PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
VB vs. DFAS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VB and DFAS is 0.98, 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.


-0.50.00.51.01.0

Performance

VB vs. DFAS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Small-Cap ETF (VB) and Dimensional U.S. Small Cap ETF (DFAS). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
6.84%
3.63%
VB
DFAS

Key characteristics

Sharpe Ratio

VB:

1.19

DFAS:

0.89

Sortino Ratio

VB:

1.70

DFAS:

1.37

Omega Ratio

VB:

1.21

DFAS:

1.17

Calmar Ratio

VB:

1.75

DFAS:

1.74

Martin Ratio

VB:

5.69

DFAS:

4.43

Ulcer Index

VB:

3.54%

DFAS:

3.80%

Daily Std Dev

VB:

16.99%

DFAS:

18.84%

Max Drawdown

VB:

-59.57%

DFAS:

-24.77%

Current Drawdown

VB:

-5.67%

DFAS:

-6.12%

Returns By Period

The year-to-date returns for both investments are quite close, with VB having a 2.31% return and DFAS slightly higher at 2.37%.


VB

YTD

2.31%

1M

-2.89%

6M

6.85%

1Y

21.17%

5Y*

9.35%

10Y*

9.59%

DFAS

YTD

2.37%

1M

-2.80%

6M

3.63%

1Y

17.86%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


VB vs. DFAS - Expense Ratio Comparison

VB has a 0.05% expense ratio, which is lower than DFAS's 0.34% expense ratio.


DFAS
Dimensional U.S. Small Cap ETF
Expense ratio chart for DFAS: current value at 0.34% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.34%
Expense ratio chart for VB: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

VB vs. DFAS — Risk-Adjusted Performance Rank

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

VB
The Risk-Adjusted Performance Rank of VB is 5454
Overall Rank
The Sharpe Ratio Rank of VB is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of VB is 5050
Sortino Ratio Rank
The Omega Ratio Rank of VB is 5050
Omega Ratio Rank
The Calmar Ratio Rank of VB is 6262
Calmar Ratio Rank
The Martin Ratio Rank of VB is 5555
Martin Ratio Rank

DFAS
The Risk-Adjusted Performance Rank of DFAS is 4949
Overall Rank
The Sharpe Ratio Rank of DFAS is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of DFAS is 4545
Sortino Ratio Rank
The Omega Ratio Rank of DFAS is 4343
Omega Ratio Rank
The Calmar Ratio Rank of DFAS is 6464
Calmar Ratio Rank
The Martin Ratio Rank of DFAS is 4949
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VB vs. DFAS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Small-Cap ETF (VB) and Dimensional U.S. Small Cap ETF (DFAS). 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.


Sharpe ratio
The chart of Sharpe ratio for VB, currently valued at 1.19, compared to the broader market0.002.004.001.190.89
The chart of Sortino ratio for VB, currently valued at 1.70, compared to the broader market-2.000.002.004.006.008.0010.0012.001.701.37
The chart of Omega ratio for VB, currently valued at 1.21, compared to the broader market0.501.001.502.002.503.001.211.17
The chart of Calmar ratio for VB, currently valued at 1.75, compared to the broader market0.005.0010.0015.001.751.74
The chart of Martin ratio for VB, currently valued at 5.69, compared to the broader market0.0020.0040.0060.0080.00100.005.694.43
VB
DFAS

The current VB Sharpe Ratio is 1.19, which is higher than the DFAS Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of VB and DFAS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
1.19
0.89
VB
DFAS

Dividends

VB vs. DFAS - Dividend Comparison

VB's dividend yield for the trailing twelve months is around 1.27%, more than DFAS's 0.91% yield.


TTM20242023202220212020201920182017201620152014
VB
Vanguard Small-Cap ETF
1.27%1.30%1.55%1.59%1.24%1.14%1.39%1.67%1.35%1.50%1.48%1.43%
DFAS
Dimensional U.S. Small Cap ETF
0.91%0.93%1.00%1.03%3.24%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VB vs. DFAS - Drawdown Comparison

The maximum VB drawdown since its inception was -59.57%, which is greater than DFAS's maximum drawdown of -24.77%. Use the drawdown chart below to compare losses from any high point for VB and DFAS. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-5.67%
-6.12%
VB
DFAS

Volatility

VB vs. DFAS - Volatility Comparison

Vanguard Small-Cap ETF (VB) and Dimensional U.S. Small Cap ETF (DFAS) have volatilities of 5.80% and 5.73%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%AugustSeptemberOctoberNovemberDecember2025
5.80%
5.73%
VB
DFAS
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab