AVUVX vs. DFSVX
Compare and contrast key facts about Avantis U.S. Small Cap Value Fund (AVUVX) and DFA U.S. Small Cap Value Portfolio I (DFSVX).
AVUVX is managed by Avantis Investors. It was launched on Dec 4, 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: AVUVX or DFSVX.
Key characteristics
| AVUVX | DFSVX | |
|---|---|---|
| YTD Return | -0.43% | -1.15% |
| 1Y Return | 24.27% | 20.40% |
| 3Y Return (Ann) | 8.17% | 7.09% |
| Sharpe Ratio | 1.20 | 1.07 |
| Daily Std Dev | 19.72% | 18.68% |
| Max Drawdown | -50.24% | -66.70% |
| Current Drawdown | -5.70% | -5.85% |
Correlation
The correlation between AVUVX 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
AVUVX vs. DFSVX - Performance Comparison
In the year-to-date period, AVUVX achieves a -0.43% return, which is significantly higher than DFSVX's -1.15% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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AVUVX vs. DFSVX - Expense Ratio Comparison
AVUVX has a 0.25% expense ratio, which is lower than DFSVX's 0.30% expense ratio.
Risk-Adjusted Performance
AVUVX vs. DFSVX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Avantis U.S. Small Cap Value Fund (AVUVX) 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
AVUVX vs. DFSVX - Dividend Comparison
AVUVX's dividend yield for the trailing twelve months is around 1.58%, less than DFSVX's 3.72% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AVUVX Avantis U.S. Small Cap Value Fund | 1.58% | 1.57% | 8.07% | 5.83% | 0.73% | 0.14% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DFSVX DFA U.S. Small Cap Value Portfolio I | 3.72% | 3.67% | 6.77% | 10.40% | 1.96% | 2.83% | 7.54% | 5.62% | 4.53% | 5.83% | 4.53% | 5.09% |
Drawdowns
AVUVX vs. DFSVX - Drawdown Comparison
The maximum AVUVX drawdown since its inception was -50.24%, smaller than the maximum DFSVX drawdown of -66.70%. Use the drawdown chart below to compare losses from any high point for AVUVX and DFSVX. For additional features, visit the drawdowns tool.
Volatility
AVUVX vs. DFSVX - Volatility Comparison
Avantis U.S. Small Cap Value Fund (AVUVX) has a higher volatility of 5.24% compared to DFA U.S. Small Cap Value Portfolio I (DFSVX) at 4.95%. This indicates that AVUVX'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.