DFFVX vs. LONGX

In the year-to-date period, DFFVX achieves a -7.22% return, which is significantly lower than LONGX's -1.76% return. Over the past 10 years, DFFVX has outperformed LONGX with an annualized return of 4.73%, while LONGX has yielded a comparatively lower -5.93% annualized return.

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DFFVX has a 0.29% expense ratio, which is lower than LONGX's 1.99% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Targeted Value Portfolio (DFFVX) and Longboard Alternative Growth Fund (LONGX). 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.

The current DFFVX Sharpe Ratio is -0.15, which is lower than the LONGX Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of DFFVX and LONGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DFFVX's dividend yield for the trailing twelve months is around 1.18%, while LONGX has not paid dividends to shareholders.

The maximum DFFVX drawdown since its inception was -65.13%, smaller than the maximum LONGX drawdown of -76.91%. Use the drawdown chart below to compare losses from any high point for DFFVX and LONGX. For additional features, visit the drawdowns tool.

The current volatility for DFA U.S. Targeted Value Portfolio (DFFVX) is NaN%, while Longboard Alternative Growth Fund (LONGX) has a volatility of NaN%. This indicates that DFFVX experiences smaller price fluctuations and is considered to be less risky than LONGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.