DFWIX vs. DFSTX
Compare and contrast key facts about DFA World ex U.S. Core Equity Portfolio (DFWIX) and DFA U.S. Small Cap Portfolio (DFSTX).
DFWIX is managed by Dimensional. It was launched on Apr 9, 2013. DFSTX is managed by Dimensional. It was launched on Mar 19, 1992.
Performance
DFWIX vs. DFSTX - Performance Comparison
Loading graphics...
DFWIX vs. DFSTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFWIX DFA World ex U.S. Core Equity Portfolio | 0.08% | 33.45% | 4.34% | 16.74% | -14.04% | 22.41% | 9.35% | 19.98% | -17.00% | 30.17% |
DFSTX DFA U.S. Small Cap Portfolio | -0.13% | 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, DFWIX achieves a 0.08% return, which is significantly higher than DFSTX's -0.13% return. Both investments have delivered pretty close results over the past 10 years, with DFWIX having a 10.00% annualized return and DFSTX not far behind at 9.69%.
DFWIX
- 1D
- -0.33%
- 1M
- -10.77%
- YTD
- 0.08%
- 6M
- 4.76%
- 1Y
- 27.12%
- 3Y*
- 15.13%
- 5Y*
- 10.04%
- 10Y*
- 10.00%
DFSTX
- 1D
- -0.91%
- 1M
- -7.67%
- YTD
- -0.13%
- 6M
- 1.57%
- 1Y
- 17.08%
- 3Y*
- 11.14%
- 5Y*
- 6.19%
- 10Y*
- 9.69%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DFWIX vs. DFSTX - Expense Ratio Comparison
DFWIX has a 0.31% expense ratio, which is higher than DFSTX's 0.27% expense ratio.
Return for Risk
DFWIX vs. DFSTX — Risk / Return Rank
DFWIX
DFSTX
DFWIX vs. DFSTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA World ex U.S. Core Equity Portfolio (DFWIX) 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.
| DFWIX | DFSTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.81 | 0.80 | +1.01 |
Sortino ratioReturn per unit of downside risk | 2.36 | 1.27 | +1.09 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.17 | +0.19 |
Calmar ratioReturn relative to maximum drawdown | 2.00 | 1.03 | +0.96 |
Martin ratioReturn relative to average drawdown | 8.26 | 4.16 | +4.11 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| DFWIX | DFSTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.81 | 0.80 | +1.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.30 | +0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.44 | +0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.48 | +0.01 |
Correlation
The correlation between DFWIX and DFSTX is 0.71, 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
DFWIX vs. DFSTX - Dividend Comparison
DFWIX's dividend yield for the trailing twelve months is around 3.21%, more than DFSTX's 1.09% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFWIX DFA World ex U.S. Core Equity Portfolio | 3.21% | 3.00% | 3.32% | 3.36% | 3.11% | 10.71% | 1.81% | 2.36% | 3.50% | 2.36% | 2.59% | 2.31% |
DFSTX DFA U.S. Small Cap Portfolio | 1.09% | 1.08% | 1.05% | 2.45% | 5.18% | 6.39% | 1.08% | 3.30% | 5.16% | 4.56% | 3.10% | 5.90% |
Drawdowns
DFWIX vs. DFSTX - Drawdown Comparison
The maximum DFWIX drawdown since its inception was -41.80%, smaller than the maximum DFSTX drawdown of -60.99%. Use the drawdown chart below to compare losses from any high point for DFWIX and DFSTX.
Loading graphics...
Drawdown Indicators
| DFWIX | DFSTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.80% | -60.99% | +19.19% |
Max Drawdown (1Y)Largest decline over 1 year | -10.82% | -13.92% | +3.10% |
Max Drawdown (5Y)Largest decline over 5 years | -27.31% | -25.91% | -1.40% |
Max Drawdown (10Y)Largest decline over 10 years | -41.80% | -44.78% | +2.98% |
Current DrawdownCurrent decline from peak | -10.82% | -9.09% | -1.73% |
Average DrawdownAverage peak-to-trough decline | -8.23% | -8.80% | +0.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.87% | 3.47% | -0.60% |
Volatility
DFWIX vs. DFSTX - Volatility Comparison
DFA World ex U.S. Core Equity Portfolio (DFWIX) has a higher volatility of 6.21% compared to DFA U.S. Small Cap Portfolio (DFSTX) at 5.43%. This indicates that DFWIX's price experiences larger fluctuations and is considered to be riskier than DFSTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| DFWIX | DFSTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.21% | 5.43% | +0.78% |
Volatility (6M)Calculated over the trailing 6-month period | 9.58% | 12.19% | -2.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.65% | 21.77% | -7.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.94% | 20.61% | -5.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.55% | 22.06% | -6.51% |