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DFLV vs. VWIAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DFLV and VWIAX is 0.71, 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.


-0.50.00.51.00.7

Performance

DFLV vs. VWIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional US Large Cap Value ETF (DFLV) and Vanguard Wellesley Income Fund Admiral Shares (VWIAX). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
4.52%
-1.21%
DFLV
VWIAX

Key characteristics

Sharpe Ratio

DFLV:

1.18

VWIAX:

0.23

Sortino Ratio

DFLV:

1.75

VWIAX:

0.32

Omega Ratio

DFLV:

1.21

VWIAX:

1.06

Calmar Ratio

DFLV:

1.54

VWIAX:

0.16

Martin Ratio

DFLV:

5.72

VWIAX:

1.42

Ulcer Index

DFLV:

2.49%

VWIAX:

1.24%

Daily Std Dev

DFLV:

12.08%

VWIAX:

7.55%

Max Drawdown

DFLV:

-11.29%

VWIAX:

-23.93%

Current Drawdown

DFLV:

-8.06%

VWIAX:

-7.73%

Returns By Period

In the year-to-date period, DFLV achieves a 12.20% return, which is significantly higher than VWIAX's 1.30% return.


DFLV

YTD

12.20%

1M

-5.60%

6M

4.52%

1Y

13.20%

5Y*

N/A

10Y*

N/A

VWIAX

YTD

1.30%

1M

-5.57%

6M

-1.27%

1Y

2.15%

5Y*

1.35%

10Y*

2.85%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DFLV vs. VWIAX - Expense Ratio Comparison

DFLV has a 0.22% expense ratio, which is higher than VWIAX's 0.16% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


DFLV
Dimensional US Large Cap Value ETF
Expense ratio chart for DFLV: current value at 0.22% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.22%
Expense ratio chart for VWIAX: current value at 0.16% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.16%

Risk-Adjusted Performance

DFLV vs. VWIAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional US Large Cap Value ETF (DFLV) and Vanguard Wellesley Income Fund Admiral Shares (VWIAX). 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.


Sharpe ratio
The chart of Sharpe ratio for DFLV, currently valued at 1.18, compared to the broader market0.002.004.001.180.28
The chart of Sortino ratio for DFLV, currently valued at 1.75, compared to the broader market-2.000.002.004.006.008.0010.001.750.38
The chart of Omega ratio for DFLV, currently valued at 1.21, compared to the broader market0.501.001.502.002.503.001.211.07
The chart of Calmar ratio for DFLV, currently valued at 1.54, compared to the broader market0.005.0010.0015.001.540.30
The chart of Martin ratio for DFLV, currently valued at 5.72, compared to the broader market0.0020.0040.0060.0080.00100.005.721.62
DFLV
VWIAX

The current DFLV Sharpe Ratio is 1.18, which is higher than the VWIAX Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of DFLV and VWIAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.18
0.28
DFLV
VWIAX

Dividends

DFLV vs. VWIAX - Dividend Comparison

DFLV's dividend yield for the trailing twelve months is around 1.16%, less than VWIAX's 2.85% yield.


TTM20232022202120202019201820172016201520142013
DFLV
Dimensional US Large Cap Value ETF
1.16%1.72%0.11%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VWIAX
Vanguard Wellesley Income Fund Admiral Shares
2.85%5.80%3.25%2.55%2.72%2.97%3.38%2.92%3.02%3.18%3.23%3.13%

Drawdowns

DFLV vs. VWIAX - Drawdown Comparison

The maximum DFLV drawdown since its inception was -11.29%, smaller than the maximum VWIAX drawdown of -23.93%. Use the drawdown chart below to compare losses from any high point for DFLV and VWIAX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.06%
-7.23%
DFLV
VWIAX

Volatility

DFLV vs. VWIAX - Volatility Comparison

The current volatility for Dimensional US Large Cap Value ETF (DFLV) is 3.83%, while Vanguard Wellesley Income Fund Admiral Shares (VWIAX) has a volatility of 5.40%. This indicates that DFLV experiences smaller price fluctuations and is considered to be less risky than VWIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
3.83%
5.40%
DFLV
VWIAX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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