DFFVX vs. DFSVX
Compare and contrast key facts about DFA U.S. Targeted Value Portfolio (DFFVX) and DFA U.S. Small Cap Value Portfolio I (DFSVX).
DFFVX is managed by Dimensional Fund Advisors LP. It was launched on Feb 23, 2000. DFSVX is managed by Dimensional Fund Advisors LP. It was launched on Mar 2, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFFVX or DFSVX.
Key characteristics
| DFFVX | DFSVX | |
|---|---|---|
| YTD Return | 15.86% | 16.70% |
| 1Y Return | 36.46% | 36.86% |
| 3Y Return (Ann) | 8.55% | 9.23% |
| 5Y Return (Ann) | 14.62% | 14.89% |
| 10Y Return (Ann) | 9.90% | 9.53% |
| Sharpe Ratio | 1.76 | 1.79 |
| Sortino Ratio | 2.61 | 2.64 |
| Omega Ratio | 1.32 | 1.33 |
| Calmar Ratio | 3.49 | 3.67 |
| Martin Ratio | 9.75 | 10.12 |
| Ulcer Index | 3.72% | 3.63% |
| Daily Std Dev | 20.61% | 20.53% |
| Max Drawdown | -64.21% | -66.70% |
| Current Drawdown | -1.24% | -1.29% |
Correlation
The correlation between DFFVX and DFSVX is 0.99, 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. DFSVX - Performance Comparison
In the year-to-date period, DFFVX achieves a 15.86% return, which is significantly lower than DFSVX's 16.70% return. Both investments have delivered pretty close results over the past 10 years, with DFFVX having a 9.90% annualized return and DFSVX not far behind at 9.53%. 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. DFSVX - Expense Ratio Comparison
DFFVX has a 0.29% expense ratio, which is lower than DFSVX's 0.30% expense ratio.
Risk-Adjusted Performance
DFFVX vs. DFSVX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Targeted Value Portfolio (DFFVX) and DFA U.S. Small Cap Value Portfolio I (DFSVX). 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. DFSVX - Dividend Comparison
DFFVX's dividend yield for the trailing twelve months is around 1.33%, less than DFSVX's 3.22% 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% |
DFSVX DFA U.S. Small Cap Value Portfolio I | 3.22% | 3.67% | 6.77% | 10.40% | 1.96% | 2.83% | 7.54% | 5.62% | 4.53% | 5.83% | 4.53% | 5.09% |
Drawdowns
DFFVX vs. DFSVX - Drawdown Comparison
The maximum DFFVX drawdown since its inception was -64.21%, roughly equal to the maximum DFSVX drawdown of -66.70%. Use the drawdown chart below to compare losses from any high point for DFFVX and DFSVX. For additional features, visit the drawdowns tool.
Volatility
DFFVX vs. DFSVX - Volatility Comparison
DFA U.S. Targeted Value Portfolio (DFFVX) and DFA U.S. Small Cap Value Portfolio I (DFSVX) have volatilities of 8.05% and 8.24%, 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.