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:
0.55
SPYV:
1.43
DFIVX:
0.80
SPYV:
2.04
DFIVX:
1.10
SPYV:
1.25
DFIVX:
0.74
SPYV:
1.91
DFIVX:
2.37
SPYV:
7.30
DFIVX:
2.89%
SPYV:
1.98%
DFIVX:
12.57%
SPYV:
10.08%
DFIVX:
-65.67%
SPYV:
-58.45%
DFIVX:
-8.98%
SPYV:
-6.84%
Returns By Period
In the year-to-date period, DFIVX achieves a 4.30% return, which is significantly lower than SPYV's 12.25% return. Over the past 10 years, DFIVX has underperformed SPYV with an annualized return of 5.21%, while SPYV has yielded a comparatively higher 9.89% annualized return.
DFIVX
4.30%
-3.93%
-0.99%
5.30%
6.71%
5.21%
SPYV
12.25%
-3.81%
5.74%
14.43%
10.52%
9.89%
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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 3.00%, more than SPYV's 1.59% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFIVX DFA International Value Portfolio | 3.00% | 4.40% | 3.78% | 4.27% | 2.43% | 3.70% | 3.31% | 2.85% | 3.37% | 3.45% | 4.89% | 2.71% |
SPYV SPDR Portfolio S&P 500 Value ETF | 1.59% | 1.75% | 2.23% | 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) and SPDR Portfolio S&P 500 Value ETF (SPYV) have volatilities of 3.44% and 3.32%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.