DFEVX vs. AVUV
Compare and contrast key facts about DFA Emerging Markets Value Portfolio (DFEVX) and Avantis U.S. Small Cap Value ETF (AVUV).
DFEVX is managed by Dimensional Fund Advisors LP. It was launched on Mar 31, 1998. AVUV is an actively managed fund by American Century Investments. It was launched on Sep 24, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFEVX or AVUV.
Performance
DFEVX vs. AVUV - Performance Comparison
Returns By Period
In the year-to-date period, DFEVX achieves a 8.27% return, which is significantly lower than AVUV's 13.81% return.
DFEVX
8.27%
-3.60%
-1.13%
13.61%
6.67%
4.57%
AVUV
13.81%
4.94%
10.37%
29.33%
16.23%
N/A
Key characteristics
| DFEVX | AVUV | |
|---|---|---|
| Sharpe Ratio | 1.08 | 1.31 |
| Sortino Ratio | 1.49 | 2.01 |
| Omega Ratio | 1.20 | 1.25 |
| Calmar Ratio | 1.58 | 2.53 |
| Martin Ratio | 4.65 | 6.63 |
| Ulcer Index | 2.89% | 4.19% |
| Daily Std Dev | 12.49% | 21.10% |
| Max Drawdown | -67.59% | -49.42% |
| Current Drawdown | -7.13% | -3.72% |
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DFEVX vs. AVUV - Expense Ratio Comparison
DFEVX has a 0.45% expense ratio, which is higher than AVUV's 0.25% expense ratio.
Correlation
The correlation between DFEVX and AVUV is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
DFEVX vs. AVUV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Emerging Markets Value Portfolio (DFEVX) and Avantis U.S. Small Cap Value ETF (AVUV). 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
DFEVX vs. AVUV - Dividend Comparison
DFEVX's dividend yield for the trailing twelve months is around 4.57%, more than AVUV's 1.55% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFEVX DFA Emerging Markets Value Portfolio | 4.57% | 4.39% | 4.44% | 3.81% | 2.46% | 2.47% | 2.49% | 2.44% | 1.99% | 2.55% | 2.63% | 2.39% |
AVUV Avantis U.S. Small Cap Value ETF | 1.55% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DFEVX vs. AVUV - Drawdown Comparison
The maximum DFEVX drawdown since its inception was -67.59%, which is greater than AVUV's maximum drawdown of -49.42%. Use the drawdown chart below to compare losses from any high point for DFEVX and AVUV. For additional features, visit the drawdowns tool.
Volatility
DFEVX vs. AVUV - Volatility Comparison
The current volatility for DFA Emerging Markets Value Portfolio (DFEVX) is 3.93%, while Avantis U.S. Small Cap Value ETF (AVUV) has a volatility of 8.43%. This indicates that DFEVX experiences smaller price fluctuations and is considered to be less risky than AVUV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.