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DAABX vs. AVALX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DAABX vs. AVALX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA U.S. Sustainability Targeted Value Portfolio (DAABX) and Aegis Value Fund (AVALX). The values are adjusted to include any dividend payments, if applicable.

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DAABX vs. AVALX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
DAABX
DFA U.S. Sustainability Targeted Value Portfolio
1.59%9.62%9.07%18.81%-8.37%31.44%44.33%
AVALX
Aegis Value Fund
16.31%67.06%8.29%13.11%10.50%37.67%32.22%

Returns By Period

In the year-to-date period, DAABX achieves a 1.59% return, which is significantly lower than AVALX's 16.31% return.


DAABX

1D
2.51%
1M
-5.98%
YTD
1.59%
6M
4.42%
1Y
20.09%
3Y*
12.49%
5Y*
7.24%
10Y*

AVALX

1D
2.45%
1M
-3.79%
YTD
16.31%
6M
27.20%
1Y
72.73%
3Y*
29.90%
5Y*
25.51%
10Y*
21.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DAABX vs. AVALX - Expense Ratio Comparison

DAABX has a 0.36% expense ratio, which is lower than AVALX's 1.50% expense ratio.


Return for Risk

DAABX vs. AVALX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DAABX
DAABX Risk / Return Rank: 3737
Overall Rank
DAABX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
DAABX Sortino Ratio Rank: 4242
Sortino Ratio Rank
DAABX Omega Ratio Rank: 3737
Omega Ratio Rank
DAABX Calmar Ratio Rank: 3838
Calmar Ratio Rank
DAABX Martin Ratio Rank: 3333
Martin Ratio Rank

AVALX
AVALX Risk / Return Rank: 9898
Overall Rank
AVALX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
AVALX Sortino Ratio Rank: 9797
Sortino Ratio Rank
AVALX Omega Ratio Rank: 9797
Omega Ratio Rank
AVALX Calmar Ratio Rank: 9898
Calmar Ratio Rank
AVALX Martin Ratio Rank: 9999
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DAABX vs. AVALX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Sustainability Targeted Value Portfolio (DAABX) and Aegis Value Fund (AVALX). 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.


DAABXAVALXDifference

Sharpe ratio

Return per unit of total volatility

0.90

3.51

-2.61

Sortino ratio

Return per unit of downside risk

1.41

4.14

-2.73

Omega ratio

Gain probability vs. loss probability

1.19

1.63

-0.44

Calmar ratio

Return relative to maximum drawdown

1.21

5.65

-4.43

Martin ratio

Return relative to average drawdown

4.12

27.42

-23.30

DAABX vs. AVALX - Sharpe Ratio Comparison

The current DAABX Sharpe Ratio is 0.90, which is lower than the AVALX Sharpe Ratio of 3.51. The chart below compares the historical Sharpe Ratios of DAABX and AVALX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DAABXAVALXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

3.51

-2.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

1.13

-0.79

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.98

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.53

+0.25

Correlation

The correlation between DAABX and AVALX is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

DAABX vs. AVALX - Dividend Comparison

DAABX's dividend yield for the trailing twelve months is around 1.41%, less than AVALX's 2.01% yield.


TTM20252024202320222021202020192018201720162015
DAABX
DFA U.S. Sustainability Targeted Value Portfolio
1.41%1.06%1.11%1.82%3.69%5.30%1.19%0.00%0.00%0.00%0.00%0.00%
AVALX
Aegis Value Fund
2.01%2.34%7.07%2.23%0.16%0.00%6.62%2.36%6.18%0.00%1.45%0.04%

Drawdowns

DAABX vs. AVALX - Drawdown Comparison

The maximum DAABX drawdown since its inception was -26.11%, smaller than the maximum AVALX drawdown of -73.72%. Use the drawdown chart below to compare losses from any high point for DAABX and AVALX.


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Drawdown Indicators


DAABXAVALXDifference

Max Drawdown

Largest peak-to-trough decline

-26.11%

-73.72%

+47.61%

Max Drawdown (1Y)

Largest decline over 1 year

-14.44%

-13.02%

-1.42%

Max Drawdown (5Y)

Largest decline over 5 years

-26.11%

-32.00%

+5.89%

Max Drawdown (10Y)

Largest decline over 10 years

-48.34%

Current Drawdown

Current decline from peak

-8.94%

-3.79%

-5.15%

Average Drawdown

Average peak-to-trough decline

-6.08%

-11.01%

+4.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.25%

2.68%

+1.57%

Volatility

DAABX vs. AVALX - Volatility Comparison

DFA U.S. Sustainability Targeted Value Portfolio (DAABX) and Aegis Value Fund (AVALX) have volatilities of 6.01% and 5.77%, 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.


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Volatility by Period


DAABXAVALXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.01%

5.77%

+0.24%

Volatility (6M)

Calculated over the trailing 6-month period

12.69%

14.37%

-1.68%

Volatility (1Y)

Calculated over the trailing 1-year period

22.80%

21.22%

+1.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.53%

22.62%

-1.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.24%

22.33%

-0.09%