AVUV vs. DFSVX
Compare and contrast key facts about Avantis U.S. Small Cap Value ETF (AVUV) and DFA U.S. Small Cap Value Portfolio I (DFSVX).
AVUV is an actively managed fund by American Century Investments. It was launched on Sep 24, 2019. DFSVX is managed by Dimensional Fund Advisors LP. It was launched on Mar 2, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AVUV or DFSVX.
Key characteristics
| AVUV | DFSVX | |
|---|---|---|
| YTD Return | 0.44% | 0.14% |
| 1Y Return | 29.25% | 24.88% |
| 3Y Return (Ann) | 8.54% | 7.29% |
| Sharpe Ratio | 1.39 | 1.27 |
| Daily Std Dev | 20.14% | 18.65% |
| Max Drawdown | -49.42% | -66.70% |
| Current Drawdown | -4.08% | -4.62% |
Correlation
The correlation between AVUV and DFSVX is 0.98, 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
AVUV vs. DFSVX - Performance Comparison
In the year-to-date period, AVUV achieves a 0.44% return, which is significantly higher than DFSVX's 0.14% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
AVUV vs. DFSVX - Expense Ratio Comparison
AVUV has a 0.25% expense ratio, which is lower than DFSVX's 0.30% expense ratio.
Risk-Adjusted Performance
AVUV vs. DFSVX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Avantis U.S. Small Cap Value ETF (AVUV) and DFA U.S. Small Cap Value Portfolio I (DFSVX). 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
AVUV vs. DFSVX - Dividend Comparison
AVUV's dividend yield for the trailing twelve months is around 1.64%, less than DFSVX's 3.68% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AVUV Avantis U.S. Small Cap Value ETF | 1.64% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DFSVX DFA U.S. Small Cap Value Portfolio I | 3.68% | 3.67% | 6.77% | 10.40% | 1.96% | 2.83% | 7.54% | 5.62% | 4.53% | 5.83% | 4.53% | 5.09% |
Drawdowns
AVUV vs. DFSVX - Drawdown Comparison
The maximum AVUV drawdown since its inception was -49.42%, smaller than the maximum DFSVX drawdown of -66.70%. Use the drawdown chart below to compare losses from any high point for AVUV and DFSVX. For additional features, visit the drawdowns tool.
Volatility
AVUV vs. DFSVX - Volatility Comparison
Avantis U.S. Small Cap Value ETF (AVUV) and DFA U.S. Small Cap Value Portfolio I (DFSVX) have volatilities of 5.38% and 5.13%, 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.