DFLV vs. DFLVX
Compare and contrast key facts about Dimensional US Large Cap Value ETF (DFLV) and DFA U.S. Large Cap Value Portfolio (DFLVX).
DFLV is an actively managed fund by Dimensional. It was launched on Dec 6, 2022. DFLVX is managed by Dimensional Fund Advisors LP. It was launched on Feb 19, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFLV or DFLVX.
Key characteristics
| DFLV | DFLVX | |
|---|---|---|
| YTD Return | 13.10% | 13.21% |
| 1Y Return | 21.17% | 20.65% |
| Sharpe Ratio | 1.71 | 1.69 |
| Daily Std Dev | 12.22% | 12.14% |
| Max Drawdown | -11.29% | -65.65% |
| Current Drawdown | -1.20% | -1.36% |
Correlation
The correlation between DFLV and DFLVX is 0.99, 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
DFLV vs. DFLVX - Performance Comparison
The year-to-date returns for both investments are quite close, with DFLV having a 13.10% return and DFLVX slightly higher at 13.21%. 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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DFLV vs. DFLVX - Expense Ratio Comparison
Both DFLV and DFLVX have an expense ratio of 0.22%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
DFLV vs. DFLVX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional US Large Cap Value ETF (DFLV) and DFA U.S. Large Cap Value Portfolio (DFLVX). 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
DFLV vs. DFLVX - Dividend Comparison
DFLV's dividend yield for the trailing twelve months is around 1.69%, less than DFLVX's 3.27% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFLV Dimensional US Large Cap Value ETF | 1.69% | 1.72% | 0.11% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DFLVX DFA U.S. Large Cap Value Portfolio | 3.27% | 3.65% | 4.56% | 4.19% | 1.97% | 4.04% | 7.83% | 6.49% | 4.24% | 6.52% | 2.28% | 1.44% |
Drawdowns
DFLV vs. DFLVX - Drawdown Comparison
The maximum DFLV drawdown since its inception was -11.29%, smaller than the maximum DFLVX drawdown of -65.65%. Use the drawdown chart below to compare losses from any high point for DFLV and DFLVX. For additional features, visit the drawdowns tool.
Volatility
DFLV vs. DFLVX - Volatility Comparison
Dimensional US Large Cap Value ETF (DFLV) and DFA U.S. Large Cap Value Portfolio (DFLVX) have volatilities of 3.53% and 3.60%, 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.