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.
Key characteristics
| DFFVX | AVUV | |
|---|---|---|
| YTD Return | 4.38% | 4.24% |
| 1Y Return | 27.59% | 31.34% |
| 3Y Return (Ann) | 6.99% | 7.93% |
| Sharpe Ratio | 1.66 | 1.78 |
| Daily Std Dev | 18.69% | 19.77% |
| Max Drawdown | -64.21% | -49.42% |
| Current Drawdown | -0.45% | -0.51% |
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.
Performance
DFFVX vs. AVUV - Performance Comparison
The year-to-date returns for both stocks are quite close, with DFFVX having a 4.38% return and AVUV slightly lower at 4.24%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
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 2.18%, more than AVUV's 1.58% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFFVX DFA U.S. Targeted Value Portfolio | 2.18% | 2.26% | 5.17% | 8.12% | 1.52% | 3.82% | 5.95% | 5.58% | 4.24% | 5.84% | 5.52% | 6.45% |
AVUV Avantis U.S. Small Cap Value ETF | 1.58% | 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 3.98%, while Avantis U.S. Small Cap Value ETF (AVUV) has a volatility of 4.39%. 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.