DFFVX vs. AVALX
Compare and contrast key facts about DFA U.S. Targeted Value Portfolio (DFFVX) and Aegis Value Fund (AVALX).
DFFVX is managed by Dimensional. It was launched on Feb 23, 2000. AVALX is managed by Aegis. It was launched on May 15, 1998.
Performance
DFFVX vs. AVALX - Performance Comparison
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DFFVX vs. AVALX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFFVX DFA U.S. Targeted Value Portfolio | 3.27% | 9.53% | 9.34% | 19.37% | -4.66% | 31.53% | 3.78% | 21.51% | -15.79% | 9.20% |
AVALX Aegis Value Fund | 13.53% | 67.06% | 8.29% | 13.11% | 10.50% | 37.67% | 18.89% | 25.67% | -16.95% | 17.37% |
Returns By Period
In the year-to-date period, DFFVX achieves a 3.27% return, which is significantly lower than AVALX's 13.53% return. Over the past 10 years, DFFVX has underperformed AVALX with an annualized return of 10.23%, while AVALX has yielded a comparatively higher 21.54% annualized return.
DFFVX
- 1D
- -0.57%
- 1M
- -5.78%
- YTD
- 3.27%
- 6M
- 6.24%
- 1Y
- 21.73%
- 3Y*
- 13.51%
- 5Y*
- 8.15%
- 10Y*
- 10.23%
AVALX
- 1D
- -0.54%
- 1M
- -4.89%
- YTD
- 13.53%
- 6M
- 24.20%
- 1Y
- 69.86%
- 3Y*
- 28.86%
- 5Y*
- 25.16%
- 10Y*
- 21.54%
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DFFVX vs. AVALX - Expense Ratio Comparison
DFFVX has a 0.29% expense ratio, which is lower than AVALX's 1.50% expense ratio.
Return for Risk
DFFVX vs. AVALX — Risk / Return Rank
DFFVX
AVALX
DFFVX vs. AVALX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Targeted Value Portfolio (DFFVX) and Aegis Value Fund (AVALX). 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.
| DFFVX | AVALX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 3.30 | -2.33 |
Sortino ratioReturn per unit of downside risk | 1.49 | 3.95 | -2.46 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.59 | -0.39 |
Calmar ratioReturn relative to maximum drawdown | 1.31 | 5.11 | -3.80 |
Martin ratioReturn relative to average drawdown | 4.88 | 24.92 | -20.03 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DFFVX | AVALX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 3.30 | -2.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 1.12 | -0.74 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.97 | -0.53 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.53 | -0.07 |
Correlation
The correlation between DFFVX and AVALX is 0.72, 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.
Dividends
DFFVX vs. AVALX - Dividend Comparison
DFFVX's dividend yield for the trailing twelve months is around 1.66%, less than AVALX's 2.06% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFFVX DFA U.S. Targeted Value Portfolio | 1.66% | 1.69% | 1.40% | 2.26% | 5.17% | 2.74% | 1.52% | 3.82% | 5.95% | 5.16% | 3.95% | 5.84% |
AVALX Aegis Value Fund | 2.06% | 2.34% | 7.07% | 2.23% | 0.16% | 0.00% | 6.62% | 2.36% | 6.18% | 0.00% | 1.45% | 0.04% |
Drawdowns
DFFVX vs. AVALX - Drawdown Comparison
The maximum DFFVX drawdown since its inception was -64.21%, smaller than the maximum AVALX drawdown of -73.72%. Use the drawdown chart below to compare losses from any high point for DFFVX and AVALX.
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Drawdown Indicators
| DFFVX | AVALX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.21% | -73.72% | +9.51% |
Max Drawdown (1Y)Largest decline over 1 year | -14.71% | -13.02% | -1.69% |
Max Drawdown (5Y)Largest decline over 5 years | -26.09% | -32.00% | +5.91% |
Max Drawdown (10Y)Largest decline over 10 years | -50.75% | -48.34% | -2.41% |
Current DrawdownCurrent decline from peak | -8.07% | -6.09% | -1.98% |
Average DrawdownAverage peak-to-trough decline | -9.76% | -11.01% | +1.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.96% | 2.67% | +1.29% |
Volatility
DFFVX vs. AVALX - Volatility Comparison
The current volatility for DFA U.S. Targeted Value Portfolio (DFFVX) is 4.90%, while Aegis Value Fund (AVALX) has a volatility of 5.32%. This indicates that DFFVX experiences smaller price fluctuations and is considered to be less risky than AVALX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFFVX | AVALX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.90% | 5.32% | -0.42% |
Volatility (6M)Calculated over the trailing 6-month period | 12.20% | 14.20% | -2.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.60% | 21.15% | +1.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.69% | 22.62% | -0.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.67% | 22.32% | +1.35% |