WSMDX vs. DFFVX

In the year-to-date period, WSMDX achieves a 0.04% return, which is significantly higher than DFFVX's -0.38% return. Over the past 10 years, WSMDX has underperformed DFFVX with an annualized return of 3.97%, while DFFVX has yielded a comparatively higher 9.43% annualized return.

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WSMDX has a 1.10% expense ratio, which is higher than DFFVX's 0.29% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for William Blair Small-Mid Cap Growth Fund (WSMDX) 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.

The current WSMDX Sharpe Ratio is 0.02, which is lower than the DFFVX Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of WSMDX and DFFVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

WSMDX has not paid dividends to shareholders, while DFFVX's dividend yield for the trailing twelve months is around 1.06%.

The maximum WSMDX drawdown since its inception was -57.39%, smaller than the maximum DFFVX drawdown of -64.21%. Use the drawdown chart below to compare losses from any high point for WSMDX and DFFVX. For additional features, visit the drawdowns tool.

William Blair Small-Mid Cap Growth Fund (WSMDX) has a higher volatility of 12.49% compared to DFA U.S. Targeted Value Portfolio (DFFVX) at 4.83%. This indicates that WSMDX's price experiences larger fluctuations and is considered to be riskier than DFFVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.