DFSVX vs. STIP
DFSVX (DFA U.S. Small Cap Value Portfolio I) and STIP (iShares 0-5 Year TIPS Bond ETF) are both funds - DFSVX is a Small Cap Value Equities fund actively managed by Dimensional, while STIP is a Inflation-Protected Bonds fund tracking the Bloomberg US Treasury Inflation-Protected Securities (TIPS) 0-5 Years Index (Series-L). DFSVX is actively managed, while STIP is passively managed. Over the past 10 years, DFSVX returned 11.92%/yr vs 3.14%/yr for STIP. At a 0.05 correlation, their price movements are largely independent. DFSVX charges 0.30%/yr vs 0.06%/yr for STIP.
Performance
DFSVX vs. STIP - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DFSVX achieves a 19.04% return, which is significantly higher than STIP's 1.91% return. Over the past 10 years, DFSVX has outperformed STIP with an annualized return of 11.92%, while STIP has yielded a comparatively lower 3.14% annualized return.
DFSVX
- 1D
- 1.07%
- 1M
- 6.91%
- YTD
- 19.04%
- 6M
- 16.51%
- 1Y
- 37.92%
- 3Y*
- 17.58%
- 5Y*
- 10.73%
- 10Y*
- 11.92%
STIP
- 1D
- 0.04%
- 1M
- -0.01%
- YTD
- 1.91%
- 6M
- 2.03%
- 1Y
- 4.58%
- 3Y*
- 5.18%
- 5Y*
- 3.47%
- 10Y*
- 3.14%
DFSVX vs. STIP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFSVX DFA U.S. Small Cap Value Portfolio I | 19.04% | 8.37% | 9.58% | 19.02% | -3.57% | 39.97% | 2.24% | 18.15% | -15.13% | 6.82% |
STIP iShares 0-5 Year TIPS Bond ETF | 1.91% | 6.03% | 4.77% | 4.63% | -3.02% | 5.68% | 5.18% | 4.89% | 0.54% | 0.74% |
Correlation
The correlation between DFSVX and STIP is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Dec 3, 2010 | 0.05 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DFSVX vs. STIP — Risk / Return Rank
DFSVX
STIP
DFSVX vs. STIP - 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 0-5 Year TIPS Bond ETF (STIP). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DFSVX | STIP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.11 | ||
| Sortino ratioReturn per unit of downside risk | -2.49 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.68 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | 3.76 | 6.62 | -2.86 |
| Martin ratioReturn relative to average drawdown | 12.06 | 25.81 | -13.75 |
Loading charts...
Drawdowns
DFSVX vs. STIP - Drawdown Comparison
The maximum DFSVX drawdown since its inception was -66.70%, which is greater than STIP's maximum drawdown of -5.50%. Use the drawdown chart below to compare losses from any high point for DFSVX and STIP.
Loading charts...
Drawdown Indicators
| DFSVX | STIP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.70% | -5.50% | -61.20% |
Max Drawdown (1Y)Largest decline over 1 year | -9.59% | -0.69% | -8.90% |
Max Drawdown (3Y)Largest decline over 3 years | -27.69% | -0.95% | -26.74% |
Max Drawdown (5Y)Largest decline over 5 years | -27.69% | -5.50% | -22.19% |
Max Drawdown (10Y)Largest decline over 10 years | -52.12% | -5.50% | -46.62% |
Current DrawdownCurrent decline from peak | 0.00% | -0.16% | +0.16% |
Average DrawdownAverage peak-to-trough decline | -9.46% | -0.99% | -8.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.98% | 0.18% | +2.80% |
Volatility
DFSVX vs. STIP - Volatility Comparison
DFA U.S. Small Cap Value Portfolio I (DFSVX) has a higher volatility of 4.30% compared to iShares 0-5 Year TIPS Bond ETF (STIP) at 0.40%. This indicates that DFSVX's price experiences larger fluctuations and is considered to be riskier than STIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| DFSVX | STIP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.30% | 0.40% | +3.90% |
Volatility (6M)Calculated over the trailing 6-month period | 11.28% | 1.01% | +10.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.55% | 1.46% | +16.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.50% | 2.74% | +18.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.89% | 2.45% | +21.44% |
DFSVX vs. STIP - Expense Ratio Comparison
DFSVX has a 0.30% expense ratio, which is higher than STIP's 0.06% expense ratio.
Dividends
DFSVX vs. STIP - Dividend Comparison
DFSVX's dividend yield for the trailing twelve months is around 1.46%, less than STIP's 4.31% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFSVX DFA U.S. Small Cap Value Portfolio I | 1.46% | 1.69% | 1.47% | 3.67% | 6.77% | 10.40% | 1.96% | 2.83% | 7.54% | 5.18% | 4.18% | 5.29% |
STIP iShares 0-5 Year TIPS Bond ETF | 4.31% | 4.11% | 2.62% | 2.84% | 6.04% | 4.15% | 1.40% | 2.06% | 2.44% | 1.59% | 0.89% | 0.00% |
Frequently Asked Questions
DFSVX and STIP have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DFSVX has higher volatility (4.30%) compared to STIP (0.40%). In terms of maximum drawdown, DFSVX dropped -66.70% vs STIP's -5.50%.
STIP currently has the higher Sharpe Ratio (3.16 vs 2.05), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for DFSVX and STIP
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer