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DAABX vs. AVUV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DAABX and AVUV is 0.97, 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.


-0.50.00.51.01.0

Performance

DAABX vs. AVUV - Performance Comparison

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

100.00%120.00%140.00%160.00%180.00%JulyAugustSeptemberOctoberNovemberDecember
124.73%
159.87%
DAABX
AVUV

Key characteristics

Sharpe Ratio

DAABX:

0.55

AVUV:

0.51

Sortino Ratio

DAABX:

0.93

AVUV:

0.88

Omega Ratio

DAABX:

1.11

AVUV:

1.11

Calmar Ratio

DAABX:

1.16

AVUV:

0.96

Martin Ratio

DAABX:

2.79

AVUV:

2.42

Ulcer Index

DAABX:

3.92%

AVUV:

4.37%

Daily Std Dev

DAABX:

19.75%

AVUV:

20.74%

Max Drawdown

DAABX:

-20.93%

AVUV:

-49.42%

Current Drawdown

DAABX:

-8.54%

AVUV:

-9.29%

Returns By Period

The year-to-date returns for both stocks are quite close, with DAABX having a 8.82% return and AVUV slightly lower at 8.81%.


DAABX

YTD

8.82%

1M

-3.52%

6M

10.41%

1Y

9.30%

5Y*

N/A

10Y*

N/A

AVUV

YTD

8.81%

1M

-4.40%

6M

9.81%

1Y

9.14%

5Y*

14.00%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DAABX vs. AVUV - Expense Ratio Comparison

DAABX has a 0.36% expense ratio, which is higher than AVUV's 0.25% expense ratio.


DAABX
DFA U.S. Sustainability Targeted Value Portfolio
Expense ratio chart for DAABX: current value at 0.36% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.36%
Expense ratio chart for AVUV: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Risk-Adjusted Performance

DAABX vs. AVUV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Sustainability Targeted Value Portfolio (DAABX) and Avantis U.S. Small Cap Value ETF (AVUV). 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.


Sharpe ratio
The chart of Sharpe ratio for DAABX, currently valued at 0.55, compared to the broader market-1.000.001.002.003.004.000.550.51
The chart of Sortino ratio for DAABX, currently valued at 0.93, compared to the broader market-2.000.002.004.006.008.0010.000.930.88
The chart of Omega ratio for DAABX, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.003.501.111.11
The chart of Calmar ratio for DAABX, currently valued at 1.16, compared to the broader market0.002.004.006.008.0010.0012.0014.001.160.96
The chart of Martin ratio for DAABX, currently valued at 2.79, compared to the broader market0.0020.0040.0060.002.792.42
DAABX
AVUV

The current DAABX Sharpe Ratio is 0.55, which is comparable to the AVUV Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of DAABX and AVUV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.55
0.51
DAABX
AVUV

Dividends

DAABX vs. AVUV - Dividend Comparison

DAABX's dividend yield for the trailing twelve months is around 0.82%, less than AVUV's 1.62% yield.


TTM20232022202120202019
DAABX
DFA U.S. Sustainability Targeted Value Portfolio
0.82%1.21%1.27%1.07%0.80%0.00%
AVUV
Avantis U.S. Small Cap Value ETF
1.62%1.65%1.74%1.28%1.21%0.38%

Drawdowns

DAABX vs. AVUV - Drawdown Comparison

The maximum DAABX drawdown since its inception was -20.93%, smaller than the maximum AVUV drawdown of -49.42%. Use the drawdown chart below to compare losses from any high point for DAABX and AVUV. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.54%
-9.29%
DAABX
AVUV

Volatility

DAABX vs. AVUV - Volatility Comparison

DFA U.S. Sustainability Targeted Value Portfolio (DAABX) and Avantis U.S. Small Cap Value ETF (AVUV) have volatilities of 5.89% and 5.84%, 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.


4.00%5.00%6.00%7.00%8.00%9.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.89%
5.84%
DAABX
AVUV
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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