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:
0.82
SPYV:
0.38
DFIVX:
1.18
SPYV:
0.60
DFIVX:
1.15
SPYV:
1.07
DFIVX:
1.31
SPYV:
0.44
DFIVX:
3.36
SPYV:
1.18
DFIVX:
3.28%
SPYV:
3.49%
DFIVX:
13.35%
SPYV:
10.92%
DFIVX:
-66.29%
SPYV:
-58.45%
DFIVX:
-3.18%
SPYV:
-6.68%
Returns By Period
In the year-to-date period, DFIVX achieves a 11.07% return, which is significantly higher than SPYV's 0.18% return. Over the past 10 years, DFIVX has underperformed SPYV with an annualized return of 5.77%, while SPYV has yielded a comparatively higher 10.04% annualized return.
DFIVX
11.07%
1.69%
5.20%
11.67%
18.65%
5.77%
SPYV
0.18%
-3.05%
-2.15%
4.75%
17.71%
10.04%
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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 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 3.37%, more than SPYV's 2.14% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFIVX DFA International Value Portfolio | 3.37% | 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 | 2.14% | 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 4.92% compared to SPDR Portfolio S&P 500 Value ETF (SPYV) at 4.33%. 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.