DFAT vs. DFUVX
Compare and contrast key facts about Dimensional U.S. Targeted Value ETF (DFAT) and DFA U.S. Large Cap Value III Portfolio (DFUVX).
DFAT is an actively managed fund by Dimensional Fund Advisors LP. It was launched on Jun 14, 2021. DFUVX is managed by Dimensional Fund Advisors LP. It was launched on Feb 2, 1995.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFAT or DFUVX.
Performance
DFAT vs. DFUVX - Performance Comparison
Returns By Period
In the year-to-date period, DFAT achieves a 16.14% return, which is significantly lower than DFUVX's 21.26% return.
DFAT
16.14%
9.44%
13.66%
31.01%
N/A
N/A
DFUVX
21.26%
4.27%
11.54%
29.79%
10.93%
9.48%
Key characteristics
| DFAT | DFUVX | |
|---|---|---|
| Sharpe Ratio | 1.55 | 2.48 |
| Sortino Ratio | 2.31 | 3.53 |
| Omega Ratio | 1.28 | 1.44 |
| Calmar Ratio | 3.18 | 4.83 |
| Martin Ratio | 8.03 | 14.18 |
| Ulcer Index | 3.86% | 2.10% |
| Daily Std Dev | 19.96% | 12.02% |
| Max Drawdown | -20.01% | -65.60% |
| Current Drawdown | 0.00% | 0.00% |
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DFAT vs. DFUVX - Expense Ratio Comparison
DFAT has a 0.34% expense ratio, which is higher than DFUVX's 0.14% expense ratio.
Correlation
The correlation between DFAT and DFUVX is 0.92, 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.
Risk-Adjusted Performance
DFAT vs. DFUVX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional U.S. Targeted Value ETF (DFAT) and DFA U.S. Large Cap Value III Portfolio (DFUVX). 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.
Dividends
DFAT vs. DFUVX - Dividend Comparison
DFAT's dividend yield for the trailing twelve months is around 1.19%, less than DFUVX's 1.80% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFAT Dimensional U.S. Targeted Value ETF | 1.19% | 1.34% | 1.34% | 1.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DFUVX DFA U.S. Large Cap Value III Portfolio | 1.80% | 2.09% | 2.18% | 1.64% | 2.09% | 2.06% | 2.42% | 2.00% | 2.07% | 2.36% | 1.89% | 1.57% |
Drawdowns
DFAT vs. DFUVX - Drawdown Comparison
The maximum DFAT drawdown since its inception was -20.01%, smaller than the maximum DFUVX drawdown of -65.60%. Use the drawdown chart below to compare losses from any high point for DFAT and DFUVX. For additional features, visit the drawdowns tool.
Volatility
DFAT vs. DFUVX - Volatility Comparison
Dimensional U.S. Targeted Value ETF (DFAT) has a higher volatility of 7.94% compared to DFA U.S. Large Cap Value III Portfolio (DFUVX) at 4.76%. This indicates that DFAT's price experiences larger fluctuations and is considered to be riskier than DFUVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.