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VIOO vs. DFSVX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VIOO vs. DFSVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard S&P Small-Cap 600 ETF (VIOO) and DFA U.S. Small Cap Value Portfolio I (DFSVX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with VIOO having a 15.44% return and DFSVX slightly lower at 14.98%. Both investments have delivered pretty close results over the past 10 years, with VIOO having a 10.63% annualized return and DFSVX not far ahead at 11.15%.


VIOO

1D
0.60%
1M
0.16%
YTD
15.44%
6M
15.12%
1Y
30.51%
3Y*
13.80%
5Y*
5.39%
10Y*
10.63%

DFSVX

1D
-1.27%
1M
0.05%
YTD
14.98%
6M
15.29%
1Y
32.71%
3Y*
17.20%
5Y*
9.93%
10Y*
11.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VIOO vs. DFSVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VIOO
Vanguard S&P Small-Cap 600 ETF
15.44%6.04%8.48%16.16%-16.26%26.79%11.47%22.68%-8.65%13.16%
DFSVX
DFA U.S. Small Cap Value Portfolio I
14.98%8.37%9.58%19.02%-3.57%39.97%2.24%18.15%-15.13%6.82%

Correlation

The correlation between VIOO and DFSVX is 0.94, 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

0.94

Correlation (3Y)
Calculated over the trailing 3-year period

0.96

Correlation (5Y)
Calculated over the trailing 5-year period

0.97

Correlation (10Y)
Calculated over the trailing 10-year period

0.96

Correlation (All Time)
Calculated using the full available price history since Sep 10, 2010

0.94

The correlation between VIOO and DFSVX has been stable across timeframes, ranging from 0.94 to 0.97 - a consistent structural relationship.

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Return for Risk

VIOO vs. DFSVX — Risk / Return Rank

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

VIOO
VIOO Risk / Return Rank: 6363
Overall Rank
VIOO Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
VIOO Sortino Ratio Rank: 6060
Sortino Ratio Rank
VIOO Omega Ratio Rank: 5353
Omega Ratio Rank
VIOO Calmar Ratio Rank: 7676
Calmar Ratio Rank
VIOO Martin Ratio Rank: 6969
Martin Ratio Rank

DFSVX
DFSVX Risk / Return Rank: 5858
Overall Rank
DFSVX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
DFSVX Sortino Ratio Rank: 5151
Sortino Ratio Rank
DFSVX Omega Ratio Rank: 4545
Omega Ratio Rank
DFSVX Calmar Ratio Rank: 8282
Calmar Ratio Rank
DFSVX Martin Ratio Rank: 6161
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.

VIOO vs. DFSVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P Small-Cap 600 ETF (VIOO) 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.


VIOODFSVXDifference
Sharpe ratioReturn per unit of total volatility

-0.25

Sortino ratioReturn per unit of downside risk

-0.36

Omega ratioGain probability vs. loss probability

1.30

1.35

-0.05

Calmar ratioReturn relative to maximum drawdown

3.49

3.64

-0.15

Martin ratioReturn relative to average drawdown

11.68

11.63

+0.05

VIOO vs. DFSVX - Sharpe Ratio Comparison

The current VIOO Sharpe Ratio is 1.74, which is comparable to the DFSVX Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of VIOO and DFSVX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VIOODFSVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.74

1.99

-0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.46

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.47

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.52

+0.05

Drawdowns

VIOO vs. DFSVX - Drawdown Comparison

The maximum VIOO drawdown since its inception was -44.15%, smaller than the maximum DFSVX drawdown of -66.70%. Use the drawdown chart below to compare losses from any high point for VIOO and DFSVX.


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Drawdown Indicators


VIOODFSVXDifference

Max Drawdown

Largest peak-to-trough decline

-44.15%

-66.70%

+22.55%

Max Drawdown (1Y)

Largest decline over 1 year

-8.77%

-9.59%

+0.82%

Max Drawdown (3Y)

Largest decline over 3 years

-27.93%

-27.69%

-0.24%

Max Drawdown (5Y)

Largest decline over 5 years

-27.93%

-27.69%

-0.24%

Max Drawdown (10Y)

Largest decline over 10 years

-44.15%

-52.12%

+7.97%

Current Drawdown

Current decline from peak

-1.13%

-1.27%

+0.14%

Average Drawdown

Average peak-to-trough decline

-7.33%

-9.47%

+2.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.62%

2.99%

-0.37%

Volatility

VIOO vs. DFSVX - Volatility Comparison

Vanguard S&P Small-Cap 600 ETF (VIOO) has a higher volatility of 4.63% compared to DFA U.S. Small Cap Value Portfolio I (DFSVX) at 4.28%. This indicates that VIOO'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


VIOODFSVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.63%

4.28%

+0.35%

Volatility (6M)

Calculated over the trailing 6-month period

11.84%

11.39%

+0.45%

Volatility (1Y)

Calculated over the trailing 1-year period

17.66%

17.53%

+0.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.41%

21.49%

-0.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.00%

23.89%

-0.89%

VIOO vs. DFSVX - Expense Ratio Comparison

VIOO has a 0.07% expense ratio, which is lower than DFSVX's 0.30% expense ratio.


Dividends

VIOO vs. DFSVX - Dividend Comparison

VIOO's dividend yield for the trailing twelve months is around 1.18%, less than DFSVX's 1.51% yield.


PositionTTM20252024202320222021202020192018201720162015
DFSVX
DFA U.S. Small Cap Value Portfolio I
1.51%1.69%1.47%3.67%6.77%10.40%1.96%2.83%7.54%5.18%4.18%5.29%
VIOO
Vanguard S&P Small-Cap 600 ETF
1.18%1.36%1.48%1.47%1.51%1.16%1.09%1.37%1.32%1.11%1.06%1.26%

Frequently Asked Questions


With a correlation of 0.94, VIOO and DFSVX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

VIOO has higher volatility (4.63%) compared to DFSVX (4.28%). In terms of maximum drawdown, VIOO dropped -44.15% vs DFSVX's -66.70%.

DFSVX currently has the higher Sharpe Ratio (1.99 vs 1.74), 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.

Portfolio Optimizer

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