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.
Performance
DFSVX vs. DFFVX - Performance Comparison
Returns By Period
In the year-to-date period, DFSVX achieves a 14.54% return, which is significantly higher than DFFVX's 13.61% return. Both investments have delivered pretty close results over the past 10 years, with DFSVX having a 9.30% annualized return and DFFVX not far ahead at 9.64%.
DFSVX
14.54%
2.85%
9.29%
28.01%
14.68%
9.30%
DFFVX
13.61%
2.93%
8.97%
27.23%
14.44%
9.64%
Key characteristics
| DFSVX | DFFVX | |
|---|---|---|
| Sharpe Ratio | 1.49 | 1.45 |
| Sortino Ratio | 2.23 | 2.17 |
| Omega Ratio | 1.27 | 1.26 |
| Calmar Ratio | 2.98 | 2.93 |
| Martin Ratio | 8.16 | 7.76 |
| Ulcer Index | 3.65% | 3.73% |
| Daily Std Dev | 20.00% | 20.03% |
| Max Drawdown | -66.70% | -64.21% |
| Current Drawdown | -3.12% | -3.16% |
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.
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.
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 3.28%, more than DFFVX's 1.36% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFSVX DFA U.S. Small Cap Value Portfolio I | 3.28% | 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 | 1.36% | 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 8.22% and 8.05%, 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.