MASKX vs. DFSCX
MASKX (iShares Russell 2000 Small-Cap Index Fund) and DFSCX (DFA U.S. Micro Cap Portfolio) are both Small Cap Blend Equities funds. Over the past 10 years, MASKX returned 11.12%/yr vs 11.20%/yr for DFSCX. Their correlation of 0.95 suggests significant overlap in exposure. MASKX charges 0.12%/yr vs 0.41%/yr for DFSCX.
Performance
MASKX vs. DFSCX - Performance Comparison
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Returns By Period
In the year-to-date period, MASKX achieves a 18.62% return, which is significantly higher than DFSCX's 16.94% return. Both investments have delivered pretty close results over the past 10 years, with MASKX having a 11.12% annualized return and DFSCX not far ahead at 11.20%.
MASKX
- 1D
- 0.89%
- 1M
- 4.97%
- YTD
- 18.62%
- 6M
- 17.33%
- 1Y
- 41.04%
- 3Y*
- 18.52%
- 5Y*
- 6.53%
- 10Y*
- 11.12%
DFSCX
- 1D
- 0.66%
- 1M
- 2.89%
- YTD
- 16.94%
- 6M
- 16.37%
- 1Y
- 35.45%
- 3Y*
- 17.74%
- 5Y*
- 9.05%
- 10Y*
- 11.20%
MASKX vs. DFSCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MASKX iShares Russell 2000 Small-Cap Index Fund | 18.62% | 12.76% | 11.35% | 16.99% | -20.39% | 14.54% | 19.99% | 25.54% | -11.03% | 14.61% |
DFSCX DFA U.S. Micro Cap Portfolio | 16.94% | 9.65% | 11.43% | 17.93% | -12.49% | 33.70% | 6.61% | 20.68% | -11.60% | 10.92% |
Correlation
The correlation between MASKX and DFSCX is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.95 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.96 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Apr 9, 1997 | 0.95 |
The correlation between MASKX and DFSCX has been stable across timeframes, ranging from 0.95 to 0.96 - a consistent structural relationship.
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Return for Risk
MASKX vs. DFSCX — Risk / Return Rank
MASKX
DFSCX
MASKX vs. DFSCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell 2000 Small-Cap Index Fund (MASKX) and DFA U.S. Micro Cap Portfolio (DFSCX). 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.
| MASKX | DFSCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.11 | ||
| Sortino ratioReturn per unit of downside risk | +0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.37 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.95 | 4.65 | -0.70 |
| Martin ratioReturn relative to average drawdown | 14.03 | 14.95 | -0.92 |
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
| MASKX | DFSCX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.28 | 2.16 | +0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.43 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.50 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.61 | -0.24 |
Drawdowns
MASKX vs. DFSCX - Drawdown Comparison
The maximum MASKX drawdown since its inception was -59.06%, smaller than the maximum DFSCX drawdown of -63.07%. Use the drawdown chart below to compare losses from any high point for MASKX and DFSCX.
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Drawdown Indicators
| MASKX | DFSCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.06% | -63.07% | +4.01% |
Max Drawdown (1Y)Largest decline over 1 year | -11.01% | -8.17% | -2.84% |
Max Drawdown (3Y)Largest decline over 3 years | -27.53% | -27.01% | -0.52% |
Max Drawdown (5Y)Largest decline over 5 years | -31.98% | -27.01% | -4.97% |
Max Drawdown (10Y)Largest decline over 10 years | -41.68% | -46.88% | +5.20% |
Current DrawdownCurrent decline from peak | -0.13% | 0.00% | -0.13% |
Average DrawdownAverage peak-to-trough decline | -11.63% | -9.91% | -1.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.09% | 2.53% | +0.56% |
Volatility
MASKX vs. DFSCX - Volatility Comparison
iShares Russell 2000 Small-Cap Index Fund (MASKX) has a higher volatility of 5.60% compared to DFA U.S. Micro Cap Portfolio (DFSCX) at 4.48%. This indicates that MASKX's price experiences larger fluctuations and is considered to be riskier than DFSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MASKX | DFSCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.60% | 4.48% | +1.12% |
Volatility (6M)Calculated over the trailing 6-month period | 13.57% | 11.59% | +1.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.10% | 17.57% | +1.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.16% | 21.01% | +2.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.70% | 22.64% | +1.06% |
MASKX vs. DFSCX - Expense Ratio Comparison
MASKX has a 0.12% expense ratio, which is lower than DFSCX's 0.41% expense ratio.
Dividends
MASKX vs. DFSCX - Dividend Comparison
MASKX's dividend yield for the trailing twelve months is around 2.64%, more than DFSCX's 0.82% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFSCX DFA U.S. Micro Cap Portfolio | 0.82% | 1.03% | 0.97% | 2.48% | 5.16% | 10.77% | 0.87% | 2.80% | 5.50% | 5.05% | 0.90% | 6.33% |
MASKX iShares Russell 2000 Small-Cap Index Fund | 2.64% | 3.13% | 4.81% | 2.92% | 1.70% | 7.64% | 1.42% | 3.43% | 4.26% | 3.15% | 4.60% | 3.63% |
Frequently Asked Questions
With a correlation of 0.95, MASKX and DFSCX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
MASKX has higher volatility (5.60%) compared to DFSCX (4.48%). In terms of maximum drawdown, MASKX dropped -59.06% vs DFSCX's -63.07%.
MASKX currently has the higher Sharpe Ratio (2.28 vs 2.16), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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