VSCPX vs. DFEVX
Compare and contrast key facts about Vanguard Small-Cap Index Fund Institutional Plus Shares (VSCPX) and DFA Emerging Markets Value Portfolio (DFEVX).
VSCPX is managed by Vanguard. It was launched on Dec 17, 2010. DFEVX is managed by Dimensional. It was launched on Mar 31, 1998.
Performance
VSCPX vs. DFEVX - Performance Comparison
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VSCPX vs. DFEVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
VSCPX
DFEVX
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.
| VSCPX | DFEVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.75 | 1.90 | -1.15 |
Sortino ratioReturn per unit of downside risk | 1.19 | 2.42 | -1.23 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.37 | -0.20 |
Calmar ratioReturn relative to maximum drawdown | 0.97 | 2.20 | -1.23 |
Martin ratioReturn relative to average drawdown | 4.21 | 8.41 | -4.20 |
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
| VSCPX | DFEVX | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| VSCPX | DFEVX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -8.97% | -11.35% | +2.38% |
Average DrawdownAverage peak-to-trough decline | -6.55% | -16.58% | +10.03% |
Ulcer IndexDepth 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
| VSCPX | DFEVX | Difference | |
|---|---|---|---|
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% |