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:
0.93
SPYV:
1.40
DFIVX:
1.28
SPYV:
2.00
DFIVX:
1.16
SPYV:
1.25
DFIVX:
1.38
SPYV:
1.78
DFIVX:
3.62
SPYV:
5.65
DFIVX:
3.19%
SPYV:
2.57%
DFIVX:
12.43%
SPYV:
10.34%
DFIVX:
-66.29%
SPYV:
-58.45%
DFIVX:
-4.93%
SPYV:
-5.88%
Returns By Period
In the year-to-date period, DFIVX achieves a 1.94% return, which is significantly higher than SPYV's 1.04% return. Over the past 10 years, DFIVX has underperformed SPYV with an annualized return of 5.61%, while SPYV has yielded a comparatively higher 10.36% annualized return.
DFIVX
1.94%
1.25%
-1.15%
12.90%
7.61%
5.61%
SPYV
1.04%
-0.99%
3.58%
15.26%
10.45%
10.36%
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 3.87%, more than SPYV's 2.26% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFIVX DFA International Value Portfolio | 3.87% | 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 | 2.26% | 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
The current volatility for DFA International Value Portfolio (DFIVX) is 3.69%, while SPDR Portfolio S&P 500 Value ETF (SPYV) has a volatility of 4.11%. This indicates that DFIVX experiences smaller price fluctuations and is considered to be less risky than SPYV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.