DFSVX vs. SFCWX
Compare and contrast key facts about DFA U.S. Small Cap Value Portfolio I (DFSVX) and American Funds SMALLCAP World Fund Class F-3 (SFCWX).
DFSVX is managed by Dimensional. It was launched on Mar 2, 1993. SFCWX is managed by American Funds. It was launched on Apr 30, 1990.
Performance
DFSVX vs. SFCWX - Performance Comparison
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DFSVX vs. SFCWX - 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% | 7.70% |
SFCWX American Funds SMALLCAP World Fund Class F-3 | -0.95% | 14.49% | 2.72% | 19.34% | -29.65% | 10.54% | 37.95% | 31.29% | -9.45% | 11.61% |
Returns By Period
In the year-to-date period, DFSVX achieves a 6.83% return, which is significantly higher than SFCWX's -0.95% 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%
SFCWX
- 1D
- 3.47%
- 1M
- -7.80%
- YTD
- -0.95%
- 6M
- 1.31%
- 1Y
- 20.90%
- 3Y*
- 9.28%
- 5Y*
- 0.55%
- 10Y*
- —
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DFSVX vs. SFCWX - Expense Ratio Comparison
DFSVX has a 0.30% expense ratio, which is lower than SFCWX's 0.66% expense ratio.
Return for Risk
DFSVX vs. SFCWX — Risk / Return Rank
DFSVX
SFCWX
DFSVX vs. SFCWX - 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 American Funds SMALLCAP World Fund Class F-3 (SFCWX). 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 | SFCWX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.13 | 1.19 | -0.06 |
Sortino ratioReturn per unit of downside risk | 1.67 | 1.76 | -0.08 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.23 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.56 | 1.70 | -0.14 |
Martin ratioReturn relative to average drawdown | 5.75 | 6.53 | -0.78 |
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 | SFCWX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.13 | 1.19 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.03 | +0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.44 | +0.08 |
Correlation
The correlation between DFSVX and SFCWX is 0.76, 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. SFCWX - Dividend Comparison
DFSVX's dividend yield for the trailing twelve months is around 1.63%, less than SFCWX's 5.15% 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% |
SFCWX American Funds SMALLCAP World Fund Class F-3 | 5.15% | 5.10% | 0.98% | 0.98% | 0.34% | 9.05% | 1.58% | 4.19% | 7.01% | 4.47% | 0.00% | 0.00% |
Drawdowns
DFSVX vs. SFCWX - Drawdown Comparison
The maximum DFSVX drawdown since its inception was -66.70%, which is greater than SFCWX's maximum drawdown of -39.54%. Use the drawdown chart below to compare losses from any high point for DFSVX and SFCWX.
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Drawdown Indicators
| DFSVX | SFCWX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.70% | -39.54% | -27.16% |
Max Drawdown (1Y)Largest decline over 1 year | -15.11% | -11.81% | -3.30% |
Max Drawdown (5Y)Largest decline over 5 years | -27.69% | -39.54% | +11.85% |
Max Drawdown (10Y)Largest decline over 10 years | -52.12% | — | — |
Current DrawdownCurrent decline from peak | -5.89% | -8.75% | +2.86% |
Average DrawdownAverage peak-to-trough decline | -9.51% | -12.65% | +3.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.09% | 3.07% | +1.02% |
Volatility
DFSVX vs. SFCWX - Volatility Comparison
The current volatility for DFA U.S. Small Cap Value Portfolio I (DFSVX) is 5.46%, while American Funds SMALLCAP World Fund Class F-3 (SFCWX) has a volatility of 7.61%. This indicates that DFSVX experiences smaller price fluctuations and is considered to be less risky than SFCWX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFSVX | SFCWX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.46% | 7.61% | -2.15% |
Volatility (6M)Calculated over the trailing 6-month period | 12.88% | 11.81% | +1.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.35% | 17.93% | +5.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.68% | 18.04% | +3.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.92% | 18.49% | +5.43% |