DFVEX vs. DFSVX
Compare and contrast key facts about DFA U.S. Vector Equity Fund (DFVEX) and DFA U.S. Small Cap Value Portfolio I (DFSVX).
DFVEX is managed by Dimensional. It was launched on Dec 30, 2005. DFSVX is managed by Dimensional. It was launched on Mar 2, 1993.
Performance
DFVEX vs. DFSVX - Performance Comparison
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DFVEX vs. DFSVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFVEX DFA U.S. Vector Equity Fund | -2.83% | 13.66% | 14.36% | 17.60% | -9.96% | 32.10% | 7.53% | 26.11% | -13.24% | 14.15% |
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, DFVEX achieves a -2.83% return, which is significantly lower than DFSVX's 4.70% return. Both investments have delivered pretty close results over the past 10 years, with DFVEX having a 10.94% annualized return and DFSVX not far behind at 10.61%.
DFVEX
- 1D
- -0.47%
- 1M
- -7.12%
- YTD
- -2.83%
- 6M
- -0.17%
- 1Y
- 16.05%
- 3Y*
- 13.21%
- 5Y*
- 8.70%
- 10Y*
- 10.94%
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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DFVEX vs. DFSVX - Expense Ratio Comparison
DFVEX has a 0.28% expense ratio, which is lower than DFSVX's 0.30% expense ratio.
Return for Risk
DFVEX vs. DFSVX — Risk / Return Rank
DFVEX
DFSVX
DFVEX vs. DFSVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Vector Equity Fund (DFVEX) 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.
| DFVEX | DFSVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.91 | 1.03 | -0.12 |
Sortino ratioReturn per unit of downside risk | 1.40 | 1.55 | -0.15 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.22 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.91 | 1.34 | -0.43 |
Martin ratioReturn relative to average drawdown | 4.13 | 4.99 | -0.86 |
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
| DFVEX | DFSVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 1.03 | -0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.44 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.45 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.51 | -0.13 |
Correlation
The correlation between DFVEX and DFSVX is 0.97, 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
DFVEX vs. DFSVX - Dividend Comparison
DFVEX's dividend yield for the trailing twelve months is around 1.24%, less than DFSVX's 1.66% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFVEX DFA U.S. Vector Equity Fund | 1.24% | 0.91% | 1.26% | 3.33% | 4.94% | 9.56% | 1.28% | 2.98% | 4.09% | 4.41% | 3.46% | 4.59% |
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
DFVEX vs. DFSVX - Drawdown Comparison
The maximum DFVEX drawdown since its inception was -62.71%, smaller than the maximum DFSVX drawdown of -66.70%. Use the drawdown chart below to compare losses from any high point for DFVEX and DFSVX.
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Drawdown Indicators
| DFVEX | DFSVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.71% | -66.70% | +3.99% |
Max Drawdown (1Y)Largest decline over 1 year | -13.24% | -15.11% | +1.87% |
Max Drawdown (5Y)Largest decline over 5 years | -21.20% | -27.69% | +6.49% |
Max Drawdown (10Y)Largest decline over 10 years | -42.20% | -52.12% | +9.92% |
Current DrawdownCurrent decline from peak | -8.45% | -7.77% | -0.68% |
Average DrawdownAverage peak-to-trough decline | -9.19% | -9.51% | +0.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.09% | 4.14% | -1.05% |
Volatility
DFVEX vs. DFSVX - Volatility Comparison
The current volatility for DFA U.S. Vector Equity Fund (DFVEX) is 4.30%, while DFA U.S. Small Cap Value Portfolio I (DFSVX) has a volatility of 5.00%. This indicates that DFVEX 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
| DFVEX | DFSVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.30% | 5.00% | -0.70% |
Volatility (6M)Calculated over the trailing 6-month period | 8.94% | 12.75% | -3.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.50% | 23.31% | -4.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.29% | 21.67% | -3.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.15% | 23.92% | -3.77% |