DRILX vs. DFSVX
Compare and contrast key facts about Dimensional 2060 Target Date Retirement Income Fund (DRILX) and DFA U.S. Small Cap Value Portfolio I (DFSVX).
DRILX is managed by Dimensional. It was launched on Nov 1, 2015. DFSVX is managed by Dimensional. It was launched on Mar 2, 1993.
Performance
DRILX vs. DFSVX - Performance Comparison
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DRILX vs. DFSVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
DRILX
DFSVX
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.
| DRILX | DFSVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.20 | 1.03 | +0.17 |
Sortino ratioReturn per unit of downside risk | 1.76 | 1.55 | +0.21 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.22 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.88 | 1.34 | -0.46 |
Martin ratioReturn relative to average drawdown | 4.07 | 4.99 | -0.93 |
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
| DRILX | DFSVX | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| DRILX | DFSVX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -8.58% | -7.77% | -0.81% |
Average DrawdownAverage peak-to-trough decline | -4.29% | -9.51% | +5.22% |
Ulcer IndexDepth 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
| DRILX | DFSVX | Difference | |
|---|---|---|---|
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% |