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DFAT vs. SLYV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DFAT and SLYV 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

DFAT vs. SLYV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional U.S. Targeted Value ETF (DFAT) and SPDR S&P 600 Small Cap Value ETF (SLYV). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
10.03%
15.36%
DFAT
SLYV

Key characteristics

Sharpe Ratio

DFAT:

0.43

SLYV:

0.41

Sortino Ratio

DFAT:

0.75

SLYV:

0.73

Omega Ratio

DFAT:

1.09

SLYV:

1.09

Calmar Ratio

DFAT:

0.86

SLYV:

0.74

Martin Ratio

DFAT:

2.04

SLYV:

1.76

Ulcer Index

DFAT:

4.10%

SLYV:

4.83%

Daily Std Dev

DFAT:

19.54%

SLYV:

20.68%

Max Drawdown

DFAT:

-20.01%

SLYV:

-61.32%

Current Drawdown

DFAT:

-7.81%

SLYV:

-6.73%

Returns By Period

The year-to-date returns for both stocks are quite close, with DFAT having a 8.60% return and SLYV slightly lower at 8.27%.


DFAT

YTD

8.60%

1M

-6.49%

6M

10.03%

1Y

8.37%

5Y*

N/A

10Y*

N/A

SLYV

YTD

8.27%

1M

-4.81%

6M

15.36%

1Y

8.48%

5Y*

8.18%

10Y*

8.12%

Compare stocks, funds, or ETFs

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


DFAT vs. SLYV - Expense Ratio Comparison

DFAT has a 0.34% expense ratio, which is higher than SLYV's 0.15% expense ratio.


DFAT
Dimensional U.S. Targeted Value ETF
Expense ratio chart for DFAT: current value at 0.34% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.34%
Expense ratio chart for SLYV: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

DFAT vs. SLYV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional U.S. Targeted Value ETF (DFAT) and SPDR S&P 600 Small Cap Value ETF (SLYV). 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 DFAT, currently valued at 0.43, compared to the broader market0.002.004.000.430.41
The chart of Sortino ratio for DFAT, currently valued at 0.75, compared to the broader market-2.000.002.004.006.008.0010.000.750.73
The chart of Omega ratio for DFAT, currently valued at 1.09, compared to the broader market0.501.001.502.002.503.001.091.09
The chart of Calmar ratio for DFAT, currently valued at 0.86, compared to the broader market0.005.0010.0015.000.860.74
The chart of Martin ratio for DFAT, currently valued at 2.04, compared to the broader market0.0020.0040.0060.0080.00100.002.041.76
DFAT
SLYV

The current DFAT Sharpe Ratio is 0.43, which is comparable to the SLYV Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of DFAT and SLYV, 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.43
0.41
DFAT
SLYV

Dividends

DFAT vs. SLYV - Dividend Comparison

DFAT's dividend yield for the trailing twelve months is around 1.30%, less than SLYV's 2.27% yield.


TTM20232022202120202019201820172016201520142013
DFAT
Dimensional U.S. Targeted Value ETF
1.30%1.34%1.34%1.13%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SLYV
SPDR S&P 600 Small Cap Value ETF
2.27%2.11%1.47%1.94%1.40%1.66%2.14%5.53%2.18%6.55%7.50%1.58%

Drawdowns

DFAT vs. SLYV - Drawdown Comparison

The maximum DFAT drawdown since its inception was -20.01%, smaller than the maximum SLYV drawdown of -61.32%. Use the drawdown chart below to compare losses from any high point for DFAT and SLYV. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.81%
-6.73%
DFAT
SLYV

Volatility

DFAT vs. SLYV - Volatility Comparison

The current volatility for Dimensional U.S. Targeted Value ETF (DFAT) is 5.03%, while SPDR S&P 600 Small Cap Value ETF (SLYV) has a volatility of 5.43%. This indicates that DFAT experiences smaller price fluctuations and is considered to be less risky than SLYV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
5.03%
5.43%
DFAT
SLYV
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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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