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.
Key characteristics
| DFIVX | SPYV | |
|---|---|---|
| YTD Return | 10.78% | 12.91% |
| 1Y Return | 14.80% | 21.71% |
| 3Y Return (Ann) | 8.42% | 11.79% |
| 5Y Return (Ann) | 9.12% | 12.54% |
| 10Y Return (Ann) | 5.06% | 10.34% |
| Sharpe Ratio | 1.27 | 2.09 |
| Daily Std Dev | 12.89% | 10.95% |
| Max Drawdown | -65.67% | -58.45% |
| Current Drawdown | -1.72% | -0.95% |
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
In the year-to-date period, DFIVX achieves a 10.78% return, which is significantly lower than SPYV's 12.91% return. Over the past 10 years, DFIVX has underperformed SPYV with an annualized return of 5.06%, while SPYV has yielded a comparatively higher 10.34% annualized 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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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 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 3.83%, more than SPYV's 1.87% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFIVX DFA International Value Portfolio | 3.83% | 4.40% | 3.78% | 4.48% | 2.42% | 3.70% | 6.60% | 2.85% | 3.36% | 3.45% | 4.89% | 2.71% |
SPYV SPDR Portfolio S&P 500 Value ETF | 1.87% | 1.75% | 2.22% | 2.10% | 2.38% | 2.25% | 2.97% | 2.77% | 2.39% | 2.53% | 2.19% | 1.96% |
Drawdowns
DFIVX vs. SPYV - Drawdown Comparison
The maximum DFIVX drawdown since its inception was -65.67%, 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 4.38% compared to SPDR Portfolio S&P 500 Value ETF (SPYV) at 2.73%. 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.