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AVUS vs. DFAU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AVUS and DFAU is 0.95, 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

AVUS vs. DFAU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis U.S. Equity ETF (AVUS) and Dimensional US Core Equity Market ETF (DFAU). The values are adjusted to include any dividend payments, if applicable.

50.00%60.00%70.00%80.00%December2025FebruaryMarchAprilMay
65.99%
64.77%
AVUS
DFAU

Key characteristics

Sharpe Ratio

AVUS:

0.50

DFAU:

0.61

Sortino Ratio

AVUS:

0.84

DFAU:

0.98

Omega Ratio

AVUS:

1.12

DFAU:

1.14

Calmar Ratio

AVUS:

0.51

DFAU:

0.62

Martin Ratio

AVUS:

1.92

DFAU:

2.39

Ulcer Index

AVUS:

5.19%

DFAU:

5.02%

Daily Std Dev

AVUS:

19.79%

DFAU:

19.56%

Max Drawdown

AVUS:

-37.04%

DFAU:

-23.61%

Current Drawdown

AVUS:

-8.98%

DFAU:

-8.54%

Returns By Period

The year-to-date returns for both investments are quite close, with AVUS having a -4.49% return and DFAU slightly higher at -4.43%.


AVUS

YTD

-4.49%

1M

10.98%

6M

-1.96%

1Y

7.59%

5Y*

17.06%

10Y*

N/A

DFAU

YTD

-4.43%

1M

11.20%

6M

-1.57%

1Y

9.62%

5Y*

N/A

10Y*

N/A

*Annualized

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AVUS vs. DFAU - Expense Ratio Comparison

AVUS has a 0.15% expense ratio, which is higher than DFAU's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Risk-Adjusted Performance

AVUS vs. DFAU — Risk-Adjusted Performance Rank

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

AVUS
The Risk-Adjusted Performance Rank of AVUS is 5151
Overall Rank
The Sharpe Ratio Rank of AVUS is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of AVUS is 4949
Sortino Ratio Rank
The Omega Ratio Rank of AVUS is 5252
Omega Ratio Rank
The Calmar Ratio Rank of AVUS is 5454
Calmar Ratio Rank
The Martin Ratio Rank of AVUS is 5151
Martin Ratio Rank

DFAU
The Risk-Adjusted Performance Rank of DFAU is 5858
Overall Rank
The Sharpe Ratio Rank of DFAU is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of DFAU is 5757
Sortino Ratio Rank
The Omega Ratio Rank of DFAU is 5959
Omega Ratio Rank
The Calmar Ratio Rank of DFAU is 6161
Calmar Ratio Rank
The Martin Ratio Rank of DFAU is 5858
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.

AVUS vs. DFAU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis U.S. Equity ETF (AVUS) and Dimensional US Core Equity Market ETF (DFAU). 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 current AVUS Sharpe Ratio is 0.50, which is comparable to the DFAU Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of AVUS and DFAU, 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 Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.50
0.61
AVUS
DFAU

Dividends

AVUS vs. DFAU - Dividend Comparison

AVUS's dividend yield for the trailing twelve months is around 1.37%, more than DFAU's 1.19% yield.


TTM202420232022202120202019
AVUS
Avantis U.S. Equity ETF
1.37%1.27%1.41%1.60%1.08%1.19%0.35%
DFAU
Dimensional US Core Equity Market ETF
1.19%1.10%1.29%1.40%1.00%0.13%0.00%

Drawdowns

AVUS vs. DFAU - Drawdown Comparison

The maximum AVUS drawdown since its inception was -37.04%, which is greater than DFAU's maximum drawdown of -23.61%. Use the drawdown chart below to compare losses from any high point for AVUS and DFAU. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-8.98%
-8.54%
AVUS
DFAU

Volatility

AVUS vs. DFAU - Volatility Comparison

Avantis U.S. Equity ETF (AVUS) and Dimensional US Core Equity Market ETF (DFAU) have volatilities of 13.08% and 13.09%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
13.08%
13.09%
AVUS
DFAU