DFVEX vs. DFSVX
DFVEX (DFA U.S. Vector Equity Fund) and DFSVX (DFA U.S. Small Cap Value Portfolio I) are both mutual funds - DFVEX is a Mid Cap Value Equities fund managed by Dimensional, while DFSVX is a Small Cap Value Equities fund actively managed by Dimensional. Over the past 10 years, DFVEX returned 12.08%/yr vs 11.67%/yr for DFSVX. Their 0.97 correlation means they have historically moved very closely together. DFVEX charges 0.28%/yr vs 0.30%/yr for DFSVX.
Performance
DFVEX vs. DFSVX - Performance Comparison
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Returns By Period
In the year-to-date period, DFVEX achieves a 13.89% return, which is significantly lower than DFSVX's 21.39% return. Both investments have delivered pretty close results over the past 10 years, with DFVEX having a 12.08% annualized return and DFSVX not far behind at 11.67%.
DFVEX
- 1D
- 0.99%
- 1M
- 0.84%
- 6M
- 10.03%
- YTD
- 13.89%
- 1Y
- 25.86%
- 3Y*
- 15.60%
- 5Y*
- 11.28%
- 10Y*
- 12.08%
- ALL TIME*
- 9.33%
DFSVX
- 1D
- -0.08%
- 1M
- 2.66%
- 6M
- 13.54%
- YTD
- 21.39%
- 1Y
- 37.02%
- 3Y*
- 15.42%
- 5Y*
- 12.45%
- 10Y*
- 11.67%
- ALL TIME*
- 11.51%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
DFVEX vs. DFSVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFVEX DFA U.S. Vector Equity Fund | 13.89% | 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 | 21.39% | 8.37% | 9.58% | 19.02% | -3.57% | 39.97% | 2.24% | 18.15% | -15.13% | 6.82% |
Correlation
The correlation between DFVEX and DFSVX is 0.84, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.84 |
Correlation (3Y) Balances recent behavior with more history. | 0.92 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.95 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.96 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2006 | 0.97 |
The correlation between DFVEX and DFSVX shifts across timeframes, from 0.84 (1 year) to 0.97 (all time), reflecting how their relationship changes across market environments.
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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.
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.
| DFVEX | DFSVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.07 | ||
| Sortino ratioReturn per unit of downside risk | -0.19 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.35 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.79 | 3.46 | -0.67 |
| Martin ratioReturn relative to average drawdown | 11.51 | 11.56 | -0.05 |
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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 | -8.45% | -9.59% | +1.14% |
Max Drawdown (3Y)Largest decline over 3 years | -21.20% | -27.69% | +6.49% |
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 | -0.49% | -0.77% | +0.28% |
Average DrawdownAverage peak-to-trough decline | -9.05% | -9.43% | +0.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.06% | 2.90% | -0.84% |
Volatility
DFVEX vs. DFSVX - Volatility Comparison
The current volatility for DFA U.S. Vector Equity Fund (DFVEX) is 2.80%, while DFA U.S. Small Cap Value Portfolio I (DFSVX) has a volatility of 3.33%. 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 | 2.80% | 3.33% | -0.53% |
Volatility (6M)Calculated over the trailing 6-month period | 9.34% | 10.70% | -1.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.38% | 16.90% | -4.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.08% | 21.20% | -3.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.04% | 23.79% | -3.75% |
DFVEX vs. DFSVX - Expense Ratio Comparison
DFVEX has a 0.28% expense ratio, which is lower than DFSVX's 0.30% expense ratio.
Dividends
DFVEX vs. DFSVX - Dividend Comparison
DFVEX's dividend yield for the trailing twelve months is around 1.09%, less than DFSVX's 1.50% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFSVX DFA U.S. Small Cap Value Portfolio I | 1.50% | 1.69% | 1.47% | 3.67% | 6.77% | 10.40% | 1.96% | 2.83% | 7.54% | 5.18% | 4.18% | 5.29% |
DFVEX DFA U.S. Vector Equity Fund | 1.09% | 0.91% | 1.26% | 3.33% | 4.94% | 9.56% | 1.28% | 2.98% | 4.09% | 4.41% | 3.46% | 4.59% |
Frequently Asked Questions
DFVEX and DFSVX have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DFSVX has higher volatility (3.33%) compared to DFVEX (2.80%). In terms of maximum drawdown, DFVEX dropped -62.71% vs DFSVX's -66.70%.
DFSVX currently has the higher Sharpe Ratio (1.97 vs 1.91), 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.
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