VRTVX vs. DFSVX
Compare and contrast key facts about Vanguard Russell 2000 Value Index Fund Institutional Shares (VRTVX) and DFA U.S. Small Cap Value Portfolio I (DFSVX).
VRTVX is managed by Vanguard. It was launched on Jul 13, 2012. DFSVX is managed by Dimensional. It was launched on Mar 2, 1993.
Performance
VRTVX vs. DFSVX - Performance Comparison
Loading graphics...
VRTVX vs. DFSVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VRTVX Vanguard Russell 2000 Value Index Fund Institutional Shares | 2.26% | 12.21% | 8.07% | 14.71% | -14.52% | 28.06% | 4.81% | 22.40% | -12.83% | 7.91% |
DFSVX DFA U.S. Small Cap Value Portfolio I | 6.83% | 8.37% | 9.58% | 19.02% | -3.57% | 39.97% | 2.24% | 18.15% | -15.13% | 6.82% |
Returns By Period
In the year-to-date period, VRTVX achieves a 2.26% return, which is significantly lower than DFSVX's 6.83% return. Over the past 10 years, VRTVX has underperformed DFSVX with an annualized return of 9.30%, while DFSVX has yielded a comparatively higher 10.84% annualized return.
VRTVX
- 1D
- -0.89%
- 1M
- -6.11%
- YTD
- 2.26%
- 6M
- 5.59%
- 1Y
- 24.85%
- 3Y*
- 12.69%
- 5Y*
- 5.14%
- 10Y*
- 9.30%
DFSVX
- 1D
- 2.04%
- 1M
- -3.75%
- YTD
- 6.83%
- 6M
- 9.84%
- 1Y
- 25.75%
- 3Y*
- 14.75%
- 5Y*
- 9.70%
- 10Y*
- 10.84%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
VRTVX vs. DFSVX - Expense Ratio Comparison
VRTVX has a 0.08% expense ratio, which is lower than DFSVX's 0.30% expense ratio.
Return for Risk
VRTVX vs. DFSVX — Risk / Return Rank
VRTVX
DFSVX
VRTVX vs. DFSVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 2000 Value Index Fund Institutional Shares (VRTVX) 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.
| VRTVX | DFSVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.13 | 1.13 | 0.00 |
Sortino ratioReturn per unit of downside risk | 1.66 | 1.67 | -0.01 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.23 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.60 | 1.56 | +0.05 |
Martin ratioReturn relative to average drawdown | 6.39 | 5.75 | +0.64 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| VRTVX | DFSVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.13 | 1.13 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 0.45 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.39 | 0.45 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.51 | -0.08 |
Correlation
The correlation between VRTVX and DFSVX 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.
Dividends
VRTVX vs. DFSVX - Dividend Comparison
VRTVX's dividend yield for the trailing twelve months is around 1.84%, more than DFSVX's 1.63% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VRTVX Vanguard Russell 2000 Value Index Fund Institutional Shares | 1.84% | 1.49% | 1.84% | 2.08% | 2.15% | 1.56% | 1.54% | 1.87% | 2.17% | 1.74% | 1.52% | 2.16% |
DFSVX DFA U.S. Small Cap Value Portfolio I | 1.63% | 1.69% | 1.47% | 3.67% | 6.77% | 10.40% | 1.96% | 2.83% | 7.54% | 5.18% | 4.18% | 5.29% |
Drawdowns
VRTVX vs. DFSVX - Drawdown Comparison
The maximum VRTVX drawdown since its inception was -45.98%, smaller than the maximum DFSVX drawdown of -66.70%. Use the drawdown chart below to compare losses from any high point for VRTVX and DFSVX.
Loading graphics...
Drawdown Indicators
| VRTVX | DFSVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.98% | -66.70% | +20.72% |
Max Drawdown (1Y)Largest decline over 1 year | -13.82% | -15.11% | +1.29% |
Max Drawdown (5Y)Largest decline over 5 years | -26.85% | -27.69% | +0.84% |
Max Drawdown (10Y)Largest decline over 10 years | -45.98% | -52.12% | +6.14% |
Current DrawdownCurrent decline from peak | -7.79% | -5.89% | -1.90% |
Average DrawdownAverage peak-to-trough decline | -7.85% | -9.51% | +1.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.46% | 4.09% | -0.63% |
Volatility
VRTVX vs. DFSVX - Volatility Comparison
Vanguard Russell 2000 Value Index Fund Institutional Shares (VRTVX) has a higher volatility of 5.74% compared to DFA U.S. Small Cap Value Portfolio I (DFSVX) at 5.46%. This indicates that VRTVX'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.
Loading graphics...
Volatility by Period
| VRTVX | DFSVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.74% | 5.46% | +0.28% |
Volatility (6M)Calculated over the trailing 6-month period | 12.88% | 12.88% | 0.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.95% | 23.35% | -1.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.76% | 21.68% | +0.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.68% | 23.92% | -0.24% |