DFSVX vs. RYSEX
Compare and contrast key facts about DFA U.S. Small Cap Value Portfolio I (DFSVX) and Royce Special Equity Fund (RYSEX).
DFSVX is managed by Dimensional. It was launched on Mar 2, 1993. RYSEX is managed by Royce Investment Partners. It was launched on May 1, 1998.
Performance
DFSVX vs. RYSEX - Performance Comparison
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DFSVX vs. RYSEX - 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% |
RYSEX Royce Special Equity Fund | 4.13% | 3.66% | 2.93% | 12.96% | -6.60% | 22.24% | 7.43% | 12.73% | -9.96% | 7.13% |
Returns By Period
In the year-to-date period, DFSVX achieves a 6.83% return, which is significantly higher than RYSEX's 4.13% return. Over the past 10 years, DFSVX has outperformed RYSEX with an annualized return of 10.84%, while RYSEX has yielded a comparatively lower 7.66% 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%
RYSEX
- 1D
- 0.76%
- 1M
- -3.12%
- YTD
- 4.13%
- 6M
- 6.06%
- 1Y
- 17.87%
- 3Y*
- 6.67%
- 5Y*
- 4.40%
- 10Y*
- 7.66%
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DFSVX vs. RYSEX - Expense Ratio Comparison
DFSVX has a 0.30% expense ratio, which is lower than RYSEX's 1.20% expense ratio.
Return for Risk
DFSVX vs. RYSEX — Risk / Return Rank
DFSVX
RYSEX
DFSVX vs. RYSEX - 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 Royce Special Equity Fund (RYSEX). 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 | RYSEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.13 | 1.03 | +0.10 |
Sortino ratioReturn per unit of downside risk | 1.67 | 1.61 | +0.06 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.20 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.56 | 1.65 | -0.10 |
Martin ratioReturn relative to average drawdown | 5.75 | 5.46 | +0.29 |
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 | RYSEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.13 | 1.03 | +0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.27 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.44 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.51 | 0.00 |
Correlation
The correlation between DFSVX and RYSEX is 0.89, 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. RYSEX - Dividend Comparison
DFSVX's dividend yield for the trailing twelve months is around 1.63%, less than RYSEX's 11.87% 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% |
RYSEX Royce Special Equity Fund | 11.87% | 12.36% | 16.35% | 5.32% | 12.34% | 16.53% | 3.70% | 11.56% | 13.11% | 8.24% | 7.72% | 11.68% |
Drawdowns
DFSVX vs. RYSEX - Drawdown Comparison
The maximum DFSVX drawdown since its inception was -66.70%, which is greater than RYSEX's maximum drawdown of -43.25%. Use the drawdown chart below to compare losses from any high point for DFSVX and RYSEX.
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Drawdown Indicators
| DFSVX | RYSEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.70% | -43.25% | -23.45% |
Max Drawdown (1Y)Largest decline over 1 year | -15.11% | -10.97% | -4.14% |
Max Drawdown (5Y)Largest decline over 5 years | -27.69% | -23.03% | -4.66% |
Max Drawdown (10Y)Largest decline over 10 years | -52.12% | -32.13% | -19.99% |
Current DrawdownCurrent decline from peak | -5.89% | -5.62% | -0.27% |
Average DrawdownAverage peak-to-trough decline | -9.51% | -6.39% | -3.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.09% | 3.32% | +0.77% |
Volatility
DFSVX vs. RYSEX - Volatility Comparison
DFA U.S. Small Cap Value Portfolio I (DFSVX) has a higher volatility of 5.46% compared to Royce Special Equity Fund (RYSEX) at 3.54%. This indicates that DFSVX's price experiences larger fluctuations and is considered to be riskier than RYSEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFSVX | RYSEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.46% | 3.54% | +1.92% |
Volatility (6M)Calculated over the trailing 6-month period | 12.88% | 9.66% | +3.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.35% | 18.14% | +5.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.68% | 16.43% | +5.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.92% | 17.40% | +6.52% |