DRIHX vs. DFSVX
Compare and contrast key facts about Dimensional 2040 Target Date Retirement Income Fund (DRIHX) and DFA U.S. Small Cap Value Portfolio I (DFSVX).
DRIHX is managed by Dimensional. It was launched on Nov 1, 2015. DFSVX is managed by Dimensional. It was launched on Mar 2, 1993.
Performance
DRIHX vs. DFSVX - Performance Comparison
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DRIHX vs. DFSVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DRIHX Dimensional 2040 Target Date Retirement Income Fund | -1.15% | 14.48% | 11.11% | 16.06% | -16.20% | 16.54% | 12.73% | 22.12% | -7.66% | 19.53% |
DFSVX DFA U.S. Small Cap Value Portfolio I | 6.83% | 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, DRIHX achieves a -1.15% return, which is significantly lower than DFSVX's 6.83% return. Over the past 10 years, DRIHX has underperformed DFSVX with an annualized return of 8.81%, while DFSVX has yielded a comparatively higher 10.84% annualized return.
DRIHX
- 1D
- 1.69%
- 1M
- -4.61%
- YTD
- -1.15%
- 6M
- 0.40%
- 1Y
- 12.70%
- 3Y*
- 11.26%
- 5Y*
- 6.17%
- 10Y*
- 8.81%
DFSVX
- 1D
- 2.04%
- 1M
- -3.75%
- YTD
- 6.83%
- 6M
- 9.84%
- 1Y
- 25.75%
- 3Y*
- 14.75%
- 5Y*
- 9.70%
- 10Y*
- 10.84%
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DRIHX vs. DFSVX - Expense Ratio Comparison
DRIHX has a 0.22% expense ratio, which is lower than DFSVX's 0.30% expense ratio.
Return for Risk
DRIHX vs. DFSVX — Risk / Return Rank
DRIHX
DFSVX
DRIHX vs. DFSVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional 2040 Target Date Retirement Income Fund (DRIHX) 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.
| DRIHX | DFSVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.12 | 1.13 | -0.01 |
Sortino ratioReturn per unit of downside risk | 1.63 | 1.67 | -0.05 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.23 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.43 | 1.56 | -0.13 |
Martin ratioReturn relative to average drawdown | 6.31 | 5.75 | +0.55 |
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
| DRIHX | DFSVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.12 | 1.13 | -0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.45 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | 0.45 | +0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.51 | +0.17 |
Correlation
The correlation between DRIHX and DFSVX is 0.78, 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
DRIHX vs. DFSVX - Dividend Comparison
DRIHX's dividend yield for the trailing twelve months is around 5.09%, more than DFSVX's 1.63% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DRIHX Dimensional 2040 Target Date Retirement Income Fund | 5.09% | 5.15% | 3.42% | 3.71% | 4.43% | 2.58% | 3.05% | 2.24% | 2.34% | 1.22% | 1.40% | 0.00% |
DFSVX DFA U.S. Small Cap Value Portfolio I | 1.63% | 1.69% | 1.47% | 3.67% | 6.77% | 10.40% | 1.96% | 2.83% | 7.54% | 5.18% | 4.18% | 5.29% |
Drawdowns
DRIHX vs. DFSVX - Drawdown Comparison
The maximum DRIHX drawdown since its inception was -27.96%, smaller than the maximum DFSVX drawdown of -66.70%. Use the drawdown chart below to compare losses from any high point for DRIHX and DFSVX.
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Drawdown Indicators
| DRIHX | DFSVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.96% | -66.70% | +38.74% |
Max Drawdown (1Y)Largest decline over 1 year | -8.81% | -15.11% | +6.30% |
Max Drawdown (5Y)Largest decline over 5 years | -22.51% | -27.69% | +5.18% |
Max Drawdown (10Y)Largest decline over 10 years | -27.96% | -52.12% | +24.16% |
Current DrawdownCurrent decline from peak | -5.20% | -5.89% | +0.69% |
Average DrawdownAverage peak-to-trough decline | -4.13% | -9.51% | +5.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.00% | 4.09% | -2.09% |
Volatility
DRIHX vs. DFSVX - Volatility Comparison
The current volatility for Dimensional 2040 Target Date Retirement Income Fund (DRIHX) is 4.19%, while DFA U.S. Small Cap Value Portfolio I (DFSVX) has a volatility of 5.46%. This indicates that DRIHX 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
| DRIHX | DFSVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.19% | 5.46% | -1.27% |
Volatility (6M)Calculated over the trailing 6-month period | 6.50% | 12.88% | -6.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.81% | 23.35% | -11.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.60% | 21.68% | -10.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.79% | 23.92% | -11.13% |