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DRILX vs. DFSVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DRILX vs. DFSVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional 2060 Target Date Retirement Income Fund (DRILX) and DFA U.S. Small Cap Value Portfolio I (DFSVX). The values are adjusted to include any dividend payments, if applicable.

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DRILX vs. DFSVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DRILX
Dimensional 2060 Target Date Retirement Income Fund
-3.79%19.66%17.10%21.37%-15.28%21.08%14.10%25.61%-9.07%21.51%
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, DRILX achieves a -3.79% return, which is significantly lower than DFSVX's 4.70% return. Over the past 10 years, DRILX has outperformed DFSVX with an annualized return of 11.20%, while DFSVX has yielded a comparatively lower 10.61% annualized return.


DRILX

1D
-0.34%
1M
-8.01%
YTD
-3.79%
6M
-0.76%
1Y
16.93%
3Y*
15.41%
5Y*
9.55%
10Y*
11.20%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DRILX vs. DFSVX - Expense Ratio Comparison

DRILX has a 0.22% expense ratio, which is lower than DFSVX's 0.30% expense ratio.


Return for Risk

DRILX vs. DFSVX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DRILX
DRILX Risk / Return Rank: 5656
Overall Rank
DRILX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
DRILX Sortino Ratio Rank: 7070
Sortino Ratio Rank
DRILX Omega Ratio Rank: 7070
Omega Ratio Rank
DRILX Calmar Ratio Rank: 3131
Calmar Ratio Rank
DRILX Martin Ratio Rank: 3939
Martin Ratio Rank

DFSVX
DFSVX Risk / Return Rank: 5757
Overall Rank
DFSVX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
DFSVX Sortino Ratio Rank: 6262
Sortino Ratio Rank
DFSVX Omega Ratio Rank: 5757
Omega Ratio Rank
DFSVX Calmar Ratio Rank: 5858
Calmar Ratio Rank
DFSVX Martin Ratio Rank: 5151
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DRILX vs. DFSVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional 2060 Target Date Retirement Income Fund (DRILX) 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.


DRILXDFSVXDifference

Sharpe ratio

Return per unit of total volatility

1.20

1.03

+0.17

Sortino ratio

Return per unit of downside risk

1.76

1.55

+0.21

Omega ratio

Gain probability vs. loss probability

1.26

1.22

+0.05

Calmar ratio

Return relative to maximum drawdown

0.88

1.34

-0.46

Martin ratio

Return relative to average drawdown

4.07

4.99

-0.93

DRILX vs. DFSVX - Sharpe Ratio Comparison

The current DRILX Sharpe Ratio is 1.20, which is comparable to the DFSVX Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of DRILX and DFSVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DRILXDFSVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.20

1.03

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

0.44

+0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

0.45

+0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

0.51

+0.21

Correlation

The correlation between DRILX and DFSVX is 0.79, 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

DRILX vs. DFSVX - Dividend Comparison

DRILX's dividend yield for the trailing twelve months is around 1.56%, less than DFSVX's 1.66% yield.


TTM20252024202320222021202020192018201720162015
DRILX
Dimensional 2060 Target Date Retirement Income Fund
1.56%1.47%2.40%3.26%3.97%2.25%2.11%2.12%2.25%0.91%1.96%0.00%
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

DRILX vs. DFSVX - Drawdown Comparison

The maximum DRILX drawdown since its inception was -33.48%, smaller than the maximum DFSVX drawdown of -66.70%. Use the drawdown chart below to compare losses from any high point for DRILX and DFSVX.


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Drawdown Indicators


DRILXDFSVXDifference

Max Drawdown

Largest peak-to-trough decline

-33.48%

-66.70%

+33.22%

Max Drawdown (1Y)

Largest decline over 1 year

-11.21%

-15.11%

+3.90%

Max Drawdown (5Y)

Largest decline over 5 years

-23.50%

-27.69%

+4.19%

Max Drawdown (10Y)

Largest decline over 10 years

-33.48%

-52.12%

+18.64%

Current Drawdown

Current decline from peak

-8.58%

-7.77%

-0.81%

Average Drawdown

Average peak-to-trough decline

-4.29%

-9.51%

+5.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.03%

4.14%

-1.11%

Volatility

DRILX vs. DFSVX - Volatility Comparison

The current volatility for Dimensional 2060 Target Date Retirement Income Fund (DRILX) is 4.39%, while DFA U.S. Small Cap Value Portfolio I (DFSVX) has a volatility of 5.00%. This indicates that DRILX 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


DRILXDFSVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.39%

5.00%

-0.61%

Volatility (6M)

Calculated over the trailing 6-month period

8.20%

12.75%

-4.55%

Volatility (1Y)

Calculated over the trailing 1-year period

15.88%

23.31%

-7.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.77%

21.67%

-6.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.71%

23.92%

-8.21%