DFFVX vs. LONGX
Compare and contrast key facts about DFA U.S. Targeted Value Portfolio (DFFVX) and Longboard Alternative Growth Fund (LONGX).
DFFVX is managed by Dimensional Fund Advisors LP. It was launched on Feb 23, 2000. LONGX is managed by Longboard. It was launched on Mar 15, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFFVX or LONGX.
Key characteristics
| DFFVX | LONGX | |
|---|---|---|
| YTD Return | 15.86% | 21.26% |
| 1Y Return | 36.46% | 31.06% |
| 3Y Return (Ann) | 8.55% | 3.42% |
| 5Y Return (Ann) | 14.62% | 10.90% |
| Sharpe Ratio | 1.76 | 2.34 |
| Sortino Ratio | 2.61 | 3.28 |
| Omega Ratio | 1.32 | 1.41 |
| Calmar Ratio | 3.49 | 0.48 |
| Martin Ratio | 9.75 | 14.69 |
| Ulcer Index | 3.72% | 2.13% |
| Daily Std Dev | 20.61% | 13.40% |
| Max Drawdown | -64.21% | -76.91% |
| Current Drawdown | -1.24% | -54.94% |
Correlation
The correlation between DFFVX and LONGX is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
DFFVX vs. LONGX - Performance Comparison
In the year-to-date period, DFFVX achieves a 15.86% return, which is significantly lower than LONGX's 21.26% return. 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. LONGX - Expense Ratio Comparison
DFFVX has a 0.29% expense ratio, which is lower than LONGX's 1.99% expense ratio.
Risk-Adjusted Performance
DFFVX vs. LONGX - Risk-Adjusted Performance Comparison
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.
Dividends
DFFVX vs. LONGX - Dividend Comparison
DFFVX's dividend yield for the trailing twelve months is around 1.33%, while LONGX has not paid dividends to shareholders.
| 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% |
LONGX Longboard Alternative Growth Fund | 0.00% | 5.40% | 7.64% | 1.72% | 0.00% | 0.00% | 3.10% | 1,074.01% | 23.29% | 0.54% | 0.00% | 0.00% |
Drawdowns
DFFVX vs. LONGX - Drawdown Comparison
The maximum DFFVX drawdown since its inception was -64.21%, 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.
Volatility
DFFVX vs. LONGX - Volatility Comparison
DFA U.S. Targeted Value Portfolio (DFFVX) has a higher volatility of 8.05% compared to Longboard Alternative Growth Fund (LONGX) at 5.20%. This indicates that DFFVX's price experiences larger fluctuations and is considered to be riskier than LONGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.