AVALX vs. DFWVX
Compare and contrast key facts about Aegis Value Fund (AVALX) and DFA World ex U.S. Value Portfolio Fund (DFWVX).
AVALX is managed by Aegis. It was launched on May 15, 1998. DFWVX is managed by Dimensional. It was launched on Aug 22, 2010.
Performance
AVALX vs. DFWVX - Performance Comparison
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AVALX vs. DFWVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AVALX Aegis Value Fund | 13.53% | 67.06% | 8.29% | 13.11% | 10.50% | 37.67% | 18.89% | 25.67% | -16.95% | 17.37% |
DFWVX DFA World ex U.S. Value Portfolio Fund | 2.43% | 40.30% | 6.66% | 17.37% | -6.41% | 32.65% | -0.40% | 344.89% | -16.69% | 28.21% |
Returns By Period
In the year-to-date period, AVALX achieves a 13.53% return, which is significantly higher than DFWVX's 2.43% return. Over the past 10 years, AVALX has underperformed DFWVX with an annualized return of 21.54%, while DFWVX has yielded a comparatively higher 28.15% annualized return.
AVALX
- 1D
- -0.54%
- 1M
- -4.89%
- YTD
- 13.53%
- 6M
- 24.20%
- 1Y
- 69.86%
- 3Y*
- 28.86%
- 5Y*
- 25.16%
- 10Y*
- 21.54%
DFWVX
- 1D
- -0.06%
- 1M
- -9.52%
- YTD
- 2.43%
- 6M
- 9.79%
- 1Y
- 32.62%
- 3Y*
- 19.50%
- 5Y*
- 15.16%
- 10Y*
- 28.15%
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AVALX vs. DFWVX - Expense Ratio Comparison
AVALX has a 1.50% expense ratio, which is higher than DFWVX's 0.40% expense ratio.
Return for Risk
AVALX vs. DFWVX — Risk / Return Rank
AVALX
DFWVX
AVALX vs. DFWVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Aegis Value Fund (AVALX) and DFA World ex U.S. Value Portfolio Fund (DFWVX). 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.
| AVALX | DFWVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.30 | 2.17 | +1.13 |
Sortino ratioReturn per unit of downside risk | 3.95 | 2.74 | +1.20 |
Omega ratioGain probability vs. loss probability | 1.59 | 1.44 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 5.11 | 2.20 | +2.91 |
Martin ratioReturn relative to average drawdown | 24.92 | 9.82 | +15.10 |
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
| AVALX | DFWVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.30 | 2.17 | +1.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.12 | 0.96 | +0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.97 | 0.81 | +0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.69 | -0.16 |
Correlation
The correlation between AVALX and DFWVX is 0.64, 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
AVALX vs. DFWVX - Dividend Comparison
AVALX's dividend yield for the trailing twelve months is around 2.06%, less than DFWVX's 3.86% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AVALX Aegis Value Fund | 2.06% | 2.34% | 7.07% | 2.23% | 0.16% | 0.00% | 6.62% | 2.36% | 6.18% | 0.00% | 1.45% | 0.04% |
DFWVX DFA World ex U.S. Value Portfolio Fund | 3.86% | 3.66% | 4.28% | 4.30% | 3.75% | 15.97% | 2.43% | 110.54% | 5.26% | 2.70% | 2.92% | 2.77% |
Drawdowns
AVALX vs. DFWVX - Drawdown Comparison
The maximum AVALX drawdown since its inception was -73.72%, which is greater than DFWVX's maximum drawdown of -41.32%. Use the drawdown chart below to compare losses from any high point for AVALX and DFWVX.
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Drawdown Indicators
| AVALX | DFWVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.72% | -41.32% | -32.40% |
Max Drawdown (1Y)Largest decline over 1 year | -13.02% | -11.70% | -1.32% |
Max Drawdown (5Y)Largest decline over 5 years | -32.00% | -24.59% | -7.41% |
Max Drawdown (10Y)Largest decline over 10 years | -48.34% | -41.32% | -7.02% |
Current DrawdownCurrent decline from peak | -6.09% | -9.71% | +3.62% |
Average DrawdownAverage peak-to-trough decline | -11.01% | -7.15% | -3.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.67% | 2.96% | -0.29% |
Volatility
AVALX vs. DFWVX - Volatility Comparison
The current volatility for Aegis Value Fund (AVALX) is 5.32%, while DFA World ex U.S. Value Portfolio Fund (DFWVX) has a volatility of 5.99%. This indicates that AVALX experiences smaller price fluctuations and is considered to be less risky than DFWVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AVALX | DFWVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.32% | 5.99% | -0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 14.20% | 9.43% | +4.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.15% | 14.77% | +6.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.62% | 15.96% | +6.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.32% | 34.91% | -12.59% |