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DFLVX vs. ACIIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DFLVX vs. ACIIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA U.S. Large Cap Value Portfolio (DFLVX) and American Century Equity Income Fund Class I (ACIIX). The values are adjusted to include any dividend payments, if applicable.

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DFLVX vs. ACIIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DFLVX
DFA U.S. Large Cap Value Portfolio
2.14%16.36%12.76%11.52%-5.81%30.40%-0.58%25.46%-11.68%18.50%
ACIIX
American Century Equity Income Fund Class I
2.73%12.05%10.58%4.25%-2.96%17.16%1.19%24.50%-3.53%13.69%

Returns By Period

In the year-to-date period, DFLVX achieves a 2.14% return, which is significantly lower than ACIIX's 2.73% return. Over the past 10 years, DFLVX has outperformed ACIIX with an annualized return of 10.94%, while ACIIX has yielded a comparatively lower 8.89% annualized return.


DFLVX

1D
-0.53%
1M
-5.55%
YTD
2.14%
6M
6.80%
1Y
16.19%
3Y*
14.15%
5Y*
9.85%
10Y*
10.94%

ACIIX

1D
0.00%
1M
-5.73%
YTD
2.73%
6M
4.62%
1Y
9.92%
3Y*
9.70%
5Y*
7.47%
10Y*
8.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DFLVX vs. ACIIX - Expense Ratio Comparison

DFLVX has a 0.22% expense ratio, which is lower than ACIIX's 0.72% expense ratio.


Return for Risk

DFLVX vs. ACIIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DFLVX
DFLVX Risk / Return Rank: 5757
Overall Rank
DFLVX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
DFLVX Sortino Ratio Rank: 6161
Sortino Ratio Rank
DFLVX Omega Ratio Rank: 6262
Omega Ratio Rank
DFLVX Calmar Ratio Rank: 4949
Calmar Ratio Rank
DFLVX Martin Ratio Rank: 5454
Martin Ratio Rank

ACIIX
ACIIX Risk / Return Rank: 4545
Overall Rank
ACIIX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
ACIIX Sortino Ratio Rank: 4747
Sortino Ratio Rank
ACIIX Omega Ratio Rank: 4444
Omega Ratio Rank
ACIIX Calmar Ratio Rank: 4444
Calmar Ratio Rank
ACIIX Martin Ratio Rank: 4343
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DFLVX vs. ACIIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Large Cap Value Portfolio (DFLVX) and American Century Equity Income Fund Class I (ACIIX). 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.


DFLVXACIIXDifference

Sharpe ratio

Return per unit of total volatility

1.07

0.93

+0.14

Sortino ratio

Return per unit of downside risk

1.54

1.35

+0.19

Omega ratio

Gain probability vs. loss probability

1.23

1.19

+0.04

Calmar ratio

Return relative to maximum drawdown

1.19

1.11

+0.08

Martin ratio

Return relative to average drawdown

5.16

4.37

+0.80

DFLVX vs. ACIIX - Sharpe Ratio Comparison

The current DFLVX Sharpe Ratio is 1.07, which is comparable to the ACIIX Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of DFLVX and ACIIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DFLVXACIIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

0.93

+0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.70

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.67

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.53

-0.02

Correlation

The correlation between DFLVX and ACIIX is 0.90, 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.


Dividends

DFLVX vs. ACIIX - Dividend Comparison

DFLVX's dividend yield for the trailing twelve months is around 1.65%, less than ACIIX's 10.28% yield.


TTM20252024202320222021202020192018201720162015
DFLVX
DFA U.S. Large Cap Value Portfolio
1.65%1.71%1.87%3.65%4.56%5.90%1.97%4.04%7.83%6.06%3.77%6.52%
ACIIX
American Century Equity Income Fund Class I
10.28%10.55%11.71%8.21%8.96%7.02%2.18%7.57%9.05%12.14%8.08%10.72%

Drawdowns

DFLVX vs. ACIIX - Drawdown Comparison

The maximum DFLVX drawdown since its inception was -65.65%, which is greater than ACIIX's maximum drawdown of -39.16%. Use the drawdown chart below to compare losses from any high point for DFLVX and ACIIX.


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Drawdown Indicators


DFLVXACIIXDifference

Max Drawdown

Largest peak-to-trough decline

-65.65%

-39.16%

-26.49%

Max Drawdown (1Y)

Largest decline over 1 year

-12.28%

-8.96%

-3.32%

Max Drawdown (5Y)

Largest decline over 5 years

-19.83%

-13.49%

-6.34%

Max Drawdown (10Y)

Largest decline over 10 years

-41.79%

-32.76%

-9.03%

Current Drawdown

Current decline from peak

-5.86%

-5.73%

-0.13%

Average Drawdown

Average peak-to-trough decline

-8.52%

-5.26%

-3.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.92%

2.30%

+0.62%

Volatility

DFLVX vs. ACIIX - Volatility Comparison

DFA U.S. Large Cap Value Portfolio (DFLVX) has a higher volatility of 3.56% compared to American Century Equity Income Fund Class I (ACIIX) at 2.76%. This indicates that DFLVX's price experiences larger fluctuations and is considered to be riskier than ACIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DFLVXACIIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.56%

2.76%

+0.80%

Volatility (6M)

Calculated over the trailing 6-month period

8.33%

6.05%

+2.28%

Volatility (1Y)

Calculated over the trailing 1-year period

16.46%

11.61%

+4.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.93%

10.74%

+5.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.39%

13.37%

+5.02%