WSMDX vs. DFFVX
WSMDX (William Blair Small-Mid Cap Growth Fund) and DFFVX (DFA U.S. Targeted Value Portfolio Institutional Class) are both mutual funds - WSMDX is a Mid Cap Growth Equities fund managed by William Blair, while DFFVX is a Small Cap Value Equities fund actively managed by Dimensional. Over the past 10 years, WSMDX returned 11.88%/yr vs 11.29%/yr for DFFVX. Their correlation of 0.86 means they have usually moved in the same direction. WSMDX charges 1.10%/yr vs 0.29%/yr for DFFVX.
Performance
WSMDX vs. DFFVX - Performance Comparison
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Returns By Period
In the year-to-date period, WSMDX achieves a 9.62% return, which is significantly lower than DFFVX's 20.09% return. Both investments have delivered pretty close results over the past 10 years, with WSMDX having a 11.88% annualized return and DFFVX not far behind at 11.29%.
WSMDX
- 1D
- 1.04%
- 1M
- -3.22%
- 6M
- 6.86%
- YTD
- 9.62%
- 1Y
- 18.60%
- 3Y*
- 13.26%
- 5Y*
- 5.04%
- 10Y*
- 11.88%
- ALL TIME*
- 11.39%
DFFVX
- 1D
- -0.14%
- 1M
- 1.73%
- 6M
- 12.71%
- YTD
- 20.09%
- 1Y
- 35.50%
- 3Y*
- 14.93%
- 5Y*
- 10.96%
- 10Y*
- 11.29%
- ALL TIME*
- 11.23%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
WSMDX vs. DFFVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WSMDX William Blair Small-Mid Cap Growth Fund | 9.62% | 0.63% | 27.55% | 18.14% | -22.98% | 8.28% | 32.38% | 30.81% | -2.18% | 28.85% |
DFFVX DFA U.S. Targeted Value Portfolio Institutional Class | 20.09% | 9.53% | 9.34% | 19.37% | -4.66% | 31.53% | 3.78% | 21.51% | -15.79% | 9.20% |
Correlation
The correlation between WSMDX and DFFVX is 0.75, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.75 |
Correlation (3Y) Balances recent behavior with more history. | 0.81 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.82 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.77 |
Correlation (All Time) Calculated using the full available price history since Dec 30, 2003 | 0.86 |
The correlation between WSMDX and DFFVX shifts across timeframes, from 0.75 (1 year) to 0.86 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
WSMDX vs. DFFVX — Risk / Return Rank
WSMDX
DFFVX
WSMDX vs. DFFVX - Risk-Adjusted Trends 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 Institutional Class (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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| WSMDX | DFFVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.16 | ||
| Sortino ratioReturn per unit of downside risk | -1.67 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.35 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 1.32 | 3.28 | -1.96 |
| Martin ratioReturn relative to average drawdown | 4.61 | 11.12 | -6.51 |
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Drawdowns
WSMDX vs. DFFVX - Drawdown Comparison
The maximum WSMDX drawdown since its inception was -50.33%, 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.
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Drawdown Indicators
| WSMDX | DFFVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.33% | -64.21% | +13.88% |
Max Drawdown (1Y)Largest decline over 1 year | -11.50% | -9.70% | -1.80% |
Max Drawdown (3Y)Largest decline over 3 years | -25.63% | -26.09% | +0.46% |
Max Drawdown (5Y)Largest decline over 5 years | -36.89% | -26.09% | -10.80% |
Max Drawdown (10Y)Largest decline over 10 years | -36.89% | -50.75% | +13.86% |
Current DrawdownCurrent decline from peak | -5.05% | -0.97% | -4.08% |
Average DrawdownAverage peak-to-trough decline | -8.42% | -9.65% | +1.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.30% | 2.86% | +0.44% |
Volatility
WSMDX vs. DFFVX - Volatility Comparison
William Blair Small-Mid Cap Growth Fund (WSMDX) has a higher volatility of 4.47% compared to DFA U.S. Targeted Value Portfolio Institutional Class (DFFVX) at 3.35%. 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.
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Volatility by Period
| WSMDX | DFFVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.47% | 3.35% | +1.12% |
Volatility (6M)Calculated over the trailing 6-month period | 15.13% | 10.52% | +4.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.23% | 16.43% | +2.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.18% | 21.27% | +1.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.96% | 23.55% | -1.59% |
WSMDX vs. DFFVX - Expense Ratio Comparison
WSMDX has a 1.10% expense ratio, which is higher than DFFVX's 0.29% expense ratio.
Dividends
WSMDX vs. DFFVX - Dividend Comparison
WSMDX's dividend yield for the trailing twelve months is around 2.56%, more than DFFVX's 1.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFFVX DFA U.S. Targeted Value Portfolio Institutional Class | 1.49% | 1.69% | 1.40% | 2.26% | 5.17% | 2.74% | 1.52% | 3.82% | 5.95% | 5.16% | 3.95% | 5.84% |
WSMDX William Blair Small-Mid Cap Growth Fund | 2.56% | 2.81% | 24.90% | 7.89% | 3.34% | 9.30% | 1.66% | 7.13% | 8.88% | 5.33% | 2.64% | 5.31% |
Frequently Asked Questions
WSMDX and DFFVX have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WSMDX has higher volatility (4.47%) compared to DFFVX (3.35%). In terms of maximum drawdown, WSMDX dropped -50.33% vs DFFVX's -64.21%.
DFFVX currently has the higher Sharpe Ratio (1.94 vs 0.79), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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