PortfoliosLab logoPortfoliosLab logo
TASCX vs. DFSVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TASCX vs. DFSVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Third Avenue Small Cap Value Fund (TASCX) and DFA U.S. Small Cap Value Portfolio I (DFSVX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

TASCX vs. DFSVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TASCX
Third Avenue Small Cap Value Fund
6.59%14.79%3.04%22.49%-1.87%25.92%-2.96%22.92%-12.55%8.89%
DFSVX
DFA U.S. Small Cap Value Portfolio I
4.70%8.37%9.58%19.02%-3.57%39.97%2.24%18.15%-15.13%6.82%

Returns By Period

In the year-to-date period, TASCX achieves a 6.59% return, which is significantly higher than DFSVX's 4.70% return. Both investments have delivered pretty close results over the past 10 years, with TASCX having a 10.22% annualized return and DFSVX not far ahead at 10.61%.


TASCX

1D
0.00%
1M
-3.17%
YTD
6.59%
6M
11.59%
1Y
27.41%
3Y*
14.03%
5Y*
10.00%
10Y*
10.22%

DFSVX

1D
-0.56%
1M
-5.28%
YTD
4.70%
6M
8.23%
1Y
23.60%
3Y*
13.98%
5Y*
9.57%
10Y*
10.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TASCX vs. DFSVX - Expense Ratio Comparison

TASCX has a 1.15% expense ratio, which is higher than DFSVX's 0.30% expense ratio.


Return for Risk

TASCX vs. DFSVX — Risk / Return Rank

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

TASCX
TASCX Risk / Return Rank: 8181
Overall Rank
TASCX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
TASCX Sortino Ratio Rank: 8383
Sortino Ratio Rank
TASCX Omega Ratio Rank: 7474
Omega Ratio Rank
TASCX Calmar Ratio Rank: 8484
Calmar Ratio Rank
TASCX Martin Ratio Rank: 8686
Martin Ratio Rank

DFSVX
DFSVX Risk / Return Rank: 5757
Overall Rank
DFSVX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
DFSVX Sortino Ratio Rank: 6262
Sortino Ratio Rank
DFSVX Omega Ratio Rank: 5757
Omega Ratio Rank
DFSVX Calmar Ratio Rank: 5858
Calmar Ratio Rank
DFSVX Martin Ratio Rank: 5151
Martin Ratio Rank
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.

TASCX vs. DFSVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Third Avenue Small Cap Value Fund (TASCX) 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.


TASCXDFSVXDifference

Sharpe ratio

Return per unit of total volatility

1.47

1.03

+0.44

Sortino ratio

Return per unit of downside risk

2.15

1.55

+0.60

Omega ratio

Gain probability vs. loss probability

1.28

1.22

+0.07

Calmar ratio

Return relative to maximum drawdown

2.09

1.34

+0.75

Martin ratio

Return relative to average drawdown

8.93

4.99

+3.94

TASCX vs. DFSVX - Sharpe Ratio Comparison

The current TASCX Sharpe Ratio is 1.47, which is higher than the DFSVX Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of TASCX and DFSVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


TASCXDFSVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.47

1.03

+0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.44

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.45

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.51

-0.06

Correlation

The correlation between TASCX and DFSVX is 0.90, 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

TASCX vs. DFSVX - Dividend Comparison

TASCX's dividend yield for the trailing twelve months is around 3.54%, more than DFSVX's 1.66% yield.


TTM20252024202320222021202020192018201720162015
TASCX
Third Avenue Small Cap Value Fund
3.54%3.78%11.87%14.38%5.40%8.55%1.50%7.75%12.67%13.61%9.15%14.70%
DFSVX
DFA U.S. Small Cap Value Portfolio I
1.66%1.69%1.47%3.67%6.77%10.40%1.96%2.83%7.54%5.18%4.18%5.29%

Drawdowns

TASCX vs. DFSVX - Drawdown Comparison

The maximum TASCX drawdown since its inception was -58.55%, smaller than the maximum DFSVX drawdown of -66.70%. Use the drawdown chart below to compare losses from any high point for TASCX and DFSVX.


Loading graphics...

Drawdown Indicators


TASCXDFSVXDifference

Max Drawdown

Largest peak-to-trough decline

-58.55%

-66.70%

+8.15%

Max Drawdown (1Y)

Largest decline over 1 year

-12.12%

-15.11%

+2.99%

Max Drawdown (5Y)

Largest decline over 5 years

-30.26%

-27.69%

-2.57%

Max Drawdown (10Y)

Largest decline over 10 years

-40.45%

-52.12%

+11.67%

Current Drawdown

Current decline from peak

-4.60%

-7.77%

+3.17%

Average Drawdown

Average peak-to-trough decline

-8.66%

-9.51%

+0.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.83%

4.14%

-1.31%

Volatility

TASCX vs. DFSVX - Volatility Comparison

The current volatility for Third Avenue Small Cap Value Fund (TASCX) is 3.87%, while DFA U.S. Small Cap Value Portfolio I (DFSVX) has a volatility of 5.00%. This indicates that TASCX experiences smaller price fluctuations and is considered to be less risky than DFSVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


TASCXDFSVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.87%

5.00%

-1.13%

Volatility (6M)

Calculated over the trailing 6-month period

10.66%

12.75%

-2.09%

Volatility (1Y)

Calculated over the trailing 1-year period

18.59%

23.31%

-4.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.47%

21.67%

+3.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.17%

23.92%

+0.25%