VISVX vs. DFFVX
Compare and contrast key facts about Vanguard Small Cap Value Index Fund (VISVX) and DFA U.S. Targeted Value Portfolio (DFFVX).
VISVX is a passively managed fund by Vanguard that tracks the performance of the CRSP US Small Cap Value Index. It was launched on May 21, 1998. DFFVX is managed by Dimensional. It was launched on Feb 23, 2000.
Performance
VISVX vs. DFFVX - Performance Comparison
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VISVX vs. DFFVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VISVX Vanguard Small Cap Value Index Fund | 3.09% | 8.27% | 11.21% | 16.92% | -9.43% | 27.97% | 5.68% | 22.61% | -12.35% | 11.67% |
DFFVX DFA U.S. Targeted Value Portfolio | 5.44% | 9.53% | 9.34% | 19.37% | -4.66% | 31.53% | 3.78% | 21.51% | -15.79% | 9.20% |
Returns By Period
In the year-to-date period, VISVX achieves a 3.09% return, which is significantly lower than DFFVX's 5.44% return. Over the past 10 years, VISVX has underperformed DFFVX with an annualized return of 9.85%, while DFFVX has yielded a comparatively higher 10.46% annualized return.
VISVX
- 1D
- 2.30%
- 1M
- -5.21%
- YTD
- 3.09%
- 6M
- 4.77%
- 1Y
- 18.42%
- 3Y*
- 13.00%
- 5Y*
- 7.29%
- 10Y*
- 9.85%
DFFVX
- 1D
- 2.10%
- 1M
- -4.22%
- YTD
- 5.44%
- 6M
- 8.08%
- 1Y
- 23.93%
- 3Y*
- 14.30%
- 5Y*
- 8.31%
- 10Y*
- 10.46%
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VISVX vs. DFFVX - Expense Ratio Comparison
VISVX has a 0.19% expense ratio, which is lower than DFFVX's 0.29% expense ratio.
Return for Risk
VISVX vs. DFFVX — Risk / Return Rank
VISVX
DFFVX
VISVX vs. DFFVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Small Cap Value Index Fund (VISVX) and DFA U.S. Targeted Value Portfolio (DFFVX). 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.
| VISVX | DFFVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.91 | 1.08 | -0.16 |
Sortino ratioReturn per unit of downside risk | 1.41 | 1.62 | -0.22 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.22 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.36 | 1.66 | -0.30 |
Martin ratioReturn relative to average drawdown | 5.58 | 6.14 | -0.56 |
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
| VISVX | DFFVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 1.08 | -0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.37 | 0.38 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.44 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.46 | -0.07 |
Correlation
The correlation between VISVX and DFFVX is 0.97, 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
VISVX vs. DFFVX - Dividend Comparison
VISVX's dividend yield for the trailing twelve months is around 1.78%, more than DFFVX's 1.63% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VISVX Vanguard Small Cap Value Index Fund | 1.78% | 1.28% | 1.86% | 1.98% | 1.90% | 1.63% | 1.58% | 1.95% | 2.20% | 1.68% | 1.42% | 1.85% |
DFFVX DFA U.S. Targeted Value Portfolio | 1.63% | 1.69% | 1.40% | 2.26% | 5.17% | 2.74% | 1.52% | 3.82% | 5.95% | 5.16% | 3.95% | 5.84% |
Drawdowns
VISVX vs. DFFVX - Drawdown Comparison
The maximum VISVX drawdown since its inception was -62.15%, roughly equal to the maximum DFFVX drawdown of -64.21%. Use the drawdown chart below to compare losses from any high point for VISVX and DFFVX.
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Drawdown Indicators
| VISVX | DFFVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.15% | -64.21% | +2.06% |
Max Drawdown (1Y)Largest decline over 1 year | -14.15% | -14.71% | +0.56% |
Max Drawdown (5Y)Largest decline over 5 years | -24.60% | -26.09% | +1.49% |
Max Drawdown (10Y)Largest decline over 10 years | -45.39% | -50.75% | +5.36% |
Current DrawdownCurrent decline from peak | -6.15% | -6.13% | -0.02% |
Average DrawdownAverage peak-to-trough decline | -9.07% | -9.76% | +0.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.44% | 3.98% | -0.54% |
Volatility
VISVX vs. DFFVX - Volatility Comparison
Vanguard Small Cap Value Index Fund (VISVX) and DFA U.S. Targeted Value Portfolio (DFFVX) have volatilities of 5.52% and 5.40%, 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.
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Volatility by Period
| VISVX | DFFVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.52% | 5.40% | +0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 11.25% | 12.36% | -1.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.69% | 22.64% | -1.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.85% | 21.71% | -1.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.82% | 23.68% | -1.86% |