DFFVX vs. AVUV
Compare and contrast key facts about DFA U.S. Targeted Value Portfolio (DFFVX) and Avantis U.S. Small Cap Value ETF (AVUV).
DFFVX is managed by Dimensional Fund Advisors LP. It was launched on Feb 23, 2000. 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: DFFVX or AVUV.
Performance
DFFVX vs. AVUV - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with DFFVX having a 15.67% return and AVUV slightly higher at 15.85%.
DFFVX
15.67%
7.23%
13.59%
29.94%
14.83%
9.74%
AVUV
15.85%
7.10%
13.70%
31.15%
16.63%
N/A
Key characteristics
| DFFVX | AVUV | |
|---|---|---|
| Sharpe Ratio | 1.53 | 1.50 |
| Sortino Ratio | 2.27 | 2.24 |
| Omega Ratio | 1.28 | 1.28 |
| Calmar Ratio | 3.09 | 2.88 |
| Martin Ratio | 8.17 | 7.56 |
| Ulcer Index | 3.74% | 4.19% |
| Daily Std Dev | 20.02% | 21.12% |
| Max Drawdown | -64.21% | -49.42% |
| Current Drawdown | -1.41% | -1.99% |
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DFFVX vs. AVUV - Expense Ratio Comparison
DFFVX has a 0.29% expense ratio, which is higher than AVUV's 0.25% expense ratio.
Correlation
The correlation between DFFVX and AVUV 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.
Risk-Adjusted Performance
DFFVX vs. AVUV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Targeted Value Portfolio (DFFVX) 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
DFFVX vs. AVUV - Dividend Comparison
DFFVX's dividend yield for the trailing twelve months is around 1.33%, less than AVUV's 1.52% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFFVX DFA U.S. Targeted Value Portfolio | 1.33% | 1.44% | 1.38% | 1.41% | 1.52% | 1.35% | 1.24% | 1.20% | 1.00% | 1.36% | 0.97% | 0.64% |
AVUV Avantis U.S. Small Cap Value ETF | 1.52% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DFFVX vs. AVUV - Drawdown Comparison
The maximum DFFVX drawdown since its inception was -64.21%, which is greater than AVUV's maximum drawdown of -49.42%. Use the drawdown chart below to compare losses from any high point for DFFVX and AVUV. For additional features, visit the drawdowns tool.
Volatility
DFFVX vs. AVUV - Volatility Comparison
The current volatility for DFA U.S. Targeted Value Portfolio (DFFVX) is 7.81%, while Avantis U.S. Small Cap Value ETF (AVUV) has a volatility of 8.47%. This indicates that DFFVX 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.