DFAU vs. AVIE

Last updated Jul 15, 2026

DFAU (Dimensional US Core Equity Market ETF) and AVIE (Avantis Inflation Focused Equity ETF) are both Large Cap Blend Equities funds. Both are actively managed. Over the past 3 years, DFAU returned 19.64%/yr vs 13.32%/yr for AVIE. A 0.55 correlation means they provide meaningful diversification when combined. DFAU charges 0.12%/yr vs 0.25%/yr for AVIE.

Performance

DFAU vs. AVIE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional US Core Equity Market ETF (DFAU) and Avantis Inflation Focused Equity ETF (AVIE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DFAU achieves a 11.58% return, which is significantly lower than AVIE's 16.28% return.

DFAU

• 1D: 0.29%
• 1M: 1.54%
• 6M: 9.17%
• YTD: 11.58%
• 1Y: 22.27%
• 3Y*: 19.64%
• 5Y*: 12.68%
• 10Y*: —

AVIE

• 1D: -0.56%
• 1M: 1.10%
• 6M: 13.30%
• YTD: 16.28%
• 1Y: 25.47%
• 3Y*: 13.32%
• 5Y*: —
• 10Y*: —

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

DFAU vs. AVIE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
DFAU Dimensional US Core Equity Market ETF	11.58%	16.78%	23.17%	24.79%	4.32%
AVIE Avantis Inflation Focused Equity ETF	16.28%	11.37%	6.17%	4.19%	15.20%

Correlation

The correlation between DFAU and AVIE is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.22
Correlation (3Y) Calculated over the trailing 3-year period	0.47
Correlation (All Time) Calculated using the full available price history since Sep 29, 2022	0.55

Over the past year, the correlation between DFAU and AVIE has dropped to 0.22 - well below their long-term average of 0.55, suggesting their price drivers have been diverging.

DFAU vs. AVIE - Sectors Allocation Comparison

Sectors	DFAU	AVIE
Technology	36.0%	0.1%
Financial Services	12.1%	15.0%
Consumer Cyclical	10.6%	0.0%
Industrials	10.1%	1.3%
Communication Services	9.8%	-
Healthcare	8.3%	26.3%
Consumer Defensive	4.4%	17.1%
Energy	4.1%	30.0%
Basic Materials	2.4%	9.8%
Utilities	2.3%	0.0%
Real Estate	0.1%	0.1%

Return for Risk

DFAU vs. AVIE — Risk / Return Rank

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

DFAU

DFAU Risk / Return Rank: 69
DFAU Sharpe Ratio Rank: 69
DFAU Sortino Ratio Rank: 67
DFAU Omega Ratio Rank: 67
DFAU Calmar Ratio Rank: 65
DFAU Martin Ratio Rank: 76

AVIE

AVIE Risk / Return Rank: 91
AVIE Sharpe Ratio Rank: 92
AVIE Sortino Ratio Rank: 93
AVIE Omega Ratio Rank: 89
AVIE Calmar Ratio Rank: 93
AVIE Martin Ratio Rank: 90

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.

DFAU vs. AVIE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional US Core Equity Market ETF (DFAU) and Avantis Inflation Focused Equity ETF (AVIE). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	DFAU	AVIE	Difference
Sharpe ratio: Return per unit of total volatility	1.76	2.51	-0.74
Sortino ratio: Return per unit of downside risk	2.43	3.63	-1.20
Omega ratio: Gain probability vs. loss probability	1.32	1.44	-0.12
Calmar ratio: Return relative to maximum drawdown	2.58	5.15	-2.57
Martin ratio: Return relative to average drawdown	11.26	16.27	-5.02

DFAU vs. AVIE - Sharpe Ratio Comparison

The current DFAU Sharpe Ratio is 1.76, which is comparable to the AVIE Sharpe Ratio of 2.51. The chart below compares the historical Sharpe Ratios of DFAU and AVIE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DFAU vs. AVIE - Drawdown Comparison

The maximum DFAU drawdown since its inception was -23.61%, which is greater than AVIE's maximum drawdown of -12.39%. Use the drawdown chart below to compare losses from any high point for DFAU and AVIE.

Drawdown Indicators

	DFAU	AVIE	Difference
Max Drawdown Largest peak-to-trough decline	-23.61%	-12.39%	-11.22%
Max Drawdown (1Y) Largest decline over 1 year	-8.67%	-4.97%	-3.70%
Max Drawdown (3Y) Largest decline over 3 years	-19.36%	-12.39%	-6.97%
Max Drawdown (5Y) Largest decline over 5 years	-23.61%	—	—
Current Drawdown Current decline from peak	-0.44%	-0.63%	+0.19%
Average Drawdown Average peak-to-trough decline	-4.92%	-2.97%	-1.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.98%	1.58%	+0.40%

Volatility

DFAU vs. AVIE - Volatility Comparison

The current volatility for Dimensional US Core Equity Market ETF (DFAU) is 3.51%, while Avantis Inflation Focused Equity ETF (AVIE) has a volatility of 3.73%. This indicates that DFAU experiences smaller price fluctuations and is considered to be less risky than AVIE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DFAU	AVIE	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.51%	3.73%	-0.22%
Volatility (6M) Calculated over the trailing 6-month period	9.96%	7.50%	+2.46%
Volatility (1Y) Calculated over the trailing 1-year period	12.67%	10.21%	+2.46%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.12%	12.90%	+4.22%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.72%	12.90%	+3.82%

DFAU vs. AVIE - Expense Ratio Comparison

DFAU has a 0.12% expense ratio, which is lower than AVIE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

DFAU vs. AVIE - Dividend Comparison

DFAU's dividend yield for the trailing twelve months is around 0.91%, less than AVIE's 1.43% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
AVIE Avantis Inflation Focused Equity ETF	1.43%	1.75%	1.89%	3.72%	0.39%	0.00%	0.00%
DFAU Dimensional US Core Equity Market ETF	0.91%	0.95%	1.10%	1.29%	1.40%	1.00%	0.13%

Frequently Asked Questions

Can I hold both DFAU and AVIE in my portfolio?

DFAU and AVIE have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DFAU or AVIE?

AVIE has higher volatility (3.73%) compared to DFAU (3.51%). In terms of maximum drawdown, DFAU dropped -23.61% vs AVIE's -12.39%.

Which ETF is better, DFAU or AVIE?

On 3-year performance, DFAU leads with 19.64% vs 13.32% for AVIE. On fees, DFAU is cheaper at 0.12% per year. On volatility, DFAU has been the lower-risk option at 3.51%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DFAU or AVIE?

Over the 3-year period, DFAU has performed better with a 19.64% return vs 13.32%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DFAU or AVIE?

DFAU is cheaper with a 0.12% expense ratio, compared with 0.25% for AVIE.

Which ETF pays a higher dividend yield, DFAU or AVIE?

AVIE has the higher dividend yield at 1.43%, compared with 0.91% for DFAU.

What is the main difference between DFAU and AVIE?

They also come from different issuers: Dimensional and Avantis. Their fees differ too: 0.12% for DFAU and 0.25% for AVIE.

Which has better risk-adjusted returns?

AVIE currently has the higher Sharpe Ratio (2.51 vs 1.76), 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.