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VSCPX vs. DFEVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VSCPX vs. DFEVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Small-Cap Index Fund Institutional Plus Shares (VSCPX) and DFA Emerging Markets Value Portfolio (DFEVX). The values are adjusted to include any dividend payments, if applicable.

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VSCPX vs. DFEVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VSCPX
Vanguard Small-Cap Index Fund Institutional Plus Shares
-1.20%8.86%12.98%19.52%-17.59%17.75%19.09%27.40%-9.31%16.27%
DFEVX
DFA Emerging Markets Value Portfolio
1.99%29.50%6.17%16.50%-10.77%12.42%2.73%9.64%-11.92%33.77%

Returns By Period

In the year-to-date period, VSCPX achieves a -1.20% return, which is significantly lower than DFEVX's 1.99% return. Over the past 10 years, VSCPX has outperformed DFEVX with an annualized return of 10.17%, while DFEVX has yielded a comparatively lower 9.16% annualized return.


VSCPX

1D
-0.97%
1M
-8.08%
YTD
-1.20%
6M
0.60%
1Y
16.10%
3Y*
11.87%
5Y*
5.04%
10Y*
10.17%

DFEVX

1D
-0.68%
1M
-10.79%
YTD
1.99%
6M
7.06%
1Y
28.01%
3Y*
16.34%
5Y*
8.62%
10Y*
9.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VSCPX vs. DFEVX - Expense Ratio Comparison

VSCPX has a 0.03% expense ratio, which is lower than DFEVX's 0.45% expense ratio.


Return for Risk

VSCPX vs. DFEVX — Risk / Return Rank

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

VSCPX
VSCPX Risk / Return Rank: 3737
Overall Rank
VSCPX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
VSCPX Sortino Ratio Rank: 3838
Sortino Ratio Rank
VSCPX Omega Ratio Rank: 3434
Omega Ratio Rank
VSCPX Calmar Ratio Rank: 3636
Calmar Ratio Rank
VSCPX Martin Ratio Rank: 4141
Martin Ratio Rank

DFEVX
DFEVX Risk / Return Rank: 8787
Overall Rank
DFEVX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
DFEVX Sortino Ratio Rank: 8989
Sortino Ratio Rank
DFEVX Omega Ratio Rank: 8787
Omega Ratio Rank
DFEVX Calmar Ratio Rank: 8686
Calmar Ratio Rank
DFEVX Martin Ratio Rank: 8383
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.

VSCPX vs. DFEVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Small-Cap Index Fund Institutional Plus Shares (VSCPX) and DFA Emerging Markets Value Portfolio (DFEVX). 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.


VSCPXDFEVXDifference

Sharpe ratio

Return per unit of total volatility

0.75

1.90

-1.15

Sortino ratio

Return per unit of downside risk

1.19

2.42

-1.23

Omega ratio

Gain probability vs. loss probability

1.16

1.37

-0.20

Calmar ratio

Return relative to maximum drawdown

0.97

2.20

-1.23

Martin ratio

Return relative to average drawdown

4.21

8.41

-4.20

VSCPX vs. DFEVX - Sharpe Ratio Comparison

The current VSCPX Sharpe Ratio is 0.75, which is lower than the DFEVX Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of VSCPX and DFEVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VSCPXDFEVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.75

1.90

-1.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.64

-0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.59

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.48

+0.01

Correlation

The correlation between VSCPX and DFEVX is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

VSCPX vs. DFEVX - Dividend Comparison

VSCPX's dividend yield for the trailing twelve months is around 1.40%, less than DFEVX's 3.68% yield.


TTM20252024202320222021202020192018201720162015
VSCPX
Vanguard Small-Cap Index Fund Institutional Plus Shares
1.40%1.35%1.32%1.56%1.56%1.26%1.16%1.41%1.69%1.37%1.52%1.51%
DFEVX
DFA Emerging Markets Value Portfolio
3.68%3.80%4.68%4.39%4.44%3.82%2.47%2.47%2.49%2.45%1.99%2.55%

Drawdowns

VSCPX vs. DFEVX - Drawdown Comparison

The maximum VSCPX drawdown since its inception was -41.81%, smaller than the maximum DFEVX drawdown of -67.59%. Use the drawdown chart below to compare losses from any high point for VSCPX and DFEVX.


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Drawdown Indicators


VSCPXDFEVXDifference

Max Drawdown

Largest peak-to-trough decline

-41.81%

-67.59%

+25.78%

Max Drawdown (1Y)

Largest decline over 1 year

-14.29%

-11.47%

-2.82%

Max Drawdown (5Y)

Largest decline over 5 years

-28.13%

-23.52%

-4.61%

Max Drawdown (10Y)

Largest decline over 10 years

-41.81%

-47.53%

+5.72%

Current Drawdown

Current decline from peak

-8.97%

-11.35%

+2.38%

Average Drawdown

Average peak-to-trough decline

-6.55%

-16.58%

+10.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.29%

3.00%

+0.29%

Volatility

VSCPX vs. DFEVX - Volatility Comparison

The current volatility for Vanguard Small-Cap Index Fund Institutional Plus Shares (VSCPX) is 5.90%, while DFA Emerging Markets Value Portfolio (DFEVX) has a volatility of 6.37%. This indicates that VSCPX experiences smaller price fluctuations and is considered to be less risky than DFEVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VSCPXDFEVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.90%

6.37%

-0.47%

Volatility (6M)

Calculated over the trailing 6-month period

12.22%

10.20%

+2.02%

Volatility (1Y)

Calculated over the trailing 1-year period

21.62%

14.46%

+7.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.70%

13.65%

+7.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.53%

15.47%

+6.06%