DFUVX vs. DFSVX
Compare and contrast key facts about DFA U.S. Large Cap Value III Portfolio (DFUVX) and DFA U.S. Small Cap Value Portfolio I (DFSVX).
DFUVX is managed by Dimensional. It was launched on Feb 2, 1995. DFSVX is managed by Dimensional. It was launched on Mar 2, 1993.
Performance
DFUVX vs. DFSVX - Performance Comparison
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DFUVX vs. DFSVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFUVX DFA U.S. Large Cap Value III Portfolio | 2.17% | 15.83% | 12.87% | 11.65% | -5.73% | 22.75% | -0.45% | 25.62% | -11.58% | 18.60% |
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% |
Returns By Period
In the year-to-date period, DFUVX achieves a 2.17% return, which is significantly lower than DFSVX's 4.70% return. Both investments have delivered pretty close results over the past 10 years, with DFUVX having a 10.31% annualized return and DFSVX not far ahead at 10.61%.
DFUVX
- 1D
- -0.52%
- 1M
- -5.53%
- YTD
- 2.17%
- 6M
- 6.85%
- 1Y
- 16.29%
- 3Y*
- 14.07%
- 5Y*
- 8.50%
- 10Y*
- 10.31%
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%
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DFUVX vs. DFSVX - Expense Ratio Comparison
DFUVX has a 0.14% expense ratio, which is lower than DFSVX's 0.30% expense ratio.
Return for Risk
DFUVX vs. DFSVX — Risk / Return Rank
DFUVX
DFSVX
DFUVX vs. DFSVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Large Cap Value III Portfolio (DFUVX) and DFA U.S. Small Cap Value Portfolio I (DFSVX). 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.
| DFUVX | DFSVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.07 | 1.03 | +0.04 |
Sortino ratioReturn per unit of downside risk | 1.54 | 1.55 | 0.00 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.22 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.11 | 1.34 | -0.23 |
Martin ratioReturn relative to average drawdown | 4.72 | 4.99 | -0.27 |
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
| DFUVX | DFSVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 1.03 | +0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.44 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.45 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.51 | -0.08 |
Correlation
The correlation between DFUVX and DFSVX is 0.86, 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
DFUVX vs. DFSVX - Dividend Comparison
DFUVX's dividend yield for the trailing twelve months is around 1.71%, more than DFSVX's 1.66% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFUVX DFA U.S. Large Cap Value III Portfolio | 1.71% | 1.31% | 1.94% | 5.68% | 5.84% | 1.77% | 2.09% | 5.04% | 9.79% | 7.99% | 4.90% | 8.03% |
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% |
Drawdowns
DFUVX vs. DFSVX - Drawdown Comparison
The maximum DFUVX drawdown since its inception was -65.60%, roughly equal to the maximum DFSVX drawdown of -66.70%. Use the drawdown chart below to compare losses from any high point for DFUVX and DFSVX.
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Drawdown Indicators
| DFUVX | DFSVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.60% | -66.70% | +1.10% |
Max Drawdown (1Y)Largest decline over 1 year | -12.26% | -15.11% | +2.85% |
Max Drawdown (5Y)Largest decline over 5 years | -20.33% | -27.69% | +7.36% |
Max Drawdown (10Y)Largest decline over 10 years | -41.76% | -52.12% | +10.36% |
Current DrawdownCurrent decline from peak | -5.85% | -7.77% | +1.92% |
Average DrawdownAverage peak-to-trough decline | -9.90% | -9.51% | -0.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.09% | 4.14% | -1.05% |
Volatility
DFUVX vs. DFSVX - Volatility Comparison
The current volatility for DFA U.S. Large Cap Value III Portfolio (DFUVX) is 3.56%, while DFA U.S. Small Cap Value Portfolio I (DFSVX) has a volatility of 5.00%. This indicates that DFUVX experiences smaller price fluctuations and is considered to be less risky than DFSVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFUVX | DFSVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.56% | 5.00% | -1.44% |
Volatility (6M)Calculated over the trailing 6-month period | 8.35% | 12.75% | -4.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.48% | 23.31% | -6.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.99% | 21.67% | -5.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.41% | 23.92% | -5.51% |