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. It was launched on Feb 23, 2000. LONGX is managed by Longboard. It was launched on Mar 15, 2015.
Performance
DFFVX vs. LONGX - Performance Comparison
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DFFVX vs. LONGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFFVX DFA U.S. Targeted Value Portfolio | 5.44% | 9.53% | 9.34% | 19.37% | -4.66% | 31.53% | 3.78% | 21.51% | -15.79% | 9.20% |
LONGX Longboard Alternative Growth Fund | 2.14% | 1.49% | 14.95% | 5.64% | -13.21% | 13.89% | 27.70% | 13.82% | 270.32% | 19.08% |
Returns By Period
In the year-to-date period, DFFVX achieves a 5.44% return, which is significantly higher than LONGX's 2.14% return. Over the past 10 years, DFFVX has underperformed LONGX with an annualized return of 10.46%, while LONGX has yielded a comparatively higher 23.85% annualized return.
DFFVX
- 1D
- 2.10%
- 1M
- -4.22%
- YTD
- 5.44%
- 6M
- 8.08%
- 1Y
- 23.93%
- 3Y*
- 14.30%
- 5Y*
- 8.31%
- 10Y*
- 10.46%
LONGX
- 1D
- 1.80%
- 1M
- -4.43%
- YTD
- 2.14%
- 6M
- 1.80%
- 1Y
- 5.52%
- 3Y*
- 8.70%
- 5Y*
- 3.36%
- 10Y*
- 23.85%
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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.
Return for Risk
DFFVX vs. LONGX — Risk / Return Rank
DFFVX
LONGX
DFFVX vs. LONGX - Risk-Adjusted Trends 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.
| DFFVX | LONGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.08 | 0.52 | +0.56 |
Sortino ratioReturn per unit of downside risk | 1.62 | 0.78 | +0.84 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.10 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.66 | 0.87 | +0.79 |
Martin ratioReturn relative to average drawdown | 6.14 | 2.71 | +3.43 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DFFVX | LONGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.08 | 0.52 | +0.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.28 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.17 | +0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.16 | +0.30 |
Correlation
The correlation between DFFVX and LONGX is 0.63, 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.
Dividends
DFFVX vs. LONGX - Dividend Comparison
DFFVX's dividend yield for the trailing twelve months is around 1.63%, while LONGX has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFFVX DFA U.S. Targeted Value Portfolio | 1.63% | 1.69% | 1.40% | 2.26% | 5.17% | 2.74% | 1.52% | 3.82% | 5.95% | 5.16% | 3.95% | 5.84% |
LONGX Longboard Alternative Growth Fund | 0.00% | 0.00% | 0.00% | 5.40% | 7.64% | 1.73% | 0.00% | 0.00% | 3.10% | 268.50% | 23.29% | 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 -77.16%. Use the drawdown chart below to compare losses from any high point for DFFVX and LONGX.
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Drawdown Indicators
| DFFVX | LONGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.21% | -77.16% | +12.95% |
Max Drawdown (1Y)Largest decline over 1 year | -14.71% | -7.13% | -7.58% |
Max Drawdown (5Y)Largest decline over 5 years | -26.09% | -19.28% | -6.81% |
Max Drawdown (10Y)Largest decline over 10 years | -50.75% | -77.16% | +26.41% |
Current DrawdownCurrent decline from peak | -6.13% | -4.85% | -1.28% |
Average DrawdownAverage peak-to-trough decline | -9.76% | -7.47% | -2.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.98% | 2.28% | +1.70% |
Volatility
DFFVX vs. LONGX - Volatility Comparison
DFA U.S. Targeted Value Portfolio (DFFVX) has a higher volatility of 5.40% compared to Longboard Alternative Growth Fund (LONGX) at 4.55%. 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.
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Volatility by Period
| DFFVX | LONGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.40% | 4.55% | +0.85% |
Volatility (6M)Calculated over the trailing 6-month period | 12.36% | 8.33% | +4.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.64% | 11.33% | +11.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.71% | 11.86% | +9.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.68% | 137.75% | -114.07% |