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DFLVX vs. AVLV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

DFLVX vs. AVLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA U.S. Large Cap Value Portfolio (DFLVX) and Avantis U.S. Large Cap Value ETF (AVLV). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
7.84%
9.44%
DFLVX
AVLV

Returns By Period

In the year-to-date period, DFLVX achieves a 18.43% return, which is significantly lower than AVLV's 20.58% return.


DFLVX

YTD

18.43%

1M

0.29%

6M

7.84%

1Y

26.96%

5Y (annualized)

10.43%

10Y (annualized)

9.13%

AVLV

YTD

20.58%

1M

2.21%

6M

9.44%

1Y

29.59%

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


DFLVXAVLV
Sharpe Ratio2.292.40
Sortino Ratio3.283.37
Omega Ratio1.411.44
Calmar Ratio4.433.56
Martin Ratio12.9613.40
Ulcer Index2.11%2.25%
Daily Std Dev11.95%12.60%
Max Drawdown-65.65%-19.34%
Current Drawdown-1.92%-1.35%

Compare stocks, funds, or ETFs

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


DFLVX vs. AVLV - Expense Ratio Comparison

DFLVX has a 0.22% expense ratio, which is higher than AVLV's 0.15% 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%.


DFLVX
DFA U.S. Large Cap Value Portfolio
Expense ratio chart for DFLVX: 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 AVLV: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Correlation

-0.50.00.51.01.0

The correlation between DFLVX and AVLV is 0.96, 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.

Risk-Adjusted Performance

DFLVX vs. AVLV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Large Cap Value Portfolio (DFLVX) and Avantis U.S. Large Cap Value ETF (AVLV). 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 DFLVX, currently valued at 2.29, compared to the broader market0.002.004.002.292.40
The chart of Sortino ratio for DFLVX, currently valued at 3.28, compared to the broader market0.005.0010.003.283.37
The chart of Omega ratio for DFLVX, currently valued at 1.41, compared to the broader market1.002.003.004.001.411.44
The chart of Calmar ratio for DFLVX, currently valued at 4.43, compared to the broader market0.005.0010.0015.0020.0025.004.433.56
The chart of Martin ratio for DFLVX, currently valued at 12.96, compared to the broader market0.0020.0040.0060.0080.00100.0012.9613.40
DFLVX
AVLV

The current DFLVX Sharpe Ratio is 2.29, which is comparable to the AVLV Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of DFLVX and AVLV, 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 Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.29
2.40
DFLVX
AVLV

Dividends

DFLVX vs. AVLV - Dividend Comparison

DFLVX's dividend yield for the trailing twelve months is around 1.75%, more than AVLV's 1.54% yield.


TTM20232022202120202019201820172016201520142013
DFLVX
DFA U.S. Large Cap Value Portfolio
1.75%1.99%2.05%1.54%1.97%1.93%2.22%1.80%1.90%2.14%1.72%1.44%
AVLV
Avantis U.S. Large Cap Value ETF
1.54%1.85%2.00%0.29%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DFLVX vs. AVLV - Drawdown Comparison

The maximum DFLVX drawdown since its inception was -65.65%, which is greater than AVLV's maximum drawdown of -19.34%. Use the drawdown chart below to compare losses from any high point for DFLVX and AVLV. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.92%
-1.35%
DFLVX
AVLV

Volatility

DFLVX vs. AVLV - Volatility Comparison

DFA U.S. Large Cap Value Portfolio (DFLVX) and Avantis U.S. Large Cap Value ETF (AVLV) have volatilities of 4.65% and 4.50%, 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.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
4.65%
4.50%
DFLVX
AVLV