AVUS vs. DFAC
Compare and contrast key facts about Avantis U.S. Equity ETF (AVUS) and Dimensional U.S. Core Equity 2 ETF (DFAC).
AVUS and DFAC are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AVUS is an actively managed fund by American Century Investments. It was launched on Sep 24, 2019. DFAC is an actively managed fund by Dimensional Fund Advisors LP. It was launched on Jun 14, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AVUS or DFAC.
Performance
AVUS vs. DFAC - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with AVUS having a 23.76% return and DFAC slightly lower at 23.52%.
AVUS
23.76%
3.62%
13.55%
32.27%
15.42%
N/A
DFAC
23.52%
2.99%
13.65%
32.19%
N/A
N/A
Key characteristics
| AVUS | DFAC | |
|---|---|---|
| Sharpe Ratio | 2.56 | 2.57 |
| Sortino Ratio | 3.46 | 3.50 |
| Omega Ratio | 1.47 | 1.47 |
| Calmar Ratio | 3.78 | 3.97 |
| Martin Ratio | 15.54 | 16.23 |
| Ulcer Index | 2.11% | 2.03% |
| Daily Std Dev | 12.82% | 12.80% |
| Max Drawdown | -37.04% | -23.12% |
| Current Drawdown | -0.65% | -0.83% |
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AVUS vs. DFAC - Expense Ratio Comparison
AVUS has a 0.15% expense ratio, which is lower than DFAC's 0.19% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between AVUS and DFAC is 0.99, 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.
Risk-Adjusted Performance
AVUS vs. DFAC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Avantis U.S. Equity ETF (AVUS) and Dimensional U.S. Core Equity 2 ETF (DFAC). 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
AVUS vs. DFAC - Dividend Comparison
AVUS's dividend yield for the trailing twelve months is around 1.23%, more than DFAC's 1.00% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
AVUS Avantis U.S. Equity ETF | 1.23% | 1.41% | 1.60% | 1.08% | 1.19% | 0.35% |
DFAC Dimensional U.S. Core Equity 2 ETF | 1.00% | 1.20% | 1.50% | 0.88% | 0.00% | 0.00% |
Drawdowns
AVUS vs. DFAC - Drawdown Comparison
The maximum AVUS drawdown since its inception was -37.04%, which is greater than DFAC's maximum drawdown of -23.12%. Use the drawdown chart below to compare losses from any high point for AVUS and DFAC. For additional features, visit the drawdowns tool.
Volatility
AVUS vs. DFAC - Volatility Comparison
Avantis U.S. Equity ETF (AVUS) and Dimensional U.S. Core Equity 2 ETF (DFAC) have volatilities of 4.53% and 4.56%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.