DFSVX vs. VOO
Compare and contrast key facts about DFA U.S. Small Cap Value Portfolio I (DFSVX) and Vanguard S&P 500 ETF (VOO).
DFSVX is managed by Dimensional. It was launched on Mar 2, 1993. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
DFSVX vs. VOO - Performance Comparison
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DFSVX vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFSVX DFA U.S. Small Cap Value Portfolio I | 4.70% | 8.37% | 9.58% | 19.02% | -3.57% | 39.97% | 2.24% | 18.15% | -15.13% | 6.82% |
VOO Vanguard S&P 500 ETF | -4.42% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, DFSVX achieves a 4.70% return, which is significantly higher than VOO's -4.42% return. Over the past 10 years, DFSVX has underperformed VOO with an annualized return of 10.61%, while VOO has yielded a comparatively higher 14.05% annualized return.
DFSVX
- 1D
- -0.56%
- 1M
- -5.28%
- YTD
- 4.70%
- 6M
- 8.23%
- 1Y
- 23.60%
- 3Y*
- 13.98%
- 5Y*
- 9.57%
- 10Y*
- 10.61%
VOO
- 1D
- 2.86%
- 1M
- -5.01%
- YTD
- -4.42%
- 6M
- -1.84%
- 1Y
- 17.67%
- 3Y*
- 18.27%
- 5Y*
- 11.75%
- 10Y*
- 14.05%
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DFSVX vs. VOO - Expense Ratio Comparison
DFSVX has a 0.30% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
DFSVX vs. VOO — Risk / Return Rank
DFSVX
VOO
DFSVX vs. VOO - 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 Vanguard S&P 500 ETF (VOO). 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 | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.03 | 0.98 | +0.05 |
Sortino ratioReturn per unit of downside risk | 1.55 | 1.50 | +0.05 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.23 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.34 | 1.53 | -0.19 |
Martin ratioReturn relative to average drawdown | 4.99 | 7.29 | -2.30 |
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 | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.03 | 0.98 | +0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.70 | -0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.78 | -0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.83 | -0.32 |
Correlation
The correlation between DFSVX and VOO is 0.79, 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. VOO - Dividend Comparison
DFSVX's dividend yield for the trailing twelve months is around 1.66%, more than VOO's 1.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFSVX DFA U.S. Small Cap Value Portfolio I | 1.66% | 1.69% | 1.47% | 3.67% | 6.77% | 10.40% | 1.96% | 2.83% | 7.54% | 5.18% | 4.18% | 5.29% |
VOO Vanguard S&P 500 ETF | 1.19% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
DFSVX vs. VOO - Drawdown Comparison
The maximum DFSVX drawdown since its inception was -66.70%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for DFSVX and VOO.
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Drawdown Indicators
| DFSVX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.70% | -33.99% | -32.71% |
Max Drawdown (1Y)Largest decline over 1 year | -15.11% | -11.98% | -3.13% |
Max Drawdown (5Y)Largest decline over 5 years | -27.69% | -24.52% | -3.17% |
Max Drawdown (10Y)Largest decline over 10 years | -52.12% | -33.99% | -18.13% |
Current DrawdownCurrent decline from peak | -7.77% | -6.29% | -1.48% |
Average DrawdownAverage peak-to-trough decline | -9.51% | -3.72% | -5.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.14% | 2.52% | +1.62% |
Volatility
DFSVX vs. VOO - Volatility Comparison
The current volatility for DFA U.S. Small Cap Value Portfolio I (DFSVX) is 5.00%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.29%. This indicates that DFSVX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFSVX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.00% | 5.29% | -0.29% |
Volatility (6M)Calculated over the trailing 6-month period | 12.75% | 9.44% | +3.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.31% | 18.10% | +5.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.67% | 16.82% | +4.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.92% | 17.99% | +5.93% |