DRIWX vs. DFSVX
Compare and contrast key facts about Dimensional 2030 Target Date Retirement Income Fund (DRIWX) and DFA U.S. Small Cap Value Portfolio I (DFSVX).
DRIWX is managed by Dimensional. It was launched on Nov 1, 2015. DFSVX is managed by Dimensional. It was launched on Mar 2, 1993.
Performance
DRIWX vs. DFSVX - Performance Comparison
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DRIWX vs. DFSVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DRIWX Dimensional 2030 Target Date Retirement Income Fund | -1.66% | 9.89% | 5.12% | 10.05% | -22.34% | 13.46% | 18.33% | 21.04% | -7.35% | 15.68% |
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, DRIWX achieves a -1.66% return, which is significantly lower than DFSVX's 4.70% return. Over the past 10 years, DRIWX has underperformed DFSVX with an annualized return of 5.87%, while DFSVX has yielded a comparatively higher 10.61% annualized return.
DRIWX
- 1D
- 0.67%
- 1M
- -5.04%
- YTD
- -1.66%
- 6M
- -1.03%
- 1Y
- 6.17%
- 3Y*
- 5.63%
- 5Y*
- 2.02%
- 10Y*
- 5.87%
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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DRIWX vs. DFSVX - Expense Ratio Comparison
DRIWX has a 0.20% expense ratio, which is lower than DFSVX's 0.30% expense ratio.
Return for Risk
DRIWX vs. DFSVX — Risk / Return Rank
DRIWX
DFSVX
DRIWX vs. DFSVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional 2030 Target Date Retirement Income Fund (DRIWX) 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.
| DRIWX | DFSVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.75 | 1.03 | -0.28 |
Sortino ratioReturn per unit of downside risk | 1.08 | 1.55 | -0.47 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.22 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.96 | 1.34 | -0.38 |
Martin ratioReturn relative to average drawdown | 3.51 | 4.99 | -1.48 |
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
| DRIWX | DFSVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.75 | 1.03 | -0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | 0.44 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.45 | +0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.51 | +0.10 |
Correlation
The correlation between DRIWX and DFSVX is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
DRIWX vs. DFSVX - Dividend Comparison
DRIWX's dividend yield for the trailing twelve months is around 7.09%, more than DFSVX's 1.66% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DRIWX Dimensional 2030 Target Date Retirement Income Fund | 7.09% | 6.89% | 6.04% | 4.10% | 6.63% | 5.81% | 3.93% | 2.39% | 2.45% | 1.33% | 1.40% | 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
DRIWX vs. DFSVX - Drawdown Comparison
The maximum DRIWX drawdown since its inception was -27.45%, smaller than the maximum DFSVX drawdown of -66.70%. Use the drawdown chart below to compare losses from any high point for DRIWX and DFSVX.
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Drawdown Indicators
| DRIWX | DFSVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.45% | -66.70% | +39.25% |
Max Drawdown (1Y)Largest decline over 1 year | -6.48% | -15.11% | +8.63% |
Max Drawdown (5Y)Largest decline over 5 years | -27.45% | -27.69% | +0.24% |
Max Drawdown (10Y)Largest decline over 10 years | -27.45% | -52.12% | +24.67% |
Current DrawdownCurrent decline from peak | -5.11% | -7.77% | +2.66% |
Average DrawdownAverage peak-to-trough decline | -6.44% | -9.51% | +3.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.78% | 4.14% | -2.36% |
Volatility
DRIWX vs. DFSVX - Volatility Comparison
The current volatility for Dimensional 2030 Target Date Retirement Income Fund (DRIWX) is 3.10%, while DFA U.S. Small Cap Value Portfolio I (DFSVX) has a volatility of 5.00%. This indicates that DRIWX 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
| DRIWX | DFSVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.10% | 5.00% | -1.90% |
Volatility (6M)Calculated over the trailing 6-month period | 4.85% | 12.75% | -7.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.11% | 23.31% | -14.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.65% | 21.67% | -11.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.09% | 23.92% | -13.83% |