.02%

1Y

9.54%

5Y*

15.80%

10Y*

11.95%

*Annualized

Compare stocks, funds, or ETFs

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DFSV vs. SPY - Expense Ratio Comparison

DFSV has a 0.31% expense ratio, which is higher than SPY's 0.09% expense ratio.


Expense ratio chart for DFSV: current value is 0.31%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DFSV: 0.31%
Expense ratio chart for SPY: current value is 0.09%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SPY: 0.09%

Risk-Adjusted Performance

DFSV vs. SPY — Risk-Adjusted Performance Rank

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

DFSV
The Risk-Adjusted Performance Rank of DFSV is 1212
Overall Rank
The Sharpe Ratio Rank of DFSV is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of DFSV is 1313
Sortino Ratio Rank
The Omega Ratio Rank of DFSV is 1313
Omega Ratio Rank
The Calmar Ratio Rank of DFSV is 1111
Calmar Ratio Rank
The Martin Ratio Rank of DFSV is 1212
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 6565
Overall Rank
The Sharpe Ratio Rank of SPY is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 6464
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6565
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6969
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6767
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DFSV vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional US Small Cap Value ETF (DFSV) and SPDR S&P 500 ETF (SPY). 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.


The chart of Sharpe ratio for DFSV, currently valued at -0.20, compared to the broader market-1.000.001.002.003.004.00
DFSV: -0.20
SPY: 0.54
The chart of Sortino ratio for DFSV, currently valued at -0.12, compared to the broader market-2.000.002.004.006.008.00
DFSV: -0.12
SPY: 0.89
The chart of Omega ratio for DFSV, currently valued at 0.98, compared to the broader market0.501.001.502.002.50
DFSV: 0.98
SPY: 1.13
The chart of Calmar ratio for DFSV, currently valued at -0.18, compared to the broader market0.002.004.006.008.0010.0012.00
DFSV: -0.18
SPY: 0.58
The chart of Martin ratio for DFSV, currently valued at -0.55, compared to the broader market0.0020.0040.0060.00
DFSV: -0.55
SPY: 2.39

The current DFSV Sharpe Ratio is -0.20, which is lower than the SPY Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of DFSV and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.20
0.54
DFSV
SPY

Dividends

DFSV vs. SPY - Dividend Comparison

DFSV's dividend yield for the trailing twelve months is around 1.62%, more than SPY's 1.31% yield.


TTM20242023202220212020201920182017201620152014
DFSV
Dimensional US Small Cap Value ETF
1.62%1.32%1.29%0.90%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPY
SPDR S&P 500 ETF
1.31%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

DFSV vs. SPY - Drawdown Comparison

The maximum DFSV drawdown since its inception was -28.02%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for DFSV and SPY. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-20.73%
-10.54%
DFSV
SPY

Volatility

DFSV vs. SPY - Volatility Comparison

Dimensional US Small Cap Value ETF (DFSV) and SPDR S&P 500 ETF (SPY) have volatilities of 15.65% and 15.13%, 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.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
15.65%
15.13%
DFSV
SPY