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AVALX vs. DFAT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AVALX and DFAT is 0.51, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

AVALX vs. DFAT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aegis Value Fund (AVALX) and Dimensional U.S. Targeted Value ETF (DFAT). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%50.00%NovemberDecember2025FebruaryMarchApril
53.56%
13.47%
AVALX
DFAT

Key characteristics

Sharpe Ratio

AVALX:

0.93

DFAT:

-0.18

Sortino Ratio

AVALX:

1.35

DFAT:

-0.10

Omega Ratio

AVALX:

1.18

DFAT:

0.99

Calmar Ratio

AVALX:

1.56

DFAT:

-0.16

Martin Ratio

AVALX:

4.77

DFAT:

-0.51

Ulcer Index

AVALX:

4.44%

DFAT:

8.37%

Daily Std Dev

AVALX:

22.85%

DFAT:

23.70%

Max Drawdown

AVALX:

-73.72%

DFAT:

-26.12%

Current Drawdown

AVALX:

-0.68%

DFAT:

-19.11%

Returns By Period

In the year-to-date period, AVALX achieves a 14.67% return, which is significantly higher than DFAT's -11.61% return.


AVALX

YTD

14.67%

1M

0.69%

6M

7.27%

1Y

18.19%

5Y*

28.30%

10Y*

14.74%

DFAT

YTD

-11.61%

1M

-6.75%

6M

-9.86%

1Y

-4.30%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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AVALX vs. DFAT - Expense Ratio Comparison

AVALX has a 1.50% expense ratio, which is higher than DFAT's 0.34% expense ratio.


Expense ratio chart for AVALX: current value is 1.50%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
AVALX: 1.50%
Expense ratio chart for DFAT: current value is 0.34%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DFAT: 0.34%

Risk-Adjusted Performance

AVALX vs. DFAT — Risk-Adjusted Performance Rank

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

AVALX
The Risk-Adjusted Performance Rank of AVALX is 8080
Overall Rank
The Sharpe Ratio Rank of AVALX is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of AVALX is 7575
Sortino Ratio Rank
The Omega Ratio Rank of AVALX is 7575
Omega Ratio Rank
The Calmar Ratio Rank of AVALX is 9090
Calmar Ratio Rank
The Martin Ratio Rank of AVALX is 8484
Martin Ratio Rank

DFAT
The Risk-Adjusted Performance Rank of DFAT is 1212
Overall Rank
The Sharpe Ratio Rank of DFAT is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of DFAT is 1313
Sortino Ratio Rank
The Omega Ratio Rank of DFAT is 1313
Omega Ratio Rank
The Calmar Ratio Rank of DFAT is 1111
Calmar Ratio Rank
The Martin Ratio Rank of DFAT is 1212
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AVALX vs. DFAT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Aegis Value Fund (AVALX) and Dimensional U.S. Targeted Value ETF (DFAT). 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 chart of Sharpe ratio for AVALX, currently valued at 0.93, compared to the broader market-1.000.001.002.003.00
AVALX: 0.93
DFAT: -0.18
The chart of Sortino ratio for AVALX, currently valued at 1.35, compared to the broader market-2.000.002.004.006.008.0010.00
AVALX: 1.35
DFAT: -0.10
The chart of Omega ratio for AVALX, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.00
AVALX: 1.18
DFAT: 0.99
The chart of Calmar ratio for AVALX, currently valued at 1.56, compared to the broader market0.002.004.006.008.0010.00
AVALX: 1.56
DFAT: -0.16
The chart of Martin ratio for AVALX, currently valued at 4.77, compared to the broader market0.0010.0020.0030.0040.0050.00
AVALX: 4.77
DFAT: -0.51

The current AVALX Sharpe Ratio is 0.93, which is higher than the DFAT Sharpe Ratio of -0.18. The chart below compares the historical Sharpe Ratios of AVALX and DFAT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.93
-0.18
AVALX
DFAT

Dividends

AVALX vs. DFAT - Dividend Comparison

AVALX's dividend yield for the trailing twelve months is around 7.07%, more than DFAT's 1.59% yield.


TTM20242023202220212020201920182017201620152014
AVALX
Aegis Value Fund
7.07%8.11%2.23%0.16%0.00%6.62%2.36%6.18%0.00%1.45%0.04%21.18%
DFAT
Dimensional U.S. Targeted Value ETF
1.59%1.31%1.34%1.34%1.13%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

AVALX vs. DFAT - Drawdown Comparison

The maximum AVALX drawdown since its inception was -73.72%, which is greater than DFAT's maximum drawdown of -26.12%. Use the drawdown chart below to compare losses from any high point for AVALX and DFAT. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.68%
-19.11%
AVALX
DFAT

Volatility

AVALX vs. DFAT - Volatility Comparison

The current volatility for Aegis Value Fund (AVALX) is 13.12%, while Dimensional U.S. Targeted Value ETF (DFAT) has a volatility of 14.66%. This indicates that AVALX experiences smaller price fluctuations and is considered to be less risky than DFAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.12%
14.66%
AVALX
DFAT