RWJ vs. DFSCX
Compare and contrast key facts about Invesco S&P SmallCap 600 Revenue ETF (RWJ) and DFA U.S. Micro Cap Portfolio (DFSCX).
RWJ is a passively managed fund by Invesco that tracks the performance of the S&P SmallCap 600 Revenue-Weighted Index. It was launched on Feb 22, 2008. DFSCX is managed by Dimensional. It was launched on Dec 23, 1981.
Performance
RWJ vs. DFSCX - Performance Comparison
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RWJ vs. DFSCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RWJ Invesco S&P SmallCap 600 Revenue ETF | 3.96% | 7.75% | 11.81% | 16.21% | -10.97% | 52.82% | 20.83% | 20.29% | -16.95% | 5.30% |
DFSCX DFA U.S. Micro Cap Portfolio | 1.62% | 9.65% | 11.43% | 17.93% | -12.49% | 33.70% | 6.61% | 20.68% | -11.60% | 10.92% |
Returns By Period
In the year-to-date period, RWJ achieves a 3.96% return, which is significantly higher than DFSCX's 1.62% return. Over the past 10 years, RWJ has outperformed DFSCX with an annualized return of 12.12%, while DFSCX has yielded a comparatively lower 9.92% annualized return.
RWJ
- 1D
- 2.60%
- 1M
- -3.49%
- YTD
- 3.96%
- 6M
- 5.17%
- 1Y
- 25.54%
- 3Y*
- 11.93%
- 5Y*
- 6.87%
- 10Y*
- 12.12%
DFSCX
- 1D
- -0.81%
- 1M
- -5.81%
- YTD
- 1.62%
- 6M
- 3.98%
- 1Y
- 22.54%
- 3Y*
- 12.53%
- 5Y*
- 7.14%
- 10Y*
- 9.92%
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RWJ vs. DFSCX - Expense Ratio Comparison
RWJ has a 0.39% expense ratio, which is lower than DFSCX's 0.41% expense ratio.
Return for Risk
RWJ vs. DFSCX — Risk / Return Rank
RWJ
DFSCX
RWJ vs. DFSCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap 600 Revenue ETF (RWJ) 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.
| RWJ | DFSCX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.01 | 1.02 | -0.01 |
Sortino ratioReturn per unit of downside risk | 1.57 | 1.57 | -0.01 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.21 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.59 | 1.40 | +0.18 |
Martin ratioReturn relative to average drawdown | 5.69 | 5.67 | +0.02 |
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
| RWJ | DFSCX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.01 | 1.02 | -0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | 0.34 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.44 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.59 | -0.15 |
Correlation
The correlation between RWJ and DFSCX is 0.92, 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
RWJ vs. DFSCX - Dividend Comparison
RWJ's dividend yield for the trailing twelve months is around 1.13%, more than DFSCX's 0.94% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RWJ Invesco S&P SmallCap 600 Revenue ETF | 1.13% | 1.11% | 1.15% | 1.34% | 1.02% | 0.61% | 0.89% | 1.22% | 1.44% | 1.11% | 0.60% | 0.74% |
DFSCX DFA U.S. Micro Cap Portfolio | 0.94% | 1.03% | 0.97% | 2.48% | 5.16% | 10.77% | 0.87% | 2.80% | 5.50% | 5.05% | 0.90% | 6.33% |
Drawdowns
RWJ vs. DFSCX - Drawdown Comparison
The maximum RWJ drawdown since its inception was -55.97%, smaller than the maximum DFSCX drawdown of -63.07%. Use the drawdown chart below to compare losses from any high point for RWJ and DFSCX.
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Drawdown Indicators
| RWJ | DFSCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.97% | -63.07% | +7.10% |
Max Drawdown (1Y)Largest decline over 1 year | -16.11% | -13.51% | -2.60% |
Max Drawdown (5Y)Largest decline over 5 years | -29.29% | -27.01% | -2.28% |
Max Drawdown (10Y)Largest decline over 10 years | -51.33% | -46.88% | -4.45% |
Current DrawdownCurrent decline from peak | -7.49% | -7.45% | -0.04% |
Average DrawdownAverage peak-to-trough decline | -9.31% | -9.95% | +0.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.50% | 3.46% | +1.04% |
Volatility
RWJ vs. DFSCX - Volatility Comparison
Invesco S&P SmallCap 600 Revenue ETF (RWJ) has a higher volatility of 6.15% compared to DFA U.S. Micro Cap Portfolio (DFSCX) at 5.39%. This indicates that RWJ'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
| RWJ | DFSCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.15% | 5.39% | +0.76% |
Volatility (6M)Calculated over the trailing 6-month period | 13.97% | 12.53% | +1.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.39% | 22.14% | +3.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.88% | 21.09% | +2.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.16% | 22.63% | +3.53% |