MYLD vs. DFSVX

Last updated Jun 23, 2026

MYLD (Cambria Micro And Smallcap Shareholder Yield ETF) and DFSVX (DFA U.S. Small Cap Value Portfolio I) are both Small Cap Value Equities funds. Both are actively managed. Over the past year, MYLD returned 39.32% vs 34.34% for DFSVX. Their correlation of 0.93 suggests significant overlap in exposure. MYLD charges 0.59%/yr vs 0.30%/yr for DFSVX.

Performance

MYLD vs. DFSVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cambria Micro And Smallcap Shareholder Yield ETF (MYLD) and DFA U.S. Small Cap Value Portfolio I (DFSVX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with MYLD having a 17.05% return and DFSVX slightly lower at 16.57%.

MYLD

• 1D: -0.07%
• 1M: 3.47%
• YTD: 17.05%
• 6M: 15.43%
• 1Y: 39.32%
• 3Y*: —
• 5Y*: —
• 10Y*: —

DFSVX

• 1D: 0.96%
• 1M: 1.92%
• YTD: 16.57%
• 6M: 14.47%
• 1Y: 34.34%
• 3Y*: 17.09%
• 5Y*: 11.72%
• 10Y*: 11.55%

*Multi-year figures are annualized to reflect compound growth (CAGR)

MYLD vs. DFSVX - Yearly Performance Comparison

	2026 (YTD)	2025	2024
MYLD Cambria Micro And Smallcap Shareholder Yield ETF	17.05%	10.48%	6.53%
DFSVX DFA U.S. Small Cap Value Portfolio I	16.57%	8.37%	12.51%

Correlation

The correlation between MYLD and DFSVX is 0.90, 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	0.90
Correlation (All Time) Calculated using the full available price history since Jan 4, 2024	0.93

The correlation between MYLD and DFSVX has been stable across timeframes, ranging from 0.90 to 0.93 - a consistent structural relationship.

Return for Risk

MYLD vs. DFSVX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MYLD

MYLD Risk / Return Rank: 70
MYLD Sharpe Ratio Rank: 69
MYLD Sortino Ratio Rank: 72
MYLD Omega Ratio Rank: 66
MYLD Calmar Ratio Rank: 79
MYLD Martin Ratio Rank: 65

DFSVX

DFSVX Risk / Return Rank: 61
DFSVX Sharpe Ratio Rank: 53
DFSVX Sortino Ratio Rank: 56
DFSVX Omega Ratio Rank: 48
DFSVX Calmar Ratio Rank: 82
DFSVX Martin Ratio Rank: 62

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MYLD vs. DFSVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cambria Micro And Smallcap Shareholder Yield ETF (MYLD) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	MYLD	DFSVX	Difference
Sharpe ratio: Return per unit of total volatility	2.15	1.98	+0.17
Sortino ratio: Return per unit of downside risk	3.13	2.88	+0.24
Omega ratio: Gain probability vs. loss probability	1.38	1.35	+0.03
Calmar ratio: Return relative to maximum drawdown	3.98	3.62	+0.36
Martin ratio: Return relative to average drawdown	11.53	11.58	-0.05

MYLD vs. DFSVX - Sharpe Ratio Comparison

The current MYLD Sharpe Ratio is 2.15, which is comparable to the DFSVX Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of MYLD and DFSVX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

MYLD vs. DFSVX - Drawdown Comparison

The maximum MYLD drawdown since its inception was -28.23%, smaller than the maximum DFSVX drawdown of -66.70%. Use the drawdown chart below to compare losses from any high point for MYLD and DFSVX.

Drawdown Indicators

	MYLD	DFSVX	Difference
Max Drawdown Largest peak-to-trough decline	-28.23%	-66.70%	+38.47%
Max Drawdown (1Y) Largest decline over 1 year	-9.92%	-9.59%	-0.33%
Max Drawdown (3Y) Largest decline over 3 years	—	-27.69%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-27.69%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-52.12%	—
Current Drawdown Current decline from peak	-2.31%	-2.07%	-0.24%
Average Drawdown Average peak-to-trough decline	-5.89%	-9.46%	+3.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.42%	2.99%	+0.43%

Volatility

MYLD vs. DFSVX - Volatility Comparison

Cambria Micro And Smallcap Shareholder Yield ETF (MYLD) and DFA U.S. Small Cap Value Portfolio I (DFSVX) have volatilities of 4.61% and 4.47%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MYLD	DFSVX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.61%	4.47%	+0.14%
Volatility (6M) Calculated over the trailing 6-month period	12.07%	11.40%	+0.67%
Volatility (1Y) Calculated over the trailing 1-year period	18.39%	17.55%	+0.84%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.91%	21.44%	-1.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.91%	23.90%	-3.99%

MYLD vs. DFSVX - Expense Ratio Comparison

MYLD has a 0.59% expense ratio, which is higher than DFSVX's 0.30% expense ratio.

Dividends

MYLD vs. DFSVX - Dividend Comparison

MYLD's dividend yield for the trailing twelve months is around 2.25%, more than DFSVX's 1.49% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DFSVX DFA U.S. Small Cap Value Portfolio I	1.49%	1.69%	1.47%	3.67%	6.77%	10.40%	1.96%	2.83%	7.54%	5.18%	4.18%	5.29%
MYLD Cambria Micro And Smallcap Shareholder Yield ETF	2.25%	6.22%	3.26%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both MYLD and DFSVX in my portfolio?

MYLD and DFSVX have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, MYLD or DFSVX?

MYLD has higher volatility (4.61%) compared to DFSVX (4.47%). In terms of maximum drawdown, MYLD dropped -28.23% vs DFSVX's -66.70%.

Which has better risk-adjusted returns?

MYLD currently has the higher Sharpe Ratio (2.15 vs 1.98), 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.