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

Key characteristics


DFSVXDFFVX
YTD Return1.57%0.99%
1Y Return29.61%28.55%
3Y Return (Ann)7.27%6.76%
5Y Return (Ann)11.03%11.20%
10Y Return (Ann)8.44%8.75%
Sharpe Ratio1.461.36
Daily Std Dev18.60%19.01%
Max Drawdown-66.70%-64.21%
Current Drawdown-3.25%-3.49%

Correlation

-0.50.00.51.01.0

The correlation between DFSVX and DFFVX is 0.99, 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

In the year-to-date period, DFSVX achieves a 1.57% return, which is significantly higher than DFFVX's 0.99% return. Both investments have delivered pretty close results over the past 10 years, with DFSVX having a 8.44% annualized return and DFFVX not far ahead at 8.75%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


700.00%750.00%800.00%850.00%900.00%950.00%1,000.00%1,050.00%December2024FebruaryMarchAprilMay
864.32%
999.47%
DFSVX
DFFVX

Compare stocks, funds, or ETFs

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


DFA U.S. Small Cap Value Portfolio I

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.


DFSVX
DFA U.S. Small Cap Value Portfolio I
Expense ratio chart for DFSVX: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%
Expense ratio chart for DFFVX: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%

Risk-Adjusted Performance

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.


DFSVX
Sharpe ratio
The chart of Sharpe ratio for DFSVX, currently valued at 1.46, compared to the broader market-1.000.001.002.003.004.001.46
Sortino ratio
The chart of Sortino ratio for DFSVX, currently valued at 2.22, compared to the broader market-2.000.002.004.006.008.0010.002.22
Omega ratio
The chart of Omega ratio for DFSVX, currently valued at 1.25, compared to the broader market0.501.001.502.002.503.003.501.25
Calmar ratio
The chart of Calmar ratio for DFSVX, currently valued at 1.66, compared to the broader market0.002.004.006.008.0010.0012.001.66
Martin ratio
The chart of Martin ratio for DFSVX, currently valued at 5.81, compared to the broader market0.0020.0040.0060.005.81
DFFVX
Sharpe ratio
The chart of Sharpe ratio for DFFVX, currently valued at 1.36, compared to the broader market-1.000.001.002.003.004.001.36
Sortino ratio
The chart of Sortino ratio for DFFVX, currently valued at 2.09, compared to the broader market-2.000.002.004.006.008.0010.002.09
Omega ratio
The chart of Omega ratio for DFFVX, currently valued at 1.24, compared to the broader market0.501.001.502.002.503.003.501.24
Calmar ratio
The chart of Calmar ratio for DFFVX, currently valued at 1.57, compared to the broader market0.002.004.006.008.0010.0012.001.57
Martin ratio
The chart of Martin ratio for DFFVX, currently valued at 5.05, compared to the broader market0.0020.0040.0060.005.05

DFSVX vs. DFFVX - Sharpe Ratio Comparison

The current DFSVX Sharpe Ratio is 1.46, which roughly equals the DFFVX Sharpe Ratio of 1.36. The chart below compares the 12-month rolling Sharpe Ratio of DFSVX and DFFVX.


Rolling 12-month Sharpe Ratio0.000.501.001.50December2024FebruaryMarchAprilMay
1.46
1.36
DFSVX
DFFVX

Dividends

DFSVX vs. DFFVX - Dividend Comparison

DFSVX's dividend yield for the trailing twelve months is around 3.62%, more than DFFVX's 2.26% yield.


TTM20232022202120202019201820172016201520142013
DFSVX
DFA U.S. Small Cap Value Portfolio I
3.62%3.67%6.77%10.40%1.96%2.83%7.54%5.62%4.53%5.83%4.53%5.09%
DFFVX
DFA U.S. Targeted Value Portfolio
2.26%2.26%5.17%8.12%1.52%3.82%5.95%5.58%4.24%5.84%5.52%6.45%

Drawdowns

DFSVX vs. DFFVX - Drawdown Comparison

The maximum DFSVX drawdown since its inception was -66.70%, roughly equal to the maximum DFFVX drawdown of -64.21%. Use the drawdown chart below to compare losses from any high point for DFSVX and DFFVX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-3.25%
-3.49%
DFSVX
DFFVX

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 5.07% and 5.10%, 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.


3.00%4.00%5.00%6.00%7.00%8.00%December2024FebruaryMarchAprilMay
5.07%
5.10%
DFSVX
DFFVX