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

Key characteristics


DFLVVWIAX
YTD Return14.89%7.64%
1Y Return26.99%16.84%
Sharpe Ratio2.322.46
Sortino Ratio3.213.62
Omega Ratio1.401.52
Calmar Ratio2.491.49
Martin Ratio12.0917.00
Ulcer Index2.33%1.06%
Daily Std Dev12.11%7.32%
Max Drawdown-11.29%-21.64%
Current Drawdown-0.81%-1.09%

Correlation

-0.50.00.51.00.7

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.

Performance

DFLV vs. VWIAX - Performance Comparison

In the year-to-date period, DFLV achieves a 14.89% return, which is significantly higher than VWIAX's 7.64% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


5.00%10.00%15.00%20.00%25.00%30.00%MayJuneJulyAugustSeptemberOctober
28.17%
13.21%
DFLV
VWIAX

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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.


DFLV
Sharpe ratio
The chart of Sharpe ratio for DFLV, currently valued at 2.32, compared to the broader market0.002.004.002.32
Sortino ratio
The chart of Sortino ratio for DFLV, currently valued at 3.21, compared to the broader market-2.000.002.004.006.008.0010.0012.003.21
Omega ratio
The chart of Omega ratio for DFLV, currently valued at 1.40, compared to the broader market1.001.502.002.503.001.40
Calmar ratio
The chart of Calmar ratio for DFLV, currently valued at 2.49, compared to the broader market0.005.0010.0015.002.49
Martin ratio
The chart of Martin ratio for DFLV, currently valued at 12.09, compared to the broader market0.0020.0040.0060.0080.00100.0012.09
VWIAX
Sharpe ratio
The chart of Sharpe ratio for VWIAX, currently valued at 2.46, compared to the broader market0.002.004.002.46
Sortino ratio
The chart of Sortino ratio for VWIAX, currently valued at 3.62, compared to the broader market-2.000.002.004.006.008.0010.0012.003.62
Omega ratio
The chart of Omega ratio for VWIAX, currently valued at 1.52, compared to the broader market1.001.502.002.503.001.52
Calmar ratio
The chart of Calmar ratio for VWIAX, currently valued at 2.58, compared to the broader market0.005.0010.0015.002.58
Martin ratio
The chart of Martin ratio for VWIAX, currently valued at 17.00, compared to the broader market0.0020.0040.0060.0080.00100.0017.00

DFLV vs. VWIAX - Sharpe Ratio Comparison

The current DFLV Sharpe Ratio is 2.32, which roughly equals the VWIAX Sharpe Ratio of 2.46. The chart below compares the historical Sharpe Ratios of DFLV and VWIAX, offering insights into how both instruments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50MayJuneJulyAugustSeptemberOctober
2.32
2.46
DFLV
VWIAX

Dividends

DFLV vs. VWIAX - Dividend Comparison

DFLV's dividend yield for the trailing twelve months is around 1.66%, less than VWIAX's 4.89% yield.


TTM20232022202120202019201820172016201520142013
DFLV
Dimensional US Large Cap Value ETF
1.66%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
4.89%4.80%7.75%6.11%4.37%4.00%7.64%4.06%4.07%5.66%4.99%5.87%

Drawdowns

DFLV vs. VWIAX - Drawdown Comparison

The maximum DFLV drawdown since its inception was -11.29%, smaller than the maximum VWIAX drawdown of -21.64%. Use the drawdown chart below to compare losses from any high point for DFLV and VWIAX. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%MayJuneJulyAugustSeptemberOctober
-0.81%
-1.09%
DFLV
VWIAX

Volatility

DFLV vs. VWIAX - Volatility Comparison

Dimensional US Large Cap Value ETF (DFLV) has a higher volatility of 2.91% compared to Vanguard Wellesley Income Fund Admiral Shares (VWIAX) at 1.29%. This indicates that DFLV's price experiences larger fluctuations and is considered to be riskier 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%MayJuneJulyAugustSeptemberOctober
2.91%
1.29%
DFLV
VWIAX