DFIVX vs. SPYV
Compare and contrast key facts about DFA International Value Portfolio (DFIVX) and SPDR Portfolio S&P 500 Value ETF (SPYV).
DFIVX is managed by Dimensional Fund Advisors LP. It was launched on Feb 14, 1994. SPYV is a passively managed fund by State Street that tracks the performance of the S&P 500 Value. It was launched on Sep 25, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFIVX or SPYV.
Correlation
The correlation between DFIVX and SPYV is 0.73, 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
DFIVX vs. SPYV - Performance Comparison
Key characteristics
DFIVX:
1.34
SPYV:
1.44
DFIVX:
1.80
SPYV:
2.06
DFIVX:
1.23
SPYV:
1.26
DFIVX:
2.02
SPYV:
1.78
DFIVX:
5.22
SPYV:
5.10
DFIVX:
3.24%
SPYV:
2.86%
DFIVX:
12.65%
SPYV:
10.16%
DFIVX:
-66.29%
SPYV:
-58.45%
DFIVX:
-0.53%
SPYV:
-3.11%
Returns By Period
In the year-to-date period, DFIVX achieves a 8.79% return, which is significantly higher than SPYV's 4.01% return. Over the past 10 years, DFIVX has underperformed SPYV with an annualized return of 5.55%, while SPYV has yielded a comparatively higher 10.28% annualized return.
DFIVX
8.79%
4.38%
5.29%
16.04%
10.04%
5.55%
SPYV
4.01%
1.55%
4.92%
14.05%
11.28%
10.28%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DFIVX vs. SPYV - Expense Ratio Comparison
DFIVX has a 0.30% expense ratio, which is higher than SPYV's 0.04% expense ratio.
Risk-Adjusted Performance
DFIVX vs. SPYV — Risk-Adjusted Performance Rank
DFIVX
SPYV
DFIVX vs. SPYV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Value Portfolio (DFIVX) and SPDR Portfolio S&P 500 Value ETF (SPYV). 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
DFIVX vs. SPYV - Dividend Comparison
DFIVX's dividend yield for the trailing twelve months is around 3.63%, more than SPYV's 2.20% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFIVX DFA International Value Portfolio | 3.63% | 3.94% | 4.40% | 3.78% | 4.27% | 2.43% | 3.70% | 3.31% | 2.85% | 3.37% | 3.45% | 4.89% |
SPYV SPDR Portfolio S&P 500 Value ETF | 2.20% | 2.29% | 1.75% | 2.23% | 2.10% | 2.38% | 2.25% | 2.97% | 2.77% | 2.39% | 2.53% | 2.19% |
Drawdowns
DFIVX vs. SPYV - Drawdown Comparison
The maximum DFIVX drawdown since its inception was -66.29%, which is greater than SPYV's maximum drawdown of -58.45%. Use the drawdown chart below to compare losses from any high point for DFIVX and SPYV. For additional features, visit the drawdowns tool.
Volatility
DFIVX vs. SPYV - Volatility Comparison
DFA International Value Portfolio (DFIVX) has a higher volatility of 3.47% compared to SPDR Portfolio S&P 500 Value ETF (SPYV) at 2.23%. This indicates that DFIVX's price experiences larger fluctuations and is considered to be riskier than SPYV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.