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DFSVX vs. DFFVX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DFSVX and DFFVX is 0.83, 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

DFSVX vs. DFFVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA U.S. Small Cap Value Portfolio I (DFSVX) and DFA U.S. Targeted Value Portfolio (DFFVX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

DFSVX:

-0.06

DFFVX:

0.02

Sortino Ratio

DFSVX:

0.07

DFFVX:

0.19

Omega Ratio

DFSVX:

1.01

DFFVX:

1.03

Calmar Ratio

DFSVX:

-0.07

DFFVX:

0.01

Martin Ratio

DFSVX:

-0.18

DFFVX:

0.03

Ulcer Index

DFSVX:

9.93%

DFFVX:

9.12%

Daily Std Dev

DFSVX:

24.79%

DFFVX:

24.37%

Max Drawdown

DFSVX:

-66.70%

DFFVX:

-65.13%

Current Drawdown

DFSVX:

-13.84%

DFFVX:

-11.87%

Returns By Period

In the year-to-date period, DFSVX achieves a -5.51% return, which is significantly lower than DFFVX's -3.83% return. Over the past 10 years, DFSVX has outperformed DFFVX with an annualized return of 7.67%, while DFFVX has yielded a comparatively lower 4.98% annualized return.


DFSVX

YTD

-5.51%

1M

12.49%

6M

-9.60%

1Y

-1.54%

3Y*

8.80%

5Y*

19.68%

10Y*

7.67%

DFFVX

YTD

-3.83%

1M

12.55%

6M

-7.44%

1Y

0.59%

3Y*

7.54%

5Y*

17.20%

10Y*

4.98%

*Annualized

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DFA U.S. Targeted Value Portfolio

DFSVX vs. DFFVX - Expense Ratio Comparison

DFSVX has a 0.30% expense ratio, which is higher than DFFVX's 0.29% expense ratio.


Risk-Adjusted Performance

DFSVX vs. DFFVX — Risk-Adjusted Performance Rank

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

DFSVX
The Risk-Adjusted Performance Rank of DFSVX is 1414
Overall Rank
The Sharpe Ratio Rank of DFSVX is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of DFSVX is 1515
Sortino Ratio Rank
The Omega Ratio Rank of DFSVX is 1414
Omega Ratio Rank
The Calmar Ratio Rank of DFSVX is 1212
Calmar Ratio Rank
The Martin Ratio Rank of DFSVX is 1313
Martin Ratio Rank

DFFVX
The Risk-Adjusted Performance Rank of DFFVX is 1818
Overall Rank
The Sharpe Ratio Rank of DFFVX is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of DFFVX is 2020
Sortino Ratio Rank
The Omega Ratio Rank of DFFVX is 1818
Omega Ratio Rank
The Calmar Ratio Rank of DFFVX is 1717
Calmar Ratio Rank
The Martin Ratio Rank of DFFVX is 1717
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.

DFSVX vs. DFFVX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Small Cap Value Portfolio I (DFSVX) and DFA U.S. Targeted Value Portfolio (DFFVX). 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 current DFSVX Sharpe Ratio is -0.06, which is lower than the DFFVX Sharpe Ratio of 0.02. The chart below compares the historical Sharpe Ratios of DFSVX and DFFVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

DFSVX vs. DFFVX - Dividend Comparison

DFSVX's dividend yield for the trailing twelve months is around 1.61%, more than DFFVX's 1.57% yield.


TTM20242023202220212020201920182017201620152014
DFSVX
DFA U.S. Small Cap Value Portfolio I
1.61%1.47%3.67%6.77%10.40%1.96%2.83%7.54%5.62%4.53%5.83%4.53%
DFFVX
DFA U.S. Targeted Value Portfolio
1.57%1.40%2.26%5.17%8.12%1.52%3.82%5.95%5.58%4.24%5.84%5.52%

Drawdowns

DFSVX vs. DFFVX - Drawdown Comparison

The maximum DFSVX drawdown since its inception was -66.70%, roughly equal to the maximum DFFVX drawdown of -65.13%. Use the drawdown chart below to compare losses from any high point for DFSVX and DFFVX. For additional features, visit the drawdowns tool.


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Volatility

DFSVX vs. DFFVX - Volatility Comparison

DFA U.S. Small Cap Value Portfolio I (DFSVX) and DFA U.S. Targeted Value Portfolio (DFFVX) have volatilities of 6.42% and 6.28%, 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.


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