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DFSVX vs. IJS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DFSVX vs. IJS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA U.S. Small Cap Value Portfolio I (DFSVX) and iShares S&P SmallCap 600 Value ETF (IJS). The values are adjusted to include any dividend payments, if applicable.

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DFSVX vs. IJS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
IJS
iShares S&P SmallCap 600 Value ETF
4.34%6.54%7.33%14.68%-11.34%30.53%2.63%24.11%-12.86%11.35%

Returns By Period

In the year-to-date period, DFSVX achieves a 4.70% return, which is significantly higher than IJS's 4.34% return. Over the past 10 years, DFSVX has outperformed IJS with an annualized return of 10.61%, while IJS has yielded a comparatively lower 9.34% annualized return.


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%

IJS

1D
2.19%
1M
-3.37%
YTD
4.34%
6M
7.80%
1Y
23.41%
3Y*
9.98%
5Y*
4.72%
10Y*
9.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DFSVX vs. IJS - Expense Ratio Comparison

DFSVX has a 0.30% expense ratio, which is higher than IJS's 0.25% expense ratio.


Return for Risk

DFSVX vs. IJS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DFSVX
DFSVX Risk / Return Rank: 5757
Overall Rank
DFSVX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
DFSVX Sortino Ratio Rank: 6262
Sortino Ratio Rank
DFSVX Omega Ratio Rank: 5757
Omega Ratio Rank
DFSVX Calmar Ratio Rank: 5858
Calmar Ratio Rank
DFSVX Martin Ratio Rank: 5151
Martin Ratio Rank

IJS
IJS Risk / Return Rank: 6161
Overall Rank
IJS Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
IJS Sortino Ratio Rank: 6262
Sortino Ratio Rank
IJS Omega Ratio Rank: 5757
Omega Ratio Rank
IJS Calmar Ratio Rank: 6464
Calmar Ratio Rank
IJS Martin Ratio Rank: 6262
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DFSVX vs. IJS - 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 iShares S&P SmallCap 600 Value ETF (IJS). 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.


DFSVXIJSDifference

Sharpe ratio

Return per unit of total volatility

1.03

0.99

+0.04

Sortino ratio

Return per unit of downside risk

1.55

1.51

+0.04

Omega ratio

Gain probability vs. loss probability

1.22

1.20

+0.02

Calmar ratio

Return relative to maximum drawdown

1.34

1.52

-0.17

Martin ratio

Return relative to average drawdown

4.99

5.74

-0.75

DFSVX vs. IJS - Sharpe Ratio Comparison

The current DFSVX Sharpe Ratio is 1.03, which is comparable to the IJS Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of DFSVX and IJS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DFSVXIJSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.03

0.99

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.21

+0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.40

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.39

+0.12

Correlation

The correlation between DFSVX and IJS is 0.97, 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. IJS - Dividend Comparison

DFSVX's dividend yield for the trailing twelve months is around 1.66%, more than IJS's 1.42% yield.


TTM20252024202320222021202020192018201720162015
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%
IJS
iShares S&P SmallCap 600 Value ETF
1.42%1.62%1.78%1.42%1.46%1.52%1.00%1.66%1.75%1.41%1.22%1.59%

Drawdowns

DFSVX vs. IJS - Drawdown Comparison

The maximum DFSVX drawdown since its inception was -66.70%, which is greater than IJS's maximum drawdown of -60.11%. Use the drawdown chart below to compare losses from any high point for DFSVX and IJS.


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Drawdown Indicators


DFSVXIJSDifference

Max Drawdown

Largest peak-to-trough decline

-66.70%

-60.11%

-6.59%

Max Drawdown (1Y)

Largest decline over 1 year

-15.11%

-15.68%

+0.57%

Max Drawdown (5Y)

Largest decline over 5 years

-27.69%

-28.65%

+0.96%

Max Drawdown (10Y)

Largest decline over 10 years

-52.12%

-47.68%

-4.44%

Current Drawdown

Current decline from peak

-7.77%

-6.22%

-1.55%

Average Drawdown

Average peak-to-trough decline

-9.51%

-9.95%

+0.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.14%

4.14%

0.00%

Volatility

DFSVX vs. IJS - Volatility Comparison

The current volatility for DFA U.S. Small Cap Value Portfolio I (DFSVX) is 5.00%, while iShares S&P SmallCap 600 Value ETF (IJS) has a volatility of 5.39%. This indicates that DFSVX experiences smaller price fluctuations and is considered to be less risky than IJS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DFSVXIJSDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.00%

5.39%

-0.39%

Volatility (6M)

Calculated over the trailing 6-month period

12.75%

13.52%

-0.77%

Volatility (1Y)

Calculated over the trailing 1-year period

23.31%

23.75%

-0.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.67%

22.14%

-0.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.92%

23.61%

+0.31%