DFSVX vs. DFEOX
Compare and contrast key facts about DFA U.S. Small Cap Value Portfolio I (DFSVX) and DFA US Core Equity 1 Portfolio I (DFEOX).
DFSVX is managed by Dimensional. It was launched on Mar 2, 1993. DFEOX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
DFSVX vs. DFEOX - Performance Comparison
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DFSVX vs. DFEOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFSVX DFA U.S. Small Cap Value Portfolio I | 6.83% | 8.37% | 9.58% | 19.02% | -3.57% | 39.97% | 2.24% | 18.15% | -15.13% | 6.82% |
DFEOX DFA US Core Equity 1 Portfolio I | -1.72% | 16.00% | 21.35% | 22.97% | -14.99% | 27.51% | 16.44% | 30.20% | -7.81% | 20.26% |
Returns By Period
In the year-to-date period, DFSVX achieves a 6.83% return, which is significantly higher than DFEOX's -1.72% return. Over the past 10 years, DFSVX has underperformed DFEOX with an annualized return of 10.84%, while DFEOX has yielded a comparatively higher 13.25% annualized return.
DFSVX
- 1D
- 2.04%
- 1M
- -3.75%
- YTD
- 6.83%
- 6M
- 9.84%
- 1Y
- 25.75%
- 3Y*
- 14.75%
- 5Y*
- 9.70%
- 10Y*
- 10.84%
DFEOX
- 1D
- 2.75%
- 1M
- -4.90%
- YTD
- -1.72%
- 6M
- 0.66%
- 1Y
- 18.51%
- 3Y*
- 17.18%
- 5Y*
- 10.79%
- 10Y*
- 13.25%
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DFSVX vs. DFEOX - Expense Ratio Comparison
DFSVX has a 0.30% expense ratio, which is higher than DFEOX's 0.14% expense ratio.
Return for Risk
DFSVX vs. DFEOX — Risk / Return Rank
DFSVX
DFEOX
DFSVX vs. DFEOX - 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 DFA US Core Equity 1 Portfolio I (DFEOX). 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.
| DFSVX | DFEOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.13 | 1.07 | +0.06 |
Sortino ratioReturn per unit of downside risk | 1.67 | 1.61 | +0.06 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.24 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.56 | 1.33 | +0.23 |
Martin ratioReturn relative to average drawdown | 5.75 | 6.41 | -0.65 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DFSVX | DFEOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.13 | 1.07 | +0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.64 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.74 | -0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.51 | 0.00 |
Correlation
The correlation between DFSVX and DFEOX is 0.91, 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
DFSVX vs. DFEOX - Dividend Comparison
DFSVX's dividend yield for the trailing twelve months is around 1.63%, more than DFEOX's 1.09% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFSVX DFA U.S. Small Cap Value Portfolio I | 1.63% | 1.69% | 1.47% | 3.67% | 6.77% | 10.40% | 1.96% | 2.83% | 7.54% | 5.18% | 4.18% | 5.29% |
DFEOX DFA US Core Equity 1 Portfolio I | 1.09% | 1.06% | 1.13% | 1.43% | 4.08% | 3.69% | 1.36% | 3.02% | 2.37% | 1.61% | 1.61% | 2.98% |
Drawdowns
DFSVX vs. DFEOX - Drawdown Comparison
The maximum DFSVX drawdown since its inception was -66.70%, which is greater than DFEOX's maximum drawdown of -56.77%. Use the drawdown chart below to compare losses from any high point for DFSVX and DFEOX.
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Drawdown Indicators
| DFSVX | DFEOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.70% | -56.77% | -9.93% |
Max Drawdown (1Y)Largest decline over 1 year | -15.11% | -12.58% | -2.53% |
Max Drawdown (5Y)Largest decline over 5 years | -27.69% | -22.86% | -4.83% |
Max Drawdown (10Y)Largest decline over 10 years | -52.12% | -36.55% | -15.57% |
Current DrawdownCurrent decline from peak | -5.89% | -5.76% | -0.13% |
Average DrawdownAverage peak-to-trough decline | -9.51% | -7.24% | -2.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.09% | 2.63% | +1.46% |
Volatility
DFSVX vs. DFEOX - Volatility Comparison
DFA U.S. Small Cap Value Portfolio I (DFSVX) has a higher volatility of 5.46% compared to DFA US Core Equity 1 Portfolio I (DFEOX) at 5.19%. This indicates that DFSVX's price experiences larger fluctuations and is considered to be riskier than DFEOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFSVX | DFEOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.46% | 5.19% | +0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 12.88% | 8.89% | +3.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.35% | 18.03% | +5.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.68% | 16.92% | +4.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.92% | 18.00% | +5.92% |