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

Correlation

The correlation between DFSV and VTI is 0.80, 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.


-0.50.00.51.00.8

Performance

DFSV vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional US Small Cap Value ETF (DFSV) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
9.62%
10.48%
DFSV
VTI

Key characteristics

Sharpe Ratio

DFSV:

0.36

VTI:

2.05

Sortino Ratio

DFSV:

0.67

VTI:

2.74

Omega Ratio

DFSV:

1.08

VTI:

1.38

Calmar Ratio

DFSV:

0.73

VTI:

3.06

Martin Ratio

DFSV:

1.69

VTI:

13.06

Ulcer Index

DFSV:

4.26%

VTI:

2.01%

Daily Std Dev

DFSV:

19.98%

VTI:

12.79%

Max Drawdown

DFSV:

-17.96%

VTI:

-55.45%

Current Drawdown

DFSV:

-8.35%

VTI:

-2.48%

Returns By Period

In the year-to-date period, DFSV achieves a 7.59% return, which is significantly lower than VTI's 25.60% return.


DFSV

YTD

7.59%

1M

-6.81%

6M

9.62%

1Y

7.22%

5Y*

N/A

10Y*

N/A

VTI

YTD

25.60%

1M

-0.53%

6M

10.84%

1Y

25.91%

5Y*

14.22%

10Y*

12.55%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DFSV vs. VTI - Expense Ratio Comparison

DFSV has a 0.31% expense ratio, which is higher than VTI's 0.03% expense ratio.


DFSV
Dimensional US Small Cap Value ETF
Expense ratio chart for DFSV: current value at 0.31% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.31%
Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

DFSV vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional US Small Cap Value ETF (DFSV) 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.


Sharpe ratio
The chart of Sharpe ratio for DFSV, currently valued at 0.36, compared to the broader market0.002.004.000.362.03
The chart of Sortino ratio for DFSV, currently valued at 0.67, compared to the broader market-2.000.002.004.006.008.0010.000.672.71
The chart of Omega ratio for DFSV, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.001.081.38
The chart of Calmar ratio for DFSV, currently valued at 0.73, compared to the broader market0.005.0010.0015.000.733.02
The chart of Martin ratio for DFSV, currently valued at 1.69, compared to the broader market0.0020.0040.0060.0080.00100.001.6912.88
DFSV
VTI

The current DFSV Sharpe Ratio is 0.36, which is lower than the VTI Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of DFSV and VTI, 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 Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.36
2.03
DFSV
VTI

Dividends

DFSV vs. VTI - Dividend Comparison

DFSV's dividend yield for the trailing twelve months is around 1.31%, more than VTI's 1.25% yield.


TTM20232022202120202019201820172016201520142013
DFSV
Dimensional US Small Cap Value ETF
1.31%1.29%0.90%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTI
Vanguard Total Stock Market ETF
1.25%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

DFSV vs. VTI - Drawdown Comparison

The maximum DFSV drawdown since its inception was -17.96%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for DFSV and VTI. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.35%
-2.48%
DFSV
VTI

Volatility

DFSV vs. VTI - Volatility Comparison

Dimensional US Small Cap Value ETF (DFSV) has a higher volatility of 5.02% compared to Vanguard Total Stock Market ETF (VTI) at 3.94%. This indicates that DFSV's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.02%
3.94%
DFSV
VTI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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