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 Fund Advisors LP. It was launched on Mar 2, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TIMVX or DFSVX.
Key characteristics
| TIMVX | DFSVX | |
|---|---|---|
| YTD Return | 21.45% | 16.52% |
| 1Y Return | 37.85% | 38.12% |
| 3Y Return (Ann) | 7.28% | 9.20% |
| 5Y Return (Ann) | 9.90% | 14.62% |
| 10Y Return (Ann) | 7.75% | 9.48% |
| Sharpe Ratio | 2.60 | 1.79 |
| Sortino Ratio | 3.39 | 2.65 |
| Omega Ratio | 1.47 | 1.33 |
| Calmar Ratio | 2.77 | 3.67 |
| Martin Ratio | 17.82 | 10.11 |
| Ulcer Index | 2.08% | 3.63% |
| Daily Std Dev | 14.26% | 20.49% |
| Max Drawdown | -59.15% | -66.70% |
| Current Drawdown | 0.00% | -0.96% |
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.
Performance
TIMVX vs. DFSVX - Performance Comparison
In the year-to-date period, TIMVX achieves a 21.45% return, which is significantly higher than DFSVX's 16.52% return. Over the past 10 years, TIMVX has underperformed DFSVX with an annualized return of 7.75%, while DFSVX has yielded a comparatively higher 9.48% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Risk-Adjusted Performance
TIMVX vs. DFSVX - Risk-Adjusted Performance 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.
Dividends
TIMVX vs. DFSVX - Dividend Comparison
TIMVX's dividend yield for the trailing twelve months is around 1.34%, less than DFSVX's 3.22% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TIMVX TIAA-CREF Mid-Cap Value Fund | 1.34% | 1.63% | 2.40% | 1.18% | 1.77% | 2.47% | 2.37% | 1.70% | 1.77% | 1.63% | 1.44% | 1.29% |
DFSVX DFA U.S. Small Cap Value Portfolio I | 3.22% | 3.67% | 6.77% | 10.40% | 1.96% | 2.83% | 7.54% | 5.62% | 4.53% | 5.83% | 4.53% | 5.09% |
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. For additional features, visit the drawdowns tool.
Volatility
TIMVX vs. DFSVX - Volatility Comparison
The current volatility for TIAA-CREF Mid-Cap Value Fund (TIMVX) is 4.68%, while DFA U.S. Small Cap Value Portfolio I (DFSVX) has a volatility of 8.15%. This indicates that TIMVX 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.