DAABX vs. VBR
Compare and contrast key facts about DFA U.S. Sustainability Targeted Value Portfolio (DAABX) and Vanguard Small-Cap Value ETF (VBR).
DAABX is managed by Dimensional. It was launched on Oct 5, 2020. VBR is a passively managed fund by Vanguard that tracks the performance of the CRSP US Small Cap Value Index. It was launched on Jan 26, 2004.
Performance
DAABX vs. VBR - Performance Comparison
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DAABX vs. VBR - 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% |
VBR Vanguard Small-Cap Value ETF | 3.59% | 9.09% | 12.40% | 16.00% | -9.38% | 28.08% | 35.76% |
Returns By Period
In the year-to-date period, DAABX achieves a 1.59% return, which is significantly lower than VBR's 3.59% return.
DAABX
- 1D
- 2.51%
- 1M
- -5.98%
- YTD
- 1.59%
- 6M
- 4.42%
- 1Y
- 20.09%
- 3Y*
- 12.49%
- 5Y*
- 7.24%
- 10Y*
- —
VBR
- 1D
- 0.41%
- 1M
- -4.79%
- YTD
- 3.59%
- 6M
- 5.25%
- 1Y
- 19.13%
- 3Y*
- 13.58%
- 5Y*
- 7.64%
- 10Y*
- 10.14%
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DAABX vs. VBR - Expense Ratio Comparison
DAABX has a 0.36% expense ratio, which is higher than VBR's 0.07% expense ratio.
Return for Risk
DAABX vs. VBR — Risk / Return Rank
DAABX
VBR
DAABX vs. VBR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Sustainability Targeted Value Portfolio (DAABX) and Vanguard Small-Cap Value ETF (VBR). 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 | VBR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.90 | 0.93 | -0.03 |
Sortino ratioReturn per unit of downside risk | 1.41 | 1.43 | -0.02 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.19 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.21 | 1.37 | -0.16 |
Martin ratioReturn relative to average drawdown | 4.12 | 5.62 | -1.50 |
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 | VBR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.90 | 0.93 | -0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.39 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.47 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.78 | 0.40 | +0.38 |
Correlation
The correlation between DAABX and VBR is 0.98, 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. VBR - Dividend Comparison
DAABX's dividend yield for the trailing twelve months is around 1.41%, less than VBR's 1.90% 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% |
VBR Vanguard Small-Cap Value ETF | 1.90% | 1.95% | 1.98% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% |
Drawdowns
DAABX vs. VBR - Drawdown Comparison
The maximum DAABX drawdown since its inception was -26.11%, smaller than the maximum VBR drawdown of -61.98%. Use the drawdown chart below to compare losses from any high point for DAABX and VBR.
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Drawdown Indicators
| DAABX | VBR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.11% | -61.98% | +35.87% |
Max Drawdown (1Y)Largest decline over 1 year | -14.44% | -14.18% | -0.26% |
Max Drawdown (5Y)Largest decline over 5 years | -26.11% | -24.19% | -1.92% |
Max Drawdown (10Y)Largest decline over 10 years | — | -45.28% | — |
Current DrawdownCurrent decline from peak | -8.94% | -5.75% | -3.19% |
Average DrawdownAverage peak-to-trough decline | -6.08% | -8.32% | +2.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.25% | 3.46% | +0.79% |
Volatility
DAABX vs. VBR - Volatility Comparison
DFA U.S. Sustainability Targeted Value Portfolio (DAABX) has a higher volatility of 6.01% compared to Vanguard Small-Cap Value ETF (VBR) at 5.40%. This indicates that DAABX's price experiences larger fluctuations and is considered to be riskier than VBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DAABX | VBR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.01% | 5.40% | +0.61% |
Volatility (6M)Calculated over the trailing 6-month period | 12.69% | 11.29% | +1.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.80% | 20.64% | +2.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.53% | 19.85% | +1.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.24% | 21.73% | +0.51% |