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.
Performance
AVUVX vs. DFSVX - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with AVUVX having a 17.95% return and DFSVX slightly higher at 18.34%.
AVUVX
17.95%
10.03%
13.95%
32.79%
N/A
N/A
DFSVX
18.34%
9.47%
14.43%
32.62%
15.41%
9.53%
Key characteristics
| AVUVX | DFSVX | |
|---|---|---|
| Sharpe Ratio | 1.59 | 1.63 |
| Sortino Ratio | 2.35 | 2.41 |
| Omega Ratio | 1.29 | 1.30 |
| Calmar Ratio | 3.03 | 3.26 |
| Martin Ratio | 8.04 | 8.91 |
| Ulcer Index | 4.08% | 3.66% |
| Daily Std Dev | 20.62% | 20.05% |
| Max Drawdown | -50.24% | -66.70% |
| Current Drawdown | 0.00% | 0.00% |
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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.
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.
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 1.33%, less than DFSVX's 3.17% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AVUVX Avantis U.S. Small Cap Value Fund | 1.33% | 1.57% | 1.86% | 1.23% | 0.70% | 0.14% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DFSVX DFA U.S. Small Cap Value Portfolio I | 3.17% | 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) and DFA U.S. Small Cap Value Portfolio I (DFSVX) have volatilities of 8.27% and 8.06%, 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.