DAABX vs. AVUVX

Last updated Apr 2, 2026

Compare and contrast key facts about DFA U.S. Sustainability Targeted Value Portfolio (DAABX) and Avantis U.S. Small Cap Value Fund (AVUVX).

DAABX is managed by Dimensional. It was launched on Oct 5, 2020. AVUVX is managed by Avantis Investors. It was launched on Dec 4, 2019.

Performance

DAABX vs. AVUVX - 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 Fund (AVUVX). The values are adjusted to include any dividend payments, if applicable.

DAABX vs. AVUVX - 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%
AVUVX Avantis U.S. Small Cap Value Fund	7.95%	8.88%	8.83%	22.96%	-4.74%	40.31%	44.40%

Returns By Period

In the year-to-date period, DAABX achieves a 1.59% return, which is significantly lower than AVUVX's 7.95% return.

DAABX

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

AVUVX

• 1D: 2.18%
• 1M: -3.00%
• YTD: 7.95%
• 6M: 10.48%
• 1Y: 28.54%
• 3Y*: 16.18%
• 5Y*: 10.39%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DAABX vs. AVUVX - Expense Ratio Comparison

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

DAABX

DFA U.S. Sustainability Targeted Value Portfolio

AVUVX

Avantis U.S. Small Cap Value Fund

Return for Risk

DAABX vs. AVUVX — Risk / Return Rank

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

DAABX

DAABX Risk / Return Rank: 37
DAABX Sharpe Ratio Rank: 37
DAABX Sortino Ratio Rank: 42
DAABX Omega Ratio Rank: 37
DAABX Calmar Ratio Rank: 38
DAABX Martin Ratio Rank: 33

AVUVX

AVUVX Risk / Return Rank: 72
AVUVX Sharpe Ratio Rank: 69
AVUVX Sortino Ratio Rank: 71
AVUVX Omega Ratio Rank: 65
AVUVX Calmar Ratio Rank: 77
AVUVX Martin Ratio Rank: 76

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. AVUVX - Risk-Adjusted Trends 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 Fund (AVUVX). 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	AVUVX	Difference
Sharpe ratio Return per unit of total volatility	0.90	1.25	-0.35
Sortino ratio Return per unit of downside risk	1.41	1.81	-0.40
Omega ratio Gain probability vs. loss probability	1.19	1.25	-0.06
Calmar ratio Return relative to maximum drawdown	1.21	1.87	-0.66
Martin ratio Return relative to average drawdown	4.12	7.40	-3.28
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DAABX vs. AVUVX - Sharpe Ratio Comparison

The current DAABX Sharpe Ratio is 0.90, which is comparable to the AVUVX Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of DAABX and AVUVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	DAABX	AVUVX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.90	1.25	-0.35
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.34	0.46	-0.12
Sharpe Ratio (All Time) Calculated using the full available price history	0.78	0.52	+0.26

Correlation

The correlation between DAABX and AVUVX 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.

Dividends

DAABX vs. AVUVX - Dividend Comparison

DAABX's dividend yield for the trailing twelve months is around 1.41%, less than AVUVX's 6.57% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019
DAABX DFA U.S. Sustainability Targeted Value Portfolio	1.41%	1.06%	1.11%	1.82%	3.69%	5.30%	1.19%	0.00%
AVUVX Avantis U.S. Small Cap Value Fund	6.57%	7.09%	4.11%	1.57%	8.07%	5.83%	0.73%	0.14%

Drawdowns

DAABX vs. AVUVX - Drawdown Comparison

The maximum DAABX drawdown since its inception was -26.11%, smaller than the maximum AVUVX drawdown of -50.24%. Use the drawdown chart below to compare losses from any high point for DAABX and AVUVX.

Drawdown Indicators

	DAABX	AVUVX	Difference
Max Drawdown Largest peak-to-trough decline	-26.11%	-50.24%	+24.13%
Max Drawdown (1Y) Largest decline over 1 year	-14.44%	-15.66%	+1.22%
Max Drawdown (5Y) Largest decline over 5 years	-26.11%	-28.81%	+2.70%
Current Drawdown Current decline from peak	-8.94%	-4.58%	-4.36%
Average Drawdown Average peak-to-trough decline	-6.08%	-7.93%	+1.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.25%	3.96%	+0.29%

Volatility

DAABX vs. AVUVX - Volatility Comparison

DFA U.S. Sustainability Targeted Value Portfolio (DAABX) has a higher volatility of 6.01% compared to Avantis U.S. Small Cap Value Fund (AVUVX) at 5.66%. This indicates that DAABX's price experiences larger fluctuations and is considered to be riskier than AVUVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DAABX	AVUVX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.01%	5.66%	+0.35%
Volatility (6M) Calculated over the trailing 6-month period	12.69%	13.17%	-0.48%
Volatility (1Y) Calculated over the trailing 1-year period	22.80%	23.63%	-0.83%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.53%	22.94%	-1.41%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.24%	29.10%	-6.86%