SSLCX vs. DFSCX
SSLCX (DWS Small Cap Core Fund) and DFSCX (DFA U.S. Micro Cap Portfolio) are both Small Cap Blend Equities funds. Over the past 10 years, SSLCX returned 11.36%/yr vs 11.87%/yr for DFSCX. With a 0.95 correlation, they move nearly in lockstep. SSLCX charges 0.95%/yr vs 0.41%/yr for DFSCX.
Performance
SSLCX vs. DFSCX - Performance Comparison
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Returns By Period
In the year-to-date period, SSLCX achieves a 13.07% return, which is significantly lower than DFSCX's 20.66% return. Both investments have delivered pretty close results over the past 10 years, with SSLCX having a 11.36% annualized return and DFSCX not far ahead at 11.87%.
SSLCX
- 1D
- -0.40%
- 1M
- 2.42%
- YTD
- 13.07%
- 6M
- 11.53%
- 1Y
- 16.31%
- 3Y*
- 13.63%
- 5Y*
- 6.36%
- 10Y*
- 11.36%
DFSCX
- 1D
- 0.16%
- 1M
- 4.93%
- YTD
- 20.66%
- 6M
- 18.44%
- 1Y
- 38.20%
- 3Y*
- 19.05%
- 5Y*
- 9.96%
- 10Y*
- 11.87%
SSLCX vs. DFSCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SSLCX DWS Small Cap Core Fund | 13.07% | 4.99% | 9.85% | 13.09% | -13.53% | 41.16% | 14.65% | 21.72% | -14.28% | 11.63% |
DFSCX DFA U.S. Micro Cap Portfolio | 20.66% | 9.65% | 11.43% | 17.93% | -12.49% | 33.70% | 6.61% | 20.68% | -11.60% | 10.92% |
Correlation
The correlation between SSLCX and DFSCX 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 (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2001 | 0.95 |
The correlation between SSLCX and DFSCX has been stable across timeframes, ranging from 0.90 to 0.95 - a consistent structural relationship.
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Return for Risk
SSLCX vs. DFSCX — Risk / Return Rank
SSLCX
DFSCX
SSLCX vs. DFSCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DWS Small Cap Core Fund (SSLCX) 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.
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.
| SSLCX | DFSCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.07 | ||
| Sortino ratioReturn per unit of downside risk | -1.54 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.39 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 2.05 | 4.95 | -2.91 |
| Martin ratioReturn relative to average drawdown | 6.42 | 16.06 | -9.64 |
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Drawdowns
SSLCX vs. DFSCX - Drawdown Comparison
The maximum SSLCX drawdown since its inception was -63.14%, roughly equal to the maximum DFSCX drawdown of -63.07%. Use the drawdown chart below to compare losses from any high point for SSLCX and DFSCX.
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Drawdown Indicators
| SSLCX | DFSCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.14% | -63.07% | -0.07% |
Max Drawdown (1Y)Largest decline over 1 year | -8.78% | -8.17% | -0.61% |
Max Drawdown (3Y)Largest decline over 3 years | -17.34% | -27.01% | +9.67% |
Max Drawdown (5Y)Largest decline over 5 years | -22.57% | -27.01% | +4.44% |
Max Drawdown (10Y)Largest decline over 10 years | -48.07% | -46.88% | -1.19% |
Current DrawdownCurrent decline from peak | -0.94% | 0.00% | -0.94% |
Average DrawdownAverage peak-to-trough decline | -11.29% | -9.89% | -1.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.79% | 2.51% | +0.28% |
Volatility
SSLCX vs. DFSCX - Volatility Comparison
DWS Small Cap Core Fund (SSLCX) has a higher volatility of 5.25% compared to DFA U.S. Micro Cap Portfolio (DFSCX) at 4.54%. This indicates that SSLCX'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
| SSLCX | DFSCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.25% | 4.54% | +0.71% |
Volatility (6M)Calculated over the trailing 6-month period | 10.78% | 11.91% | -1.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.87% | 17.75% | -2.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.35% | 21.00% | -3.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.07% | 22.66% | -1.59% |
SSLCX vs. DFSCX - Expense Ratio Comparison
SSLCX has a 0.95% expense ratio, which is higher than DFSCX's 0.41% expense ratio.
Dividends
SSLCX vs. DFSCX - Dividend Comparison
SSLCX's dividend yield for the trailing twelve months is around 1.07%, more than DFSCX's 0.79% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFSCX DFA U.S. Micro Cap Portfolio | 0.79% | 1.03% | 0.97% | 2.48% | 5.16% | 10.77% | 0.87% | 2.80% | 5.50% | 5.05% | 0.90% | 6.33% |
SSLCX DWS Small Cap Core Fund | 1.07% | 1.21% | 1.52% | 0.68% | 1.07% | 1.67% | 0.35% | 0.16% | 5.99% | 5.78% | 0.60% | 8.42% |
Frequently Asked Questions
With a correlation of 0.90, SSLCX 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.
SSLCX has higher volatility (5.25%) compared to DFSCX (4.54%). In terms of maximum drawdown, SSLCX dropped -63.14% vs DFSCX's -63.07%.
DFSCX currently has the higher Sharpe Ratio (2.28 vs 1.21), 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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