VBK vs. DFSTX
VBK (Vanguard Small-Cap Growth ETF) and DFSTX (DFA U.S. Small Cap Portfolio) are both funds - VBK is a Small Cap Growth Equities fund tracking the CRSP US Small Cap Growth Index, while DFSTX is a Small Cap Blend Equities fund managed by Dimensional. Over the past 10 years, VBK returned 12.03%/yr vs 11.52%/yr for DFSTX. Their correlation of 0.92 suggests significant overlap in exposure. VBK charges 0.05%/yr vs 0.27%/yr for DFSTX.
Performance
VBK vs. DFSTX - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with VBK having a 16.76% return and DFSTX slightly higher at 16.97%. Both investments have delivered pretty close results over the past 10 years, with VBK having a 12.03% annualized return and DFSTX not far behind at 11.52%.
VBK
- 1D
- -1.56%
- 1M
- 1.50%
- YTD
- 16.76%
- 6M
- 13.90%
- 1Y
- 30.40%
- 3Y*
- 17.58%
- 5Y*
- 4.59%
- 10Y*
- 12.03%
DFSTX
- 1D
- 0.13%
- 1M
- 4.08%
- YTD
- 16.97%
- 6M
- 14.60%
- 1Y
- 30.59%
- 3Y*
- 16.99%
- 5Y*
- 8.88%
- 10Y*
- 11.52%
VBK vs. DFSTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VBK Vanguard Small-Cap Growth ETF | 16.76% | 8.50% | 16.50% | 21.45% | -28.44% | 5.66% | 35.44% | 32.75% | -5.70% | 21.87% |
DFSTX DFA U.S. Small Cap Portfolio | 16.97% | 8.07% | 11.50% | 17.66% | -13.50% | 30.50% | 11.19% | 21.78% | -13.20% | 11.19% |
Correlation
The correlation between VBK and DFSTX is 0.87, 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 | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Jan 30, 2004 | 0.92 |
The correlation between VBK and DFSTX has been stable across timeframes, ranging from 0.87 to 0.92 - a consistent structural relationship.
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Return for Risk
VBK vs. DFSTX — Risk / Return Rank
VBK
DFSTX
VBK vs. DFSTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Small-Cap Growth ETF (VBK) and DFA U.S. Small Cap Portfolio (DFSTX). 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.
| VBK | DFSTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.39 | ||
| Sortino ratioReturn per unit of downside risk | -0.66 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.33 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.67 | 3.53 | -0.86 |
| Martin ratioReturn relative to average drawdown | 9.99 | 12.00 | -2.01 |
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Drawdowns
VBK vs. DFSTX - Drawdown Comparison
The maximum VBK drawdown since its inception was -58.68%, roughly equal to the maximum DFSTX drawdown of -60.99%. Use the drawdown chart below to compare losses from any high point for VBK and DFSTX.
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Drawdown Indicators
| VBK | DFSTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.68% | -60.99% | +2.31% |
Max Drawdown (1Y)Largest decline over 1 year | -11.44% | -9.16% | -2.28% |
Max Drawdown (3Y)Largest decline over 3 years | -27.54% | -25.91% | -1.63% |
Max Drawdown (5Y)Largest decline over 5 years | -38.39% | -25.91% | -12.48% |
Max Drawdown (10Y)Largest decline over 10 years | -38.70% | -44.78% | +6.08% |
Current DrawdownCurrent decline from peak | -1.61% | -0.02% | -1.59% |
Average DrawdownAverage peak-to-trough decline | -10.13% | -8.75% | -1.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.05% | 2.68% | +0.37% |
Volatility
VBK vs. DFSTX - Volatility Comparison
Vanguard Small-Cap Growth ETF (VBK) has a higher volatility of 7.13% compared to DFA U.S. Small Cap Portfolio (DFSTX) at 4.62%. This indicates that VBK's price experiences larger fluctuations and is considered to be riskier than DFSTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VBK | DFSTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.13% | 4.62% | +2.51% |
Volatility (6M)Calculated over the trailing 6-month period | 15.65% | 11.92% | +3.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.10% | 17.00% | +3.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.63% | 20.56% | +3.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.91% | 22.10% | +0.81% |
VBK vs. DFSTX - Expense Ratio Comparison
VBK has a 0.05% expense ratio, which is lower than DFSTX's 0.27% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
VBK vs. DFSTX - Dividend Comparison
VBK's dividend yield for the trailing twelve months is around 0.45%, less than DFSTX's 0.93% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFSTX DFA U.S. Small Cap Portfolio | 0.93% | 1.08% | 1.05% | 2.45% | 5.18% | 6.39% | 1.08% | 3.30% | 5.16% | 4.56% | 3.10% | 5.90% |
VBK Vanguard Small-Cap Growth ETF | 0.45% | 0.54% | 0.54% | 0.68% | 0.55% | 0.36% | 0.44% | 0.57% | 0.79% | 0.82% | 1.08% | 0.98% |
Frequently Asked Questions
VBK and DFSTX have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VBK has higher volatility (7.13%) compared to DFSTX (4.62%). In terms of maximum drawdown, VBK dropped -58.68% vs DFSTX's -60.99%.
DFSTX currently has the higher Sharpe Ratio (1.91 vs 1.52), 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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