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DFFVX vs. VBR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DFFVX and VBR is 0.84, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

DFFVX vs. VBR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA U.S. Targeted Value Portfolio (DFFVX) and Vanguard Small-Cap Value ETF (VBR). The values are adjusted to include any dividend payments, if applicable.

200.00%300.00%400.00%500.00%600.00%NovemberDecember2025FebruaryMarchApril
191.03%
467.83%
DFFVX
VBR

Key characteristics

Sharpe Ratio

DFFVX:

-0.14

VBR:

0.00

Sortino Ratio

DFFVX:

-0.04

VBR:

0.15

Omega Ratio

DFFVX:

1.00

VBR:

1.02

Calmar Ratio

DFFVX:

-0.13

VBR:

0.00

Martin Ratio

DFFVX:

-0.41

VBR:

0.01

Ulcer Index

DFFVX:

8.27%

VBR:

7.30%

Daily Std Dev

DFFVX:

24.00%

VBR:

21.23%

Max Drawdown

DFFVX:

-65.13%

VBR:

-62.01%

Current Drawdown

DFFVX:

-18.91%

VBR:

-16.61%

Returns By Period

In the year-to-date period, DFFVX achieves a -11.51% return, which is significantly lower than VBR's -9.07% return. Over the past 10 years, DFFVX has underperformed VBR with an annualized return of 4.17%, while VBR has yielded a comparatively higher 7.21% annualized return.


DFFVX

YTD

-11.51%

1M

-6.97%

6M

-9.51%

1Y

-2.74%

5Y*

17.14%

10Y*

4.17%

VBR

YTD

-9.07%

1M

-5.70%

6M

-8.86%

1Y

0.68%

5Y*

16.37%

10Y*

7.21%

*Annualized

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DFFVX vs. VBR - Expense Ratio Comparison

DFFVX has a 0.29% expense ratio, which is higher than VBR's 0.07% expense ratio.


Expense ratio chart for DFFVX: current value is 0.29%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DFFVX: 0.29%
Expense ratio chart for VBR: current value is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VBR: 0.07%

Risk-Adjusted Performance

DFFVX vs. VBR — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DFFVX
The Risk-Adjusted Performance Rank of DFFVX is 1414
Overall Rank
The Sharpe Ratio Rank of DFFVX is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of DFFVX is 1515
Sortino Ratio Rank
The Omega Ratio Rank of DFFVX is 1515
Omega Ratio Rank
The Calmar Ratio Rank of DFFVX is 1212
Calmar Ratio Rank
The Martin Ratio Rank of DFFVX is 1313
Martin Ratio Rank

VBR
The Risk-Adjusted Performance Rank of VBR is 1919
Overall Rank
The Sharpe Ratio Rank of VBR is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of VBR is 2020
Sortino Ratio Rank
The Omega Ratio Rank of VBR is 1919
Omega Ratio Rank
The Calmar Ratio Rank of VBR is 1919
Calmar Ratio Rank
The Martin Ratio Rank of VBR is 1919
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DFFVX vs. VBR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Targeted Value Portfolio (DFFVX) and Vanguard Small-Cap Value ETF (VBR). 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 chart of Sharpe ratio for DFFVX, currently valued at -0.14, compared to the broader market-1.000.001.002.003.00
DFFVX: -0.14
VBR: 0.00
The chart of Sortino ratio for DFFVX, currently valued at -0.04, compared to the broader market-2.000.002.004.006.008.00
DFFVX: -0.04
VBR: 0.15
The chart of Omega ratio for DFFVX, currently valued at 1.00, compared to the broader market0.501.001.502.002.503.00
DFFVX: 1.00
VBR: 1.02
The chart of Calmar ratio for DFFVX, currently valued at -0.13, compared to the broader market0.002.004.006.008.0010.00
DFFVX: -0.13
VBR: 0.00
The chart of Martin ratio for DFFVX, currently valued at -0.41, compared to the broader market0.0010.0020.0030.0040.0050.00
DFFVX: -0.41
VBR: 0.01

The current DFFVX Sharpe Ratio is -0.14, which is lower than the VBR Sharpe Ratio of 0.00. The chart below compares the historical Sharpe Ratios of DFFVX and VBR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.14
0.00
DFFVX
VBR

Dividends

DFFVX vs. VBR - Dividend Comparison

DFFVX's dividend yield for the trailing twelve months is around 1.71%, less than VBR's 2.36% yield.


TTM20242023202220212020201920182017201620152014
DFFVX
DFA U.S. Targeted Value Portfolio
1.71%1.40%1.44%1.38%1.41%1.52%1.35%1.24%1.20%1.00%1.36%0.97%
VBR
Vanguard Small-Cap Value ETF
2.36%1.98%2.12%2.03%1.75%1.68%2.06%2.35%1.79%1.77%1.99%1.77%

Drawdowns

DFFVX vs. VBR - Drawdown Comparison

The maximum DFFVX drawdown since its inception was -65.13%, which is greater than VBR's maximum drawdown of -62.01%. Use the drawdown chart below to compare losses from any high point for DFFVX and VBR. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-18.91%
-16.61%
DFFVX
VBR

Volatility

DFFVX vs. VBR - Volatility Comparison

DFA U.S. Targeted Value Portfolio (DFFVX) has a higher volatility of 14.83% compared to Vanguard Small-Cap Value ETF (VBR) at 14.03%. This indicates that DFFVX's price experiences larger fluctuations and is considered to be riskier than VBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.83%
14.03%
DFFVX
VBR