DFTEX vs. DFSTX
Compare and contrast key facts about DFA Intermediate-Term Extended Quality Portfolio Fund (DFTEX) and DFA U.S. Small Cap Portfolio (DFSTX).
DFTEX is managed by Dimensional. It was launched on Jul 20, 2010. DFSTX is managed by Dimensional. It was launched on Mar 19, 1992.
Performance
DFTEX vs. DFSTX - Performance Comparison
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DFTEX vs. DFSTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFTEX DFA Intermediate-Term Extended Quality Portfolio Fund | -0.58% | 7.70% | 2.89% | 9.61% | -16.28% | -2.05% | 10.26% | 13.38% | -2.10% | 5.20% |
DFSTX DFA U.S. Small Cap Portfolio | 2.63% | 8.07% | 11.50% | 17.66% | -13.50% | 30.50% | 11.19% | 21.78% | -13.20% | 11.19% |
Returns By Period
In the year-to-date period, DFTEX achieves a -0.58% return, which is significantly lower than DFSTX's 2.63% return. Over the past 10 years, DFTEX has underperformed DFSTX with an annualized return of 2.43%, while DFSTX has yielded a comparatively higher 9.99% annualized return.
DFTEX
- 1D
- 0.31%
- 1M
- -1.87%
- YTD
- -0.58%
- 6M
- 0.07%
- 1Y
- 4.71%
- 3Y*
- 5.19%
- 5Y*
- 0.74%
- 10Y*
- 2.43%
DFSTX
- 1D
- 2.76%
- 1M
- -5.59%
- YTD
- 2.63%
- 6M
- 4.14%
- 1Y
- 19.83%
- 3Y*
- 12.15%
- 5Y*
- 6.44%
- 10Y*
- 9.99%
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DFTEX vs. DFSTX - Expense Ratio Comparison
DFTEX has a 0.20% expense ratio, which is lower than DFSTX's 0.27% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
DFTEX vs. DFSTX — Risk / Return Rank
DFTEX
DFSTX
DFTEX vs. DFSTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Intermediate-Term Extended Quality Portfolio Fund (DFTEX) and DFA U.S. Small Cap Portfolio (DFSTX). 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.
| DFTEX | DFSTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | 0.94 | +0.16 |
Sortino ratioReturn per unit of downside risk | 1.56 | 1.45 | +0.11 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.19 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.53 | 1.30 | +0.23 |
Martin ratioReturn relative to average drawdown | 5.09 | 5.20 | -0.10 |
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
| DFTEX | DFSTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 0.94 | +0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.11 | 0.31 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.45 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.49 | -0.02 |
Correlation
The correlation between DFTEX and DFSTX is -0.11. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
DFTEX vs. DFSTX - Dividend Comparison
DFTEX's dividend yield for the trailing twelve months is around 4.75%, more than DFSTX's 1.06% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFTEX DFA Intermediate-Term Extended Quality Portfolio Fund | 4.75% | 4.30% | 4.27% | 3.79% | 3.25% | 4.12% | 3.31% | 3.06% | 3.24% | 2.91% | 2.88% | 3.90% |
DFSTX DFA U.S. Small Cap Portfolio | 1.06% | 1.08% | 1.05% | 2.45% | 5.18% | 6.39% | 1.08% | 3.30% | 5.16% | 4.56% | 3.10% | 5.90% |
Drawdowns
DFTEX vs. DFSTX - Drawdown Comparison
The maximum DFTEX drawdown since its inception was -22.83%, smaller than the maximum DFSTX drawdown of -60.99%. Use the drawdown chart below to compare losses from any high point for DFTEX and DFSTX.
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Drawdown Indicators
| DFTEX | DFSTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.83% | -60.99% | +38.16% |
Max Drawdown (1Y)Largest decline over 1 year | -3.30% | -13.92% | +10.62% |
Max Drawdown (5Y)Largest decline over 5 years | -22.83% | -25.91% | +3.08% |
Max Drawdown (10Y)Largest decline over 10 years | -22.83% | -44.78% | +21.95% |
Current DrawdownCurrent decline from peak | -2.36% | -6.58% | +4.22% |
Average DrawdownAverage peak-to-trough decline | -4.49% | -8.80% | +4.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.99% | 3.48% | -2.49% |
Volatility
DFTEX vs. DFSTX - Volatility Comparison
The current volatility for DFA Intermediate-Term Extended Quality Portfolio Fund (DFTEX) is 1.88%, while DFA U.S. Small Cap Portfolio (DFSTX) has a volatility of 6.21%. This indicates that DFTEX experiences smaller price fluctuations and is considered to be less risky than DFSTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFTEX | DFSTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.88% | 6.21% | -4.33% |
Volatility (6M)Calculated over the trailing 6-month period | 2.76% | 12.48% | -9.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.69% | 21.89% | -17.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.71% | 20.65% | -13.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.88% | 22.07% | -16.19% |