WSMDX vs. DFFVX
Compare and contrast key facts about William Blair Small-Mid Cap Growth Fund (WSMDX) and DFA U.S. Targeted Value Portfolio (DFFVX).
WSMDX is managed by William Blair. It was launched on Dec 29, 2003. DFFVX is managed by Dimensional Fund Advisors LP. It was launched on Feb 23, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WSMDX or DFFVX.
Key characteristics
| WSMDX | DFFVX | |
|---|---|---|
| YTD Return | 7.78% | 4.89% |
| 1Y Return | 16.78% | 17.76% |
| 3Y Return (Ann) | -0.95% | 8.94% |
| 5Y Return (Ann) | 7.51% | 12.88% |
| 10Y Return (Ann) | 10.66% | 8.59% |
| Sharpe Ratio | 0.84 | 0.92 |
| Daily Std Dev | 21.31% | 19.95% |
| Max Drawdown | -52.67% | -64.21% |
| Current Drawdown | -9.51% | -4.93% |
Correlation
The correlation between WSMDX and DFFVX is 0.86, 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.
Performance
WSMDX vs. DFFVX - Performance Comparison
In the year-to-date period, WSMDX achieves a 7.78% return, which is significantly higher than DFFVX's 4.89% return. Over the past 10 years, WSMDX has outperformed DFFVX with an annualized return of 10.66%, while DFFVX has yielded a comparatively lower 8.59% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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WSMDX vs. DFFVX - Expense Ratio Comparison
WSMDX has a 1.10% expense ratio, which is higher than DFFVX's 0.29% expense ratio.
Risk-Adjusted Performance
WSMDX vs. DFFVX - Risk-Adjusted Performance Comparison
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.
Dividends
WSMDX vs. DFFVX - Dividend Comparison
WSMDX's dividend yield for the trailing twelve months is around 7.32%, more than DFFVX's 2.22% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WSMDX William Blair Small-Mid Cap Growth Fund | 7.32% | 7.89% | 3.34% | 9.30% | 1.66% | 7.13% | 8.88% | 5.33% | 2.64% | 5.31% | 8.50% | 6.59% |
DFFVX DFA U.S. Targeted Value Portfolio | 2.22% | 2.26% | 5.17% | 8.12% | 1.52% | 3.82% | 5.95% | 5.58% | 4.24% | 5.84% | 5.52% | 6.45% |
Drawdowns
WSMDX vs. DFFVX - Drawdown Comparison
The maximum WSMDX drawdown since its inception was -52.67%, 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.
Volatility
WSMDX vs. DFFVX - Volatility Comparison
The current volatility for William Blair Small-Mid Cap Growth Fund (WSMDX) is 5.29%, while DFA U.S. Targeted Value Portfolio (DFFVX) has a volatility of 6.50%. This indicates that WSMDX experiences smaller price fluctuations and is considered to be less risky than DFFVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.