DAABX vs. PVCMX

Last updated Jun 4, 2026

DAABX (DFA U.S. Sustainability Targeted Value Portfolio) and PVCMX (Palm Valley Capital Fund Investor Class) are both Small Cap Value Equities funds. Over the past 5 years, DAABX returned 8.24%/yr vs 4.28%/yr for PVCMX. A 0.68 correlation means they provide meaningful diversification when combined. DAABX charges 0.36%/yr vs 1.30%/yr for PVCMX.

Performance

DAABX vs. PVCMX - Performance Comparison

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

Returns By Period

In the year-to-date period, DAABX achieves a 12.26% return, which is significantly higher than PVCMX's 2.30% return.

DAABX

• 1D: 0.97%
• 1M: 3.29%
• YTD: 12.26%
• 6M: 12.63%
• 1Y: 29.92%
• 3Y*: 16.27%
• 5Y*: 8.24%
• 10Y*: —

PVCMX

• 1D: -0.24%
• 1M: 0.57%
• YTD: 2.30%
• 6M: 3.13%
• 1Y: 5.64%
• 3Y*: 5.42%
• 5Y*: 4.28%
• 10Y*: —

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

DAABX vs. PVCMX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
DAABX DFA U.S. Sustainability Targeted Value Portfolio	12.26%	9.62%	9.07%	18.81%	-8.37%	31.44%	44.33%
PVCMX Palm Valley Capital Fund Investor Class	2.30%	4.45%	4.24%	9.47%	3.17%	3.72%	7.11%

Correlation

The correlation between DAABX and PVCMX is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.76
Correlation (3Y) Calculated over the trailing 3-year period	0.70
Correlation (5Y) Calculated over the trailing 5-year period	0.65
Correlation (All Time) Calculated using the full available price history since Jul 6, 2020	0.68

The correlation between DAABX and PVCMX shifts across timeframes, from 0.65 (5 years) to 0.76 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

DAABX vs. PVCMX — Risk / Return Rank

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

DAABX

DAABX Risk / Return Rank: 42
DAABX Sharpe Ratio Rank: 39
DAABX Sortino Ratio Rank: 41
DAABX Omega Ratio Rank: 37
DAABX Calmar Ratio Rank: 49
DAABX Martin Ratio Rank: 42

PVCMX

PVCMX Risk / Return Rank: 27
PVCMX Sharpe Ratio Rank: 25
PVCMX Sortino Ratio Rank: 29
PVCMX Omega Ratio Rank: 24
PVCMX Calmar Ratio Rank: 32
PVCMX Martin Ratio Rank: 25

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. PVCMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Sustainability Targeted Value Portfolio (DAABX) and Palm Valley Capital Fund Investor Class (PVCMX). 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	PVCMX	Difference
Sharpe ratio: Return per unit of total volatility	1.82	1.43	+0.39
Sortino ratio: Return per unit of downside risk	2.71	2.23	+0.48
Omega ratio: Gain probability vs. loss probability	1.32	1.26	+0.07
Calmar ratio: Return relative to maximum drawdown	2.67	2.14	+0.53
Martin ratio: Return relative to average drawdown	9.02	6.20	+2.82
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. PVCMX - Sharpe Ratio Comparison

The current DAABX Sharpe Ratio is 1.82, which is comparable to the PVCMX Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of DAABX and PVCMX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DAABX	PVCMX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.82	1.43	+0.39
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.39	0.83	-0.44
Sharpe Ratio (All Time) Calculated using the full available price history	0.86	1.07	-0.21

Drawdowns

DAABX vs. PVCMX - Drawdown Comparison

The maximum DAABX drawdown since its inception was -26.11%, which is greater than PVCMX's maximum drawdown of -7.44%. Use the drawdown chart below to compare losses from any high point for DAABX and PVCMX.

Drawdown Indicators

	DAABX	PVCMX	Difference
Max Drawdown Largest peak-to-trough decline	-26.11%	-7.44%	-18.67%
Max Drawdown (1Y) Largest decline over 1 year	-12.13%	-2.81%	-9.32%
Max Drawdown (3Y) Largest decline over 3 years	-26.11%	-7.44%	-18.67%
Max Drawdown (5Y) Largest decline over 5 years	-26.11%	-7.44%	-18.67%
Current Drawdown Current decline from peak	0.00%	-0.24%	+0.24%
Average Drawdown Average peak-to-trough decline	-5.98%	-1.28%	-4.70%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.57%	0.97%	+2.60%

Volatility

DAABX vs. PVCMX - Volatility Comparison

DFA U.S. Sustainability Targeted Value Portfolio (DAABX) has a higher volatility of 5.02% compared to Palm Valley Capital Fund Investor Class (PVCMX) at 1.11%. This indicates that DAABX's price experiences larger fluctuations and is considered to be riskier than PVCMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DAABX	PVCMX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.02%	1.11%	+3.91%
Volatility (6M) Calculated over the trailing 6-month period	12.10%	2.76%	+9.34%
Volatility (1Y) Calculated over the trailing 1-year period	17.74%	4.20%	+13.54%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.48%	5.21%	+16.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.10%	6.31%	+15.79%

DAABX vs. PVCMX - Expense Ratio Comparison

DAABX has a 0.36% expense ratio, which is lower than PVCMX's 1.30% expense ratio.

Dividends

DAABX vs. PVCMX - Dividend Comparison

DAABX's dividend yield for the trailing twelve months is around 1.28%, less than PVCMX's 4.69% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
DAABX DFA U.S. Sustainability Targeted Value Portfolio	1.28%	1.06%	1.11%	1.82%	3.69%	5.30%	1.19%	0.00%
PVCMX Palm Valley Capital Fund Investor Class	4.69%	4.80%	6.95%	4.84%	2.30%	1.98%	2.70%	0.71%

Frequently Asked Questions

Can I hold both DAABX and PVCMX in my portfolio?

DAABX and PVCMX have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DAABX or PVCMX?

DAABX has higher volatility (5.02%) compared to PVCMX (1.11%). In terms of maximum drawdown, DAABX dropped -26.11% vs PVCMX's -7.44%.

Which has better risk-adjusted returns?

DAABX currently has the higher Sharpe Ratio (1.82 vs 1.43), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.