DFSVX vs. AGG
DFSVX (DFA U.S. Small Cap Value Portfolio I) and AGG (iShares Core U.S. Aggregate Bond ETF) are both funds - DFSVX is a Small Cap Value Equities fund actively managed by Dimensional, while AGG is a Total Bond Market fund tracking the Bloomberg U.S. Aggregate Bond Index. DFSVX is actively managed, while AGG is passively managed. Over the past 10 years, DFSVX returned 11.75%/yr vs 1.57%/yr for AGG. At a correlation of -0.15, they often move in opposite directions. DFSVX charges 0.30%/yr vs 0.03%/yr for AGG.
Performance
DFSVX vs. AGG - Performance Comparison
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Returns By Period
In the year-to-date period, DFSVX achieves a 17.78% return, which is significantly higher than AGG's 0.52% return. Over the past 10 years, DFSVX has outperformed AGG with an annualized return of 11.75%, while AGG has yielded a comparatively lower 1.57% annualized return.
DFSVX
- 1D
- 1.63%
- 1M
- 5.78%
- YTD
- 17.78%
- 6M
- 15.07%
- 1Y
- 36.45%
- 3Y*
- 17.62%
- 5Y*
- 10.49%
- 10Y*
- 11.75%
AGG
- 1D
- -0.12%
- 1M
- 0.46%
- YTD
- 0.52%
- 6M
- 0.93%
- 1Y
- 4.87%
- 3Y*
- 4.19%
- 5Y*
- 0.06%
- 10Y*
- 1.57%
DFSVX vs. AGG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFSVX DFA U.S. Small Cap Value Portfolio I | 17.78% | 8.37% | 9.58% | 19.02% | -3.57% | 39.97% | 2.24% | 18.15% | -15.13% | 6.82% |
AGG iShares Core U.S. Aggregate Bond ETF | 0.52% | 7.19% | 1.31% | 5.65% | -13.02% | -1.77% | 7.48% | 8.46% | 0.09% | 3.55% |
Correlation
The correlation between DFSVX and AGG is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.03 |
Correlation (All Time) Calculated using the full available price history since Sep 26, 2003 | -0.15 |
The correlation between DFSVX and AGG shifts across timeframes, from -0.15 (all time) to 0.31 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
DFSVX vs. AGG — Risk / Return Rank
DFSVX
AGG
DFSVX vs. AGG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Small Cap Value Portfolio I (DFSVX) and iShares Core U.S. Aggregate Bond ETF (AGG). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DFSVX | AGG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.77 | ||
| Sortino ratioReturn per unit of downside risk | +1.09 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.21 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 3.58 | 1.63 | +1.94 |
| Martin ratioReturn relative to average drawdown | 11.45 | 4.82 | +6.63 |
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Drawdowns
DFSVX vs. AGG - Drawdown Comparison
The maximum DFSVX drawdown since its inception was -66.70%, which is greater than AGG's maximum drawdown of -18.43%. Use the drawdown chart below to compare losses from any high point for DFSVX and AGG.
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Drawdown Indicators
| DFSVX | AGG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.70% | -18.43% | -48.27% |
Max Drawdown (1Y)Largest decline over 1 year | -9.59% | -2.76% | -6.83% |
Max Drawdown (3Y)Largest decline over 3 years | -27.69% | -6.11% | -21.58% |
Max Drawdown (5Y)Largest decline over 5 years | -27.69% | -17.82% | -9.87% |
Max Drawdown (10Y)Largest decline over 10 years | -52.12% | -18.43% | -33.69% |
Current DrawdownCurrent decline from peak | 0.00% | -1.88% | +1.88% |
Average DrawdownAverage peak-to-trough decline | -9.46% | -2.71% | -6.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.99% | 0.94% | +2.05% |
Volatility
DFSVX vs. AGG - Volatility Comparison
DFA U.S. Small Cap Value Portfolio I (DFSVX) has a higher volatility of 4.27% compared to iShares Core U.S. Aggregate Bond ETF (AGG) at 1.37%. This indicates that DFSVX's price experiences larger fluctuations and is considered to be riskier than AGG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFSVX | AGG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.27% | 1.37% | +2.90% |
Volatility (6M)Calculated over the trailing 6-month period | 11.51% | 2.81% | +8.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.53% | 3.82% | +13.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.50% | 6.09% | +15.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.89% | 5.41% | +18.48% |
DFSVX vs. AGG - Expense Ratio Comparison
DFSVX has a 0.30% expense ratio, which is higher than AGG's 0.03% expense ratio.
Dividends
DFSVX vs. AGG - Dividend Comparison
DFSVX's dividend yield for the trailing twelve months is around 1.48%, less than AGG's 3.98% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGG iShares Core U.S. Aggregate Bond ETF | 3.98% | 3.89% | 3.74% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.72% | 2.32% | 2.39% | 2.45% |
DFSVX DFA U.S. Small Cap Value Portfolio I | 1.48% | 1.69% | 1.47% | 3.67% | 6.77% | 10.40% | 1.96% | 2.83% | 7.54% | 5.18% | 4.18% | 5.29% |
Frequently Asked Questions
DFSVX and AGG have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DFSVX has higher volatility (4.27%) compared to AGG (1.37%). In terms of maximum drawdown, DFSVX dropped -66.70% vs AGG's -18.43%.
DFSVX currently has the higher Sharpe Ratio (1.96 vs 1.19), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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