DTDRX vs. DFSTX
Compare and contrast key facts about Dimensional 2065 Target Date Retirement Income Fund (DTDRX) and DFA U.S. Small Cap Portfolio (DFSTX).
DTDRX is managed by Dimensional. It was launched on Jan 1, 2020. DFSTX is managed by Dimensional. It was launched on Mar 19, 1992.
Performance
DTDRX vs. DFSTX - Performance Comparison
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DTDRX vs. DFSTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
DTDRX Dimensional 2065 Target Date Retirement Income Fund | -3.79% | 19.28% | 17.13% | 21.29% | -15.25% | 20.99% | 13.15% |
DFSTX DFA U.S. Small Cap Portfolio | -0.13% | 8.07% | 11.50% | 17.66% | -13.50% | 30.50% | 11.19% |
Returns By Period
In the year-to-date period, DTDRX achieves a -3.79% return, which is significantly lower than DFSTX's -0.13% return.
DTDRX
- 1D
- -0.36%
- 1M
- -8.02%
- YTD
- -3.79%
- 6M
- -0.78%
- 1Y
- 16.81%
- 3Y*
- 15.27%
- 5Y*
- 9.47%
- 10Y*
- —
DFSTX
- 1D
- -0.91%
- 1M
- -7.67%
- YTD
- -0.13%
- 6M
- 1.57%
- 1Y
- 17.08%
- 3Y*
- 11.14%
- 5Y*
- 6.19%
- 10Y*
- 9.69%
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DTDRX vs. DFSTX - Expense Ratio Comparison
DTDRX has a 0.22% expense ratio, which is lower than DFSTX's 0.27% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
DTDRX vs. DFSTX — Risk / Return Rank
DTDRX
DFSTX
DTDRX vs. DFSTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional 2065 Target Date Retirement Income Fund (DTDRX) and DFA U.S. Small Cap Portfolio (DFSTX). 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.
| DTDRX | DFSTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.20 | 0.80 | +0.39 |
Sortino ratioReturn per unit of downside risk | 1.75 | 1.27 | +0.48 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.17 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.84 | 1.03 | -0.19 |
Martin ratioReturn relative to average drawdown | 3.87 | 4.16 | -0.29 |
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
| DTDRX | DFSTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.20 | 0.80 | +0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.30 | +0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.44 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.48 | +0.09 |
Correlation
The correlation between DTDRX and DFSTX is 0.84, 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
DTDRX vs. DFSTX - Dividend Comparison
DTDRX's dividend yield for the trailing twelve months is around 1.60%, more than DFSTX's 1.09% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DTDRX Dimensional 2065 Target Date Retirement Income Fund | 1.60% | 1.31% | 2.07% | 1.94% | 2.01% | 1.53% | 2.55% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DFSTX DFA U.S. Small Cap Portfolio | 1.09% | 1.08% | 1.05% | 2.45% | 5.18% | 6.39% | 1.08% | 3.30% | 5.16% | 4.56% | 3.10% | 5.90% |
Drawdowns
DTDRX vs. DFSTX - Drawdown Comparison
The maximum DTDRX drawdown since its inception was -33.33%, smaller than the maximum DFSTX drawdown of -60.99%. Use the drawdown chart below to compare losses from any high point for DTDRX and DFSTX.
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Drawdown Indicators
| DTDRX | DFSTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.33% | -60.99% | +27.66% |
Max Drawdown (1Y)Largest decline over 1 year | -11.25% | -13.92% | +2.67% |
Max Drawdown (5Y)Largest decline over 5 years | -23.47% | -25.91% | +2.44% |
Max Drawdown (10Y)Largest decline over 10 years | — | -44.78% | — |
Current DrawdownCurrent decline from peak | -8.57% | -9.09% | +0.52% |
Average DrawdownAverage peak-to-trough decline | -5.21% | -8.80% | +3.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.09% | 3.47% | -0.38% |
Volatility
DTDRX vs. DFSTX - Volatility Comparison
The current volatility for Dimensional 2065 Target Date Retirement Income Fund (DTDRX) is 4.38%, while DFA U.S. Small Cap Portfolio (DFSTX) has a volatility of 5.43%. This indicates that DTDRX experiences smaller price fluctuations and is considered to be less risky than DFSTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DTDRX | DFSTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.38% | 5.43% | -1.05% |
Volatility (6M)Calculated over the trailing 6-month period | 8.16% | 12.19% | -4.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.86% | 21.77% | -5.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.80% | 20.61% | -5.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.31% | 22.06% | -2.75% |