DWFIX vs. DFSTX
Compare and contrast key facts about DFA World ex U.S. Government Fixed Income Portfolio (DWFIX) and DFA U.S. Small Cap Portfolio (DFSTX).
DWFIX is managed by Dimensional. It was launched on Dec 5, 2011. DFSTX is managed by Dimensional. It was launched on Mar 19, 1992.
Performance
DWFIX vs. DFSTX - Performance Comparison
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DWFIX vs. DFSTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DWFIX DFA World ex U.S. Government Fixed Income Portfolio | -0.59% | 2.71% | 1.60% | 9.96% | -18.94% | -4.63% | 6.35% | 13.36% | 3.28% | 4.41% |
DFSTX DFA U.S. Small Cap Portfolio | -0.13% | 8.07% | 11.50% | 17.66% | -13.50% | 30.50% | 11.19% | 21.78% | -13.20% | 11.19% |
Returns By Period
In the year-to-date period, DWFIX achieves a -0.59% return, which is significantly lower than DFSTX's -0.13% return. Over the past 10 years, DWFIX has underperformed DFSTX with an annualized return of 1.47%, while DFSTX has yielded a comparatively higher 9.69% annualized return.
DWFIX
- 1D
- 0.23%
- 1M
- -2.77%
- YTD
- -0.59%
- 6M
- -0.82%
- 1Y
- 2.34%
- 3Y*
- 3.27%
- 5Y*
- -1.53%
- 10Y*
- 1.47%
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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DWFIX vs. DFSTX - Expense Ratio Comparison
DWFIX has a 0.20% 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
DWFIX vs. DFSTX — Risk / Return Rank
DWFIX
DFSTX
DWFIX vs. DFSTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA World ex U.S. Government Fixed Income Portfolio (DWFIX) 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.
| DWFIX | DFSTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.73 | 0.80 | -0.07 |
Sortino ratioReturn per unit of downside risk | 1.08 | 1.27 | -0.20 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.17 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.82 | 1.03 | -0.21 |
Martin ratioReturn relative to average drawdown | 2.87 | 4.16 | -1.29 |
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
| DWFIX | DFSTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.73 | 0.80 | -0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.24 | 0.30 | -0.55 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.27 | 0.44 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.48 | -0.03 |
Correlation
The correlation between DWFIX and DFSTX is -0.08. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
DWFIX vs. DFSTX - Dividend Comparison
DWFIX's dividend yield for the trailing twelve months is around 2.47%, more than DFSTX's 1.09% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DWFIX DFA World ex U.S. Government Fixed Income Portfolio | 2.47% | 1.86% | 3.08% | 4.46% | 0.01% | 1.86% | 1.69% | 8.62% | 7.77% | 1.33% | 2.77% | 7.38% |
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
DWFIX vs. DFSTX - Drawdown Comparison
The maximum DWFIX drawdown since its inception was -24.76%, smaller than the maximum DFSTX drawdown of -60.99%. Use the drawdown chart below to compare losses from any high point for DWFIX and DFSTX.
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Drawdown Indicators
| DWFIX | DFSTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.76% | -60.99% | +36.23% |
Max Drawdown (1Y)Largest decline over 1 year | -3.00% | -13.92% | +10.92% |
Max Drawdown (5Y)Largest decline over 5 years | -23.55% | -25.91% | +2.36% |
Max Drawdown (10Y)Largest decline over 10 years | -24.76% | -44.78% | +20.02% |
Current DrawdownCurrent decline from peak | -11.90% | -9.09% | -2.81% |
Average DrawdownAverage peak-to-trough decline | -5.97% | -8.80% | +2.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.86% | 3.47% | -2.61% |
Volatility
DWFIX vs. DFSTX - Volatility Comparison
The current volatility for DFA World ex U.S. Government Fixed Income Portfolio (DWFIX) is 1.46%, while DFA U.S. Small Cap Portfolio (DFSTX) has a volatility of 5.43%. This indicates that DWFIX 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
| DWFIX | DFSTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.46% | 5.43% | -3.97% |
Volatility (6M)Calculated over the trailing 6-month period | 2.15% | 12.19% | -10.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.40% | 21.77% | -18.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.28% | 20.61% | -14.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.46% | 22.06% | -16.60% |