AVUVX vs. DGEIX
Compare and contrast key facts about Avantis U.S. Small Cap Value Fund (AVUVX) and DFA Global Equity Portfolio Institutional Class (DGEIX).
AVUVX is managed by Avantis Investors. It was launched on Dec 4, 2019. DGEIX is managed by Dimensional Fund Advisors LP. It was launched on Dec 24, 2003.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AVUVX or DGEIX.
Performance
AVUVX vs. DGEIX - Performance Comparison
Returns By Period
In the year-to-date period, AVUVX achieves a 17.95% return, which is significantly lower than DGEIX's 19.46% return.
AVUVX
17.95%
10.03%
13.95%
32.79%
N/A
N/A
DGEIX
19.46%
2.45%
9.57%
27.37%
12.37%
9.79%
Key characteristics
| AVUVX | DGEIX | |
|---|---|---|
| Sharpe Ratio | 1.59 | 2.33 |
| Sortino Ratio | 2.35 | 3.16 |
| Omega Ratio | 1.29 | 1.42 |
| Calmar Ratio | 3.03 | 3.48 |
| Martin Ratio | 8.04 | 14.92 |
| Ulcer Index | 4.08% | 1.83% |
| Daily Std Dev | 20.62% | 11.77% |
| Max Drawdown | -50.24% | -59.77% |
| Current Drawdown | 0.00% | -0.55% |
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AVUVX vs. DGEIX - Expense Ratio Comparison
Both AVUVX and DGEIX have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Correlation
The correlation between AVUVX and DGEIX is 0.85, 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. DGEIX - 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 Global Equity Portfolio Institutional Class (DGEIX). 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. DGEIX - Dividend Comparison
AVUVX's dividend yield for the trailing twelve months is around 1.33%, less than DGEIX's 1.67% 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% |
DGEIX DFA Global Equity Portfolio Institutional Class | 1.67% | 1.97% | 1.89% | 1.67% | 1.44% | 1.73% | 1.99% | 1.83% | 1.91% | 1.99% | 1.88% | 1.70% |
Drawdowns
AVUVX vs. DGEIX - Drawdown Comparison
The maximum AVUVX drawdown since its inception was -50.24%, smaller than the maximum DGEIX drawdown of -59.77%. Use the drawdown chart below to compare losses from any high point for AVUVX and DGEIX. For additional features, visit the drawdowns tool.
Volatility
AVUVX vs. DGEIX - Volatility Comparison
Avantis U.S. Small Cap Value Fund (AVUVX) has a higher volatility of 8.27% compared to DFA Global Equity Portfolio Institutional Class (DGEIX) at 3.48%. This indicates that AVUVX's price experiences larger fluctuations and is considered to be riskier than DGEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.