TIMVX vs. DFSVX
Compare and contrast key facts about TIAA-CREF Mid-Cap Value Fund (TIMVX) and DFA U.S. Small Cap Value Portfolio I (DFSVX).
TIMVX is managed by TIAA Investments. It was launched on Oct 1, 2002. DFSVX is managed by Dimensional. It was launched on Mar 2, 1993.
Performance
TIMVX vs. DFSVX - Performance Comparison
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TIMVX vs. DFSVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TIMVX TIAA-CREF Mid-Cap Value Fund | 5.33% | 10.11% | 14.48% | 11.40% | -10.44% | 32.27% | -4.21% | 27.33% | -14.43% | 9.30% |
DFSVX DFA U.S. Small Cap Value Portfolio I | 6.83% | 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, TIMVX achieves a 5.33% return, which is significantly lower than DFSVX's 6.83% return. Over the past 10 years, TIMVX has underperformed DFSVX with an annualized return of 8.62%, while DFSVX has yielded a comparatively higher 10.84% annualized return.
TIMVX
- 1D
- 2.60%
- 1M
- -3.81%
- YTD
- 5.33%
- 6M
- 6.96%
- 1Y
- 19.78%
- 3Y*
- 14.29%
- 5Y*
- 8.76%
- 10Y*
- 8.62%
DFSVX
- 1D
- 2.04%
- 1M
- -3.75%
- YTD
- 6.83%
- 6M
- 9.84%
- 1Y
- 25.75%
- 3Y*
- 14.75%
- 5Y*
- 9.70%
- 10Y*
- 10.84%
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TIMVX vs. DFSVX - Expense Ratio Comparison
TIMVX has a 0.45% expense ratio, which is higher than DFSVX's 0.30% expense ratio.
Return for Risk
TIMVX vs. DFSVX — Risk / Return Rank
TIMVX
DFSVX
TIMVX vs. DFSVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Mid-Cap Value Fund (TIMVX) 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.
| TIMVX | DFSVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | 1.13 | -0.04 |
Sortino ratioReturn per unit of downside risk | 1.58 | 1.67 | -0.09 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.23 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.38 | 1.56 | -0.18 |
Martin ratioReturn relative to average drawdown | 6.47 | 5.75 | +0.72 |
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
| TIMVX | DFSVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 1.13 | -0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.45 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | 0.45 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.51 | -0.03 |
Correlation
The correlation between TIMVX and DFSVX 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
TIMVX vs. DFSVX - Dividend Comparison
TIMVX's dividend yield for the trailing twelve months is around 7.82%, more than DFSVX's 1.63% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TIMVX TIAA-CREF Mid-Cap Value Fund | 7.82% | 8.23% | 7.09% | 1.63% | 15.58% | 14.87% | 1.77% | 20.99% | 18.64% | 7.13% | 4.60% | 10.06% |
DFSVX DFA U.S. Small Cap Value Portfolio I | 1.63% | 1.69% | 1.47% | 3.67% | 6.77% | 10.40% | 1.96% | 2.83% | 7.54% | 5.18% | 4.18% | 5.29% |
Drawdowns
TIMVX vs. DFSVX - Drawdown Comparison
The maximum TIMVX drawdown since its inception was -59.15%, smaller than the maximum DFSVX drawdown of -66.70%. Use the drawdown chart below to compare losses from any high point for TIMVX and DFSVX.
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Drawdown Indicators
| TIMVX | DFSVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.15% | -66.70% | +7.55% |
Max Drawdown (1Y)Largest decline over 1 year | -13.62% | -15.11% | +1.49% |
Max Drawdown (5Y)Largest decline over 5 years | -21.97% | -27.69% | +5.72% |
Max Drawdown (10Y)Largest decline over 10 years | -52.60% | -52.12% | -0.48% |
Current DrawdownCurrent decline from peak | -4.05% | -5.89% | +1.84% |
Average DrawdownAverage peak-to-trough decline | -8.38% | -9.51% | +1.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 4.09% | -1.19% |
Volatility
TIMVX vs. DFSVX - Volatility Comparison
TIAA-CREF Mid-Cap Value Fund (TIMVX) has a higher volatility of 5.91% compared to DFA U.S. Small Cap Value Portfolio I (DFSVX) at 5.46%. This indicates that TIMVX's price experiences larger fluctuations and is considered to be riskier than DFSVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TIMVX | DFSVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.91% | 5.46% | +0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 9.99% | 12.88% | -2.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.73% | 23.35% | -4.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.77% | 21.68% | -3.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.69% | 23.92% | -2.23% |