DFSVX vs. DFFVX
DFSVX (DFA U.S. Small Cap Value Portfolio I) and DFFVX (DFA U.S. Targeted Value Portfolio Institutional Class) are both Small Cap Value Equities funds from Dimensional. Both are actively managed. Over the past 10 years, DFSVX returned 11.81%/yr vs 11.41%/yr for DFFVX. Their 0.99 correlation means they have historically moved very closely together. DFSVX charges 0.30%/yr vs 0.29%/yr for DFFVX.
Performance
DFSVX vs. DFFVX - Performance Comparison
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Returns By Period
In the year-to-date period, DFSVX achieves a 21.34% return, which is significantly higher than DFFVX's 19.98% return. Both investments have delivered pretty close results over the past 10 years, with DFSVX having a 11.81% annualized return and DFFVX not far behind at 11.41%.
DFSVX
- 1D
- -0.05%
- 1M
- 2.61%
- 6M
- 11.99%
- YTD
- 21.34%
- 1Y
- 36.95%
- 3Y*
- 15.44%
- 5Y*
- 12.43%
- 10Y*
- 11.81%
- ALL TIME*
- 11.51%
DFFVX
- 1D
- -0.09%
- 1M
- 1.64%
- 6M
- 11.25%
- YTD
- 19.98%
- 1Y
- 35.38%
- 3Y*
- 14.93%
- 5Y*
- 10.94%
- 10Y*
- 11.41%
- ALL TIME*
- 11.22%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
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 | 21.34% | 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 Institutional Class | 19.98% | 9.53% | 9.34% | 19.37% | -4.66% | 31.53% | 3.78% | 21.51% | -15.79% | 9.20% |
Correlation
The correlation between DFSVX and DFFVX is 0.99 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.99 |
Correlation (3Y) Balances recent behavior with more history. | 0.99 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.99 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.99 |
Correlation (All Time) Calculated using the full available price history since Feb 23, 2000 | 0.99 |
The correlation between DFSVX and DFFVX has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.
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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 Institutional Class (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.
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 | DFFVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.04 | ||
| Sortino ratioReturn per unit of downside risk | +0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.36 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.62 | 3.41 | +0.21 |
| Martin ratioReturn relative to average drawdown | 12.10 | 11.57 | +0.53 |
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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.
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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 | -9.59% | -9.70% | +0.11% |
Max Drawdown (3Y)Largest decline over 3 years | -27.69% | -26.09% | -1.60% |
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 | -0.81% | -1.06% | +0.25% |
Average DrawdownAverage peak-to-trough decline | -9.43% | -9.65% | +0.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.87% | 2.85% | +0.02% |
Volatility
DFSVX vs. DFFVX - Volatility Comparison
DFA U.S. Small Cap Value Portfolio I (DFSVX) and DFA U.S. Targeted Value Portfolio Institutional Class (DFFVX) have volatilities of 3.33% and 3.34%, 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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Volatility by Period
| DFSVX | DFFVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.33% | 3.34% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 10.66% | 10.49% | +0.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.83% | 16.35% | +0.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.19% | 21.26% | -0.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.79% | 23.55% | +0.24% |
DFSVX vs. DFFVX - Expense Ratio Comparison
DFSVX has a 0.30% expense ratio, which is higher than DFFVX's 0.29% expense ratio.
Dividends
DFSVX vs. DFFVX - Dividend Comparison
DFSVX's dividend yield for the trailing twelve months is around 1.50%, which matches DFFVX's 1.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFFVX DFA U.S. Targeted Value Portfolio Institutional Class | 1.49% | 1.69% | 1.40% | 2.26% | 5.17% | 2.74% | 1.52% | 3.82% | 5.95% | 5.16% | 3.95% | 5.84% |
DFSVX DFA U.S. Small Cap Value Portfolio I | 1.50% | 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
With a correlation of 0.99, DFSVX and DFFVX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
DFFVX has higher volatility (3.34%) compared to DFSVX (3.33%). In terms of maximum drawdown, DFSVX dropped -66.70% vs DFFVX's -64.21%.
DFSVX currently has the higher Sharpe Ratio (2.07 vs 2.03), 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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