DFFVX vs. VBR
Compare and contrast key facts about DFA U.S. Targeted Value Portfolio (DFFVX) and Vanguard Small-Cap Value ETF (VBR).
DFFVX is managed by Dimensional Fund Advisors LP. It was launched on Feb 23, 2000. VBR is a passively managed fund by Vanguard that tracks the performance of the MSCI US Small Cap Value Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFFVX or VBR.
Correlation
The correlation between DFFVX and VBR is 0.97, 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. VBR - Performance Comparison
Key characteristics
DFFVX:
-0.01
VBR:
0.12
DFFVX:
0.12
VBR:
0.29
DFFVX:
1.01
VBR:
1.03
DFFVX:
-0.02
VBR:
0.13
DFFVX:
-0.05
VBR:
0.36
DFFVX:
6.23%
VBR:
5.47%
DFFVX:
19.66%
VBR:
16.72%
DFFVX:
-65.13%
VBR:
-62.01%
DFFVX:
-13.34%
VBR:
-11.67%
Returns By Period
In the year-to-date period, DFFVX achieves a -5.44% return, which is significantly lower than VBR's -3.68% return. Over the past 10 years, DFFVX has underperformed VBR with an annualized return of 4.92%, while VBR has yielded a comparatively higher 7.88% annualized return.
DFFVX
-5.44%
-1.60%
-2.95%
1.19%
22.32%
4.92%
VBR
-3.68%
-1.40%
-3.24%
3.34%
21.12%
7.88%
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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.
Risk-Adjusted Performance
DFFVX vs. VBR — Risk-Adjusted Performance Rank
DFFVX
VBR
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.
Dividends
DFFVX vs. VBR - Dividend Comparison
DFFVX's dividend yield for the trailing twelve months is around 1.60%, less than VBR's 2.23% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFFVX DFA U.S. Targeted Value Portfolio | 1.60% | 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 | 2.23% | 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.
Volatility
DFFVX vs. VBR - Volatility Comparison
DFA U.S. Targeted Value Portfolio (DFFVX) has a higher volatility of 5.86% compared to Vanguard Small-Cap Value ETF (VBR) at 5.58%. 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.