DFSVX vs. DFFVX
Compare and contrast key facts about DFA U.S. Small Cap Value Portfolio I (DFSVX) and DFA U.S. Targeted Value Portfolio (DFFVX).
DFSVX is managed by Dimensional. It was launched on Mar 2, 1993. DFFVX is managed by Dimensional. It was launched on Feb 23, 2000.
Performance
DFSVX vs. DFFVX - Performance Comparison
Loading graphics...
DFSVX vs. DFFVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFSVX DFA U.S. Small Cap Value Portfolio I | 4.70% | 8.37% | 9.58% | 19.02% | -3.57% | 39.97% | 2.24% | 18.15% | -15.13% | 6.82% |
DFFVX DFA U.S. Targeted Value Portfolio | 3.27% | 9.53% | 9.34% | 19.37% | -4.66% | 31.53% | 3.78% | 21.51% | -15.79% | 9.20% |
Returns By Period
In the year-to-date period, DFSVX achieves a 4.70% return, which is significantly higher than DFFVX's 3.27% return. Both investments have delivered pretty close results over the past 10 years, with DFSVX having a 10.61% annualized return and DFFVX not far behind at 10.23%.
DFSVX
- 1D
- -0.56%
- 1M
- -5.28%
- YTD
- 4.70%
- 6M
- 8.23%
- 1Y
- 23.60%
- 3Y*
- 13.98%
- 5Y*
- 9.57%
- 10Y*
- 10.61%
DFFVX
- 1D
- -0.57%
- 1M
- -5.78%
- YTD
- 3.27%
- 6M
- 6.24%
- 1Y
- 21.73%
- 3Y*
- 13.51%
- 5Y*
- 8.15%
- 10Y*
- 10.23%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DFSVX vs. DFFVX - Expense Ratio Comparison
DFSVX has a 0.30% expense ratio, which is higher than DFFVX's 0.29% expense ratio.
Return for Risk
DFSVX vs. DFFVX — Risk / Return Rank
DFSVX
DFFVX
DFSVX vs. DFFVX - 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 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 | DFFVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.03 | 0.97 | +0.06 |
Sortino ratioReturn per unit of downside risk | 1.55 | 1.49 | +0.06 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.21 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.34 | 1.31 | +0.03 |
Martin ratioReturn relative to average drawdown | 4.99 | 4.88 | +0.11 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| DFSVX | DFFVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.03 | 0.97 | +0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.38 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.43 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.45 | +0.06 |
Correlation
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.
Dividends
DFSVX vs. DFFVX - Dividend Comparison
DFSVX's dividend yield for the trailing twelve months is around 1.66%, which matches DFFVX's 1.66% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFSVX DFA U.S. Small Cap Value Portfolio I | 1.66% | 1.69% | 1.47% | 3.67% | 6.77% | 10.40% | 1.96% | 2.83% | 7.54% | 5.18% | 4.18% | 5.29% |
DFFVX DFA U.S. Targeted Value Portfolio | 1.66% | 1.69% | 1.40% | 2.26% | 5.17% | 2.74% | 1.52% | 3.82% | 5.95% | 5.16% | 3.95% | 5.84% |
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.
Loading graphics...
Drawdown Indicators
| DFSVX | DFFVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.70% | -64.21% | -2.49% |
Max Drawdown (1Y)Largest decline over 1 year | -15.11% | -14.71% | -0.40% |
Max Drawdown (5Y)Largest decline over 5 years | -27.69% | -26.09% | -1.60% |
Max Drawdown (10Y)Largest decline over 10 years | -52.12% | -50.75% | -1.37% |
Current DrawdownCurrent decline from peak | -7.77% | -8.07% | +0.30% |
Average DrawdownAverage peak-to-trough decline | -9.51% | -9.76% | +0.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.14% | 3.96% | +0.18% |
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 5.00% and 4.90%, 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.
Loading graphics...
Volatility by Period
| DFSVX | DFFVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.00% | 4.90% | +0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 12.75% | 12.20% | +0.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.31% | 22.60% | +0.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.67% | 21.69% | -0.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.92% | 23.67% | +0.25% |