DFAT vs. SLYV
Compare and contrast key facts about Dimensional U.S. Targeted Value ETF (DFAT) and SPDR S&P 600 Small Cap Value ETF (SLYV).
DFAT and SLYV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DFAT is an actively managed fund by Dimensional Fund Advisors LP. It was launched on Jun 14, 2021. SLYV is a passively managed fund by State Street that tracks the performance of the S&P SmallCap 600 Value Index. It was launched on Sep 29, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFAT or SLYV.
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.
Performance
DFAT vs. SLYV - Performance Comparison
Key characteristics
DFAT:
0.43
SLYV:
0.41
DFAT:
0.75
SLYV:
0.73
DFAT:
1.09
SLYV:
1.09
DFAT:
0.86
SLYV:
0.74
DFAT:
2.04
SLYV:
1.76
DFAT:
4.10%
SLYV:
4.83%
DFAT:
19.54%
SLYV:
20.68%
DFAT:
-20.01%
SLYV:
-61.32%
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
8.60%
-6.49%
10.03%
8.37%
N/A
N/A
SLYV
8.27%
-4.81%
15.36%
8.48%
8.18%
8.12%
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DFAT vs. SLYV - Expense Ratio Comparison
DFAT has a 0.34% expense ratio, which is higher than SLYV's 0.15% expense ratio.
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.
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.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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.
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.