DAABX vs. AVALX
Compare and contrast key facts about DFA U.S. Sustainability Targeted Value Portfolio (DAABX) and Aegis Value Fund (AVALX).
DAABX is managed by Dimensional. It was launched on Oct 5, 2020. AVALX is managed by Aegis. It was launched on May 15, 1998.
Performance
DAABX vs. AVALX - Performance Comparison
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DAABX vs. AVALX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
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%
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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
DAABX
AVALX
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.
| DAABX | AVALX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.90 | 3.51 | -2.61 |
Sortino ratioReturn per unit of downside risk | 1.41 | 4.14 | -2.73 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.63 | -0.44 |
Calmar ratioReturn relative to maximum drawdown | 1.21 | 5.65 | -4.43 |
Martin ratioReturn relative to average drawdown | 4.12 | 27.42 | -23.30 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DAABX | AVALX | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| DAABX | AVALX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -8.94% | -3.79% | -5.15% |
Average DrawdownAverage peak-to-trough decline | -6.08% | -11.01% | +4.93% |
Ulcer IndexDepth 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
| DAABX | AVALX | Difference | |
|---|---|---|---|
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% |