DFSVX vs. LSGRX
Compare and contrast key facts about DFA U.S. Small Cap Value Portfolio I (DFSVX) and Loomis Sayles Growth Fund (LSGRX).
DFSVX is managed by Dimensional. It was launched on Mar 2, 1993. LSGRX is managed by Natixis. It was launched on May 16, 1991.
Performance
DFSVX vs. LSGRX - Performance Comparison
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DFSVX vs. LSGRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFSVX DFA U.S. Small Cap Value Portfolio I | 6.83% | 8.37% | 9.58% | 19.02% | -3.57% | 39.97% | 2.24% | 18.15% | -15.13% | 6.82% |
LSGRX Loomis Sayles Growth Fund | -11.62% | 14.01% | 35.21% | 51.30% | -27.86% | 18.68% | 31.76% | 31.73% | -2.56% | 32.63% |
Returns By Period
In the year-to-date period, DFSVX achieves a 6.83% return, which is significantly higher than LSGRX's -11.62% return. Over the past 10 years, DFSVX has underperformed LSGRX with an annualized return of 10.84%, while LSGRX has yielded a comparatively higher 15.41% annualized return.
DFSVX
- 1D
- 2.04%
- 1M
- -3.75%
- YTD
- 6.83%
- 6M
- 9.84%
- 1Y
- 25.75%
- 3Y*
- 14.75%
- 5Y*
- 9.70%
- 10Y*
- 10.84%
LSGRX
- 1D
- 3.75%
- 1M
- -6.05%
- YTD
- -11.62%
- 6M
- -12.10%
- 1Y
- 11.30%
- 3Y*
- 19.29%
- 5Y*
- 11.05%
- 10Y*
- 15.41%
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DFSVX vs. LSGRX - Expense Ratio Comparison
DFSVX has a 0.30% expense ratio, which is lower than LSGRX's 0.64% expense ratio.
Return for Risk
DFSVX vs. LSGRX — Risk / Return Rank
DFSVX
LSGRX
DFSVX vs. LSGRX - 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 Loomis Sayles Growth Fund (LSGRX). 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.
| DFSVX | LSGRX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.13 | 0.59 | +0.54 |
Sortino ratioReturn per unit of downside risk | 1.67 | 1.06 | +0.61 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.14 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.56 | -0.12 | +1.68 |
Martin ratioReturn relative to average drawdown | 5.75 | -0.36 | +6.12 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DFSVX | LSGRX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.13 | 0.59 | +0.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.51 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.75 | -0.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.43 | +0.09 |
Correlation
The correlation between DFSVX and LSGRX is 0.71, 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. LSGRX - Dividend Comparison
DFSVX's dividend yield for the trailing twelve months is around 1.63%, less than LSGRX's 2.51% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFSVX DFA U.S. Small Cap Value Portfolio I | 1.63% | 1.69% | 1.47% | 3.67% | 6.77% | 10.40% | 1.96% | 2.83% | 7.54% | 5.18% | 4.18% | 5.29% |
LSGRX Loomis Sayles Growth Fund | 2.51% | 2.22% | 5.62% | 6.02% | 16.47% | 4.73% | 4.41% | 2.70% | 5.82% | 2.41% | 1.48% | 0.54% |
Drawdowns
DFSVX vs. LSGRX - Drawdown Comparison
The maximum DFSVX drawdown since its inception was -66.70%, roughly equal to the maximum LSGRX drawdown of -63.63%. Use the drawdown chart below to compare losses from any high point for DFSVX and LSGRX.
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Drawdown Indicators
| DFSVX | LSGRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.70% | -63.63% | -3.07% |
Max Drawdown (1Y)Largest decline over 1 year | -15.11% | -17.83% | +2.72% |
Max Drawdown (5Y)Largest decline over 5 years | -27.69% | -34.69% | +7.00% |
Max Drawdown (10Y)Largest decline over 10 years | -52.12% | -34.69% | -17.43% |
Current DrawdownCurrent decline from peak | -5.89% | -14.57% | +8.68% |
Average DrawdownAverage peak-to-trough decline | -9.51% | -18.01% | +8.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.09% | 7.83% | -3.74% |
Volatility
DFSVX vs. LSGRX - Volatility Comparison
The current volatility for DFA U.S. Small Cap Value Portfolio I (DFSVX) is 5.46%, while Loomis Sayles Growth Fund (LSGRX) has a volatility of 6.43%. This indicates that DFSVX experiences smaller price fluctuations and is considered to be less risky than LSGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFSVX | LSGRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.46% | 6.43% | -0.97% |
Volatility (6M)Calculated over the trailing 6-month period | 12.88% | 12.95% | -0.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.35% | 25.34% | -1.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.68% | 22.61% | -0.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.92% | 20.87% | +3.05% |