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DFAU vs. AVUS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DFAU and AVUS 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.


-0.50.00.51.0
Correlation: 1.0

Performance

DFAU vs. AVUS - Performance Comparison

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

50.00%60.00%70.00%80.00%NovemberDecember2025FebruaryMarchApril
48.17%
49.57%
DFAU
AVUS

Key characteristics

Sharpe Ratio

DFAU:

-0.19

AVUS:

-0.31

Sortino Ratio

DFAU:

-0.14

AVUS:

-0.30

Omega Ratio

DFAU:

0.98

AVUS:

0.96

Calmar Ratio

DFAU:

-0.17

AVUS:

-0.29

Martin Ratio

DFAU:

-0.88

AVUS:

-1.40

Ulcer Index

DFAU:

3.51%

AVUS:

3.65%

Daily Std Dev

DFAU:

16.14%

AVUS:

16.40%

Max Drawdown

DFAU:

-23.61%

AVUS:

-37.04%

Current Drawdown

DFAU:

-17.75%

AVUS:

-17.99%

Returns By Period

The year-to-date returns for both investments are quite close, with DFAU having a -14.06% return and AVUS slightly higher at -13.94%.


DFAU

YTD

-14.06%

1M

-13.11%

6M

-11.91%

1Y

-1.89%

5Y*

N/A

10Y*

N/A

AVUS

YTD

-13.94%

1M

-13.04%

6M

-12.21%

1Y

-4.01%

5Y*

18.13%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


DFAU vs. AVUS - Expense Ratio Comparison

DFAU has a 0.12% expense ratio, which is lower than AVUS's 0.15% 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%.


AVUS
Avantis U.S. Equity ETF
Expense ratio chart for AVUS: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
AVUS: 0.15%
Expense ratio chart for DFAU: current value is 0.12%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DFAU: 0.12%

Risk-Adjusted Performance

DFAU vs. AVUS — Risk-Adjusted Performance Rank

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

DFAU
The Risk-Adjusted Performance Rank of DFAU is 1919
Overall Rank
The Sharpe Ratio Rank of DFAU is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of DFAU is 2020
Sortino Ratio Rank
The Omega Ratio Rank of DFAU is 1919
Omega Ratio Rank
The Calmar Ratio Rank of DFAU is 2020
Calmar Ratio Rank
The Martin Ratio Rank of DFAU is 1515
Martin Ratio Rank

AVUS
The Risk-Adjusted Performance Rank of AVUS is 1212
Overall Rank
The Sharpe Ratio Rank of AVUS is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of AVUS is 1414
Sortino Ratio Rank
The Omega Ratio Rank of AVUS is 1313
Omega Ratio Rank
The Calmar Ratio Rank of AVUS is 1414
Calmar Ratio Rank
The Martin Ratio Rank of AVUS is 88
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DFAU vs. AVUS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional US Core Equity Market ETF (DFAU) and Avantis U.S. Equity ETF (AVUS). 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 DFAU, currently valued at -0.19, compared to the broader market-1.000.001.002.003.004.005.00
DFAU: -0.19
AVUS: -0.31
The chart of Sortino ratio for DFAU, currently valued at -0.14, compared to the broader market-2.000.002.004.006.008.0010.00
DFAU: -0.14
AVUS: -0.30
The chart of Omega ratio for DFAU, currently valued at 0.98, compared to the broader market0.501.001.502.002.50
DFAU: 0.98
AVUS: 0.96
The chart of Calmar ratio for DFAU, currently valued at -0.17, compared to the broader market0.005.0010.0015.00
DFAU: -0.17
AVUS: -0.29
The chart of Martin ratio for DFAU, currently valued at -0.88, compared to the broader market0.0020.0040.0060.0080.00
DFAU: -0.88
AVUS: -1.40

The current DFAU Sharpe Ratio is -0.19, which is higher than the AVUS Sharpe Ratio of -0.31. The chart below compares the historical Sharpe Ratios of DFAU and AVUS, 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.19
-0.31
DFAU
AVUS

Dividends

DFAU vs. AVUS - Dividend Comparison

DFAU's dividend yield for the trailing twelve months is around 1.32%, less than AVUS's 1.52% yield.


TTM202420232022202120202019
DFAU
Dimensional US Core Equity Market ETF
1.32%1.10%1.29%1.40%1.00%0.13%0.00%
AVUS
Avantis U.S. Equity ETF
1.52%1.27%1.41%1.60%1.08%1.19%0.35%

Drawdowns

DFAU vs. AVUS - Drawdown Comparison

The maximum DFAU drawdown since its inception was -23.61%, smaller than the maximum AVUS drawdown of -37.04%. Use the drawdown chart below to compare losses from any high point for DFAU and AVUS. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-17.75%
-17.99%
DFAU
AVUS

Volatility

DFAU vs. AVUS - Volatility Comparison

Dimensional US Core Equity Market ETF (DFAU) and Avantis U.S. Equity ETF (AVUS) have volatilities of 9.45% and 9.74%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
9.45%
9.74%
DFAU
AVUS
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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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