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 Fund Advisors LP. It was launched on Mar 2, 1993. DFFVX is managed by Dimensional Fund Advisors LP. It was launched on Feb 23, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFSVX or DFFVX.
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.
Performance
DFSVX vs. DFFVX - Performance Comparison
Key characteristics
DFSVX:
0.54
DFFVX:
0.53
DFSVX:
0.92
DFFVX:
0.90
DFSVX:
1.11
DFFVX:
1.11
DFSVX:
1.07
DFFVX:
1.06
DFSVX:
2.84
DFFVX:
2.72
DFSVX:
3.78%
DFFVX:
3.84%
DFSVX:
19.92%
DFFVX:
19.85%
DFSVX:
-66.70%
DFFVX:
-64.21%
DFSVX:
-9.76%
DFFVX:
-9.30%
Returns By Period
The year-to-date returns for both stocks are quite close, with DFSVX having a 8.44% return and DFFVX slightly lower at 8.22%. Over the past 10 years, DFSVX has underperformed DFFVX with an annualized return of 8.73%, while DFFVX has yielded a comparatively higher 9.22% annualized return.
DFSVX
8.44%
-5.33%
8.02%
8.68%
12.24%
8.73%
DFFVX
8.22%
-4.74%
8.72%
8.36%
12.18%
9.22%
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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 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.
Dividends
DFSVX vs. DFFVX - Dividend Comparison
DFSVX's dividend yield for the trailing twelve months is around 1.10%, more than DFFVX's 1.06% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFSVX DFA U.S. Small Cap Value Portfolio I | 1.10% | 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 | 1.06% | 1.44% | 1.38% | 1.41% | 1.52% | 1.35% | 1.24% | 1.20% | 1.00% | 1.36% | 0.97% | 0.64% |
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.
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 5.63% and 5.60%, 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.