DFSVX vs. IJS
Compare and contrast key facts about DFA U.S. Small Cap Value Portfolio I (DFSVX) and iShares S&P SmallCap 600 Value ETF (IJS).
DFSVX is managed by Dimensional Fund Advisors LP. It was launched on Mar 2, 1993. IJS is a passively managed fund by iShares that tracks the performance of the S&P SmallCap 600/Citigroup Value Index. It was launched on Jul 24, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFSVX or IJS.
Key characteristics
| DFSVX | IJS | |
|---|---|---|
| YTD Return | 1.57% | -3.87% |
| 1Y Return | 29.61% | 14.34% |
| 3Y Return (Ann) | 7.27% | -0.30% |
| 5Y Return (Ann) | 11.03% | 6.47% |
| 10Y Return (Ann) | 8.44% | 7.77% |
| Sharpe Ratio | 1.46 | 0.60 |
| Daily Std Dev | 18.60% | 21.25% |
| Max Drawdown | -66.70% | -60.11% |
| Current Drawdown | -3.25% | -7.35% |
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.
Performance
DFSVX vs. IJS - Performance Comparison
In the year-to-date period, DFSVX achieves a 1.57% return, which is significantly higher than IJS's -3.87% return. Over the past 10 years, DFSVX has outperformed IJS with an annualized return of 8.44%, while IJS has yielded a comparatively lower 7.77% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Risk-Adjusted Performance
DFSVX vs. IJS - 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 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.
Dividends
DFSVX vs. IJS - Dividend Comparison
DFSVX's dividend yield for the trailing twelve months is around 3.62%, more than IJS's 1.52% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFSVX DFA U.S. Small Cap Value Portfolio I | 3.62% | 3.67% | 6.77% | 10.40% | 1.96% | 2.83% | 7.54% | 5.62% | 4.53% | 5.83% | 4.53% | 5.09% |
IJS iShares S&P SmallCap 600 Value ETF | 1.52% | 1.42% | 1.46% | 1.52% | 1.00% | 1.66% | 1.75% | 1.41% | 1.22% | 1.59% | 1.41% | 1.18% |
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. For additional features, visit the drawdowns tool.
Volatility
DFSVX vs. IJS - Volatility Comparison
The current volatility for DFA U.S. Small Cap Value Portfolio I (DFSVX) is 5.07%, while iShares S&P SmallCap 600 Value ETF (IJS) has a volatility of 5.97%. 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.