DMO vs. DFSVX
DMO (Dimensional Multi-Asset Fund) and DFSVX (DFA U.S. Small Cap Value Portfolio I) are both mutual funds - DMO is a Global Allocation fund managed by Dimensional, while DFSVX is a Small Cap Value Equities fund actively managed by Dimensional. Over the past 10 years, DMO returned 3.76%/yr vs 11.64%/yr for DFSVX. Their 0.19 correlation means their historical movements had little consistent relationship. DMO charges 0.04%/yr vs 0.30%/yr for DFSVX.
Performance
DMO vs. DFSVX - Performance Comparison
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Returns By Period
In the year-to-date period, DMO achieves a 1.66% return, which is significantly lower than DFSVX's 22.74% return. Over the past 10 years, DMO has underperformed DFSVX with an annualized return of 3.76%, while DFSVX has yielded a comparatively higher 11.64% annualized return.
DMO
- 1D
- 0.19%
- 1M
- -1.78%
- 6M
- 0.19%
- YTD
- 1.66%
- 1Y
- -0.24%
- 3Y*
- 11.42%
- 5Y*
- 3.64%
- 10Y*
- 3.76%
- ALL TIME*
- 8.28%
DFSVX
- 1D
- 1.16%
- 1M
- 3.80%
- 6M
- 12.16%
- YTD
- 22.74%
- 1Y
- 36.67%
- 3Y*
- 16.28%
- 5Y*
- 13.12%
- 10Y*
- 11.64%
- ALL TIME*
- 11.55%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $399.37K | $416.73K | $406.81K |
DMO vs. DFSVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DMO Dimensional Multi-Asset Fund | 1.66% | 6.95% | 20.24% | 16.79% | -21.64% | 17.12% | -22.32% | 9.10% | -2.04% | 23.46% |
DFSVX DFA U.S. Small Cap Value Portfolio I | 22.74% | 8.37% | 9.58% | 19.02% | -3.57% | 39.97% | 2.24% | 18.15% | -15.13% | 6.82% |
Correlation
The correlation between DMO and DFSVX is 0.19, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.19 |
Correlation (3Y) Balances recent behavior with more history. | 0.18 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.22 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.21 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2010 | 0.19 |
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Return for Risk
DMO vs. DFSVX — Risk / Return Rank
DMO
DFSVX
DMO vs. DFSVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional Multi-Asset Fund (DMO) 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.
| DMO | DFSVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.35 | ||
| Sortino ratioReturn per unit of downside risk | -3.36 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.42 | -0.41 |
| Calmar ratioReturn relative to maximum drawdown | -0.03 | 4.06 | -4.09 |
| Martin ratioReturn relative to average drawdown | -0.07 | 13.56 | -13.62 |
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Drawdowns
DMO vs. DFSVX - Drawdown Comparison
The maximum DMO drawdown since its inception was -49.16%, smaller than the maximum DFSVX drawdown of -66.70%. Use the drawdown chart below to compare losses from any high point for DMO and DFSVX.
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Drawdown Indicators
| DMO | DFSVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.16% | -66.70% | +17.54% |
Max Drawdown (1Y)Largest decline over 1 year | -8.37% | -9.59% | +1.22% |
Max Drawdown (3Y)Largest decline over 3 years | -9.04% | -27.69% | +18.65% |
Max Drawdown (5Y)Largest decline over 5 years | -29.04% | -27.69% | -1.35% |
Max Drawdown (10Y)Largest decline over 10 years | -49.16% | -52.12% | +2.96% |
Current DrawdownCurrent decline from peak | -4.49% | 0.00% | -4.49% |
Average DrawdownAverage peak-to-trough decline | -9.54% | -9.43% | -0.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.60% | 2.86% | +0.74% |
Volatility
DMO vs. DFSVX - Volatility Comparison
The current volatility for Dimensional Multi-Asset Fund (DMO) is 1.57%, while DFA U.S. Small Cap Value Portfolio I (DFSVX) has a volatility of 3.46%. This indicates that DMO 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
| DMO | DFSVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.57% | 3.46% | -1.89% |
Volatility (6M)Calculated over the trailing 6-month period | 7.77% | 10.70% | -2.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.06% | 16.72% | -6.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.60% | 21.20% | -8.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.92% | 23.79% | -3.87% |
DMO vs. DFSVX - Expense Ratio Comparison
DMO has a 0.04% expense ratio, which is lower than DFSVX's 0.30% expense ratio.
Dividends
DMO vs. DFSVX - Dividend Comparison
DMO's dividend yield for the trailing twelve months is around 14.22%, more than DFSVX's 1.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFSVX DFA U.S. Small Cap Value Portfolio I | 1.49% | 1.69% | 1.47% | 3.67% | 6.77% | 10.40% | 1.96% | 2.83% | 7.54% | 5.18% | 4.18% | 5.29% |
DMO Dimensional Multi-Asset Fund | 14.22% | 14.01% | 12.92% | 11.46% | 11.51% | 8.88% | 10.95% | 9.63% | 18.93% | 13.30% | 13.19% | 14.09% |
Frequently Asked Questions
DMO and DFSVX have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DFSVX has higher volatility (3.46%) compared to DMO (1.57%). In terms of maximum drawdown, DMO dropped -49.16% vs DFSVX's -66.70%.
DFSVX currently has the higher Sharpe Ratio (2.33 vs -0.02), 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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