DFLVX vs. AVLV
Compare and contrast key facts about DFA U.S. Large Cap Value Portfolio (DFLVX) and Avantis U.S. Large Cap Value ETF (AVLV).
DFLVX is managed by Dimensional Fund Advisors LP. It was launched on Feb 19, 1993. AVLV is a passively managed fund by American Century Investments that tracks the performance of the Russell 1000 Value Index. It was launched on Sep 21, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFLVX or AVLV.
Key characteristics
| DFLVX | AVLV | |
|---|---|---|
| YTD Return | 19.82% | 21.38% |
| 1Y Return | 34.33% | 36.63% |
| 3Y Return (Ann) | 8.36% | 10.56% |
| Sharpe Ratio | 2.74 | 2.76 |
| Sortino Ratio | 3.91 | 3.87 |
| Omega Ratio | 1.50 | 1.50 |
| Calmar Ratio | 3.69 | 4.20 |
| Martin Ratio | 15.87 | 15.84 |
| Ulcer Index | 2.10% | 2.25% |
| Daily Std Dev | 12.13% | 12.88% |
| Max Drawdown | -65.65% | -19.34% |
| Current Drawdown | -0.40% | -0.12% |
Correlation
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.
Performance
DFLVX vs. AVLV - Performance Comparison
In the year-to-date period, DFLVX achieves a 19.82% return, which is significantly lower than AVLV's 21.38% return. 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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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%.
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.
Dividends
DFLVX vs. AVLV - Dividend Comparison
DFLVX's dividend yield for the trailing twelve months is around 1.73%, more than AVLV's 1.53% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFLVX DFA U.S. Large Cap Value Portfolio | 1.73% | 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 | 1.53% | 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.
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 4.79% and 4.57%, 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.