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.
Performance
AVUV vs. DFSVX - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with AVUV having a 13.81% return and DFSVX slightly higher at 14.45%.
AVUV
13.81%
4.94%
10.37%
29.33%
16.23%
N/A
DFSVX
14.45%
4.95%
10.09%
28.85%
14.66%
9.28%
Key characteristics
| AVUV | DFSVX | |
|---|---|---|
| Sharpe Ratio | 1.31 | 1.38 |
| Sortino Ratio | 2.01 | 2.08 |
| Omega Ratio | 1.25 | 1.26 |
| Calmar Ratio | 2.53 | 2.75 |
| Martin Ratio | 6.63 | 7.52 |
| Ulcer Index | 4.19% | 3.66% |
| Daily Std Dev | 21.10% | 19.97% |
| Max Drawdown | -49.42% | -66.70% |
| Current Drawdown | -3.72% | -3.20% |
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AVUV vs. DFSVX - Expense Ratio Comparison
AVUV has a 0.25% expense ratio, which is lower than DFSVX's 0.30% expense ratio.
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.
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 1.55%, less than DFSVX's 3.28% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AVUV Avantis U.S. Small Cap Value ETF | 1.55% | 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 | 3.28% | 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) has a higher volatility of 8.43% compared to DFA U.S. Small Cap Value Portfolio I (DFSVX) at 7.86%. This indicates that AVUV's price experiences larger fluctuations and is considered to be riskier than DFSVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.