DFLVX vs. DDVIX
Compare and contrast key facts about DFA U.S. Large Cap Value Portfolio (DFLVX) and Delaware Value Fund (DDVIX).
DFLVX is managed by Dimensional. It was launched on Feb 19, 1993. DDVIX is managed by Delaware Funds. It was launched on Sep 14, 1998.
Performance
DFLVX vs. DDVIX - Performance Comparison
Loading graphics...
DFLVX vs. DDVIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFLVX DFA U.S. Large Cap Value Portfolio | 4.08% | 16.36% | 12.76% | 11.52% | -5.81% | 30.40% | -0.58% | 25.46% | -11.68% | 18.50% |
DDVIX Delaware Value Fund | 2.86% | 11.38% | 6.76% | 2.09% | -3.60% | 22.05% | 0.65% | 20.26% | -2.99% | 13.64% |
Returns By Period
In the year-to-date period, DFLVX achieves a 4.08% return, which is significantly higher than DDVIX's 2.86% return. Over the past 10 years, DFLVX has outperformed DDVIX with an annualized return of 11.15%, while DDVIX has yielded a comparatively lower 8.22% annualized return.
DFLVX
- 1D
- 1.90%
- 1M
- -3.73%
- YTD
- 4.08%
- 6M
- 8.89%
- 1Y
- 18.62%
- 3Y*
- 14.87%
- 5Y*
- 10.06%
- 10Y*
- 11.15%
DDVIX
- 1D
- 1.85%
- 1M
- -5.89%
- YTD
- 2.86%
- 6M
- 6.07%
- 1Y
- 14.86%
- 3Y*
- 9.11%
- 5Y*
- 6.01%
- 10Y*
- 8.22%
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. DDVIX - Expense Ratio Comparison
DFLVX has a 0.22% expense ratio, which is lower than DDVIX's 0.68% expense ratio.
Return for Risk
DFLVX vs. DDVIX — Risk / Return Rank
DFLVX
DDVIX
DFLVX vs. DDVIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Large Cap Value Portfolio (DFLVX) and Delaware Value Fund (DDVIX). 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.
| DFLVX | DDVIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.13 | 0.90 | +0.23 |
Sortino ratioReturn per unit of downside risk | 1.63 | 1.34 | +0.28 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.19 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.40 | 1.20 | +0.20 |
Martin ratioReturn relative to average drawdown | 6.16 | 4.64 | +1.52 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| DFLVX | DDVIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.13 | 0.90 | +0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.42 | +0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.48 | +0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.43 | +0.08 |
Correlation
The correlation between DFLVX and DDVIX is 0.91, 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. DDVIX - Dividend Comparison
DFLVX's dividend yield for the trailing twelve months is around 1.62%, less than DDVIX's 27.40% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFLVX DFA U.S. Large Cap Value Portfolio | 1.62% | 1.71% | 1.87% | 3.65% | 4.56% | 5.90% | 1.97% | 4.04% | 7.83% | 6.06% | 3.77% | 6.52% |
DDVIX Delaware Value Fund | 27.40% | 28.24% | 32.45% | 11.92% | 10.60% | 25.18% | 3.11% | 4.87% | 6.45% | 4.02% | 2.51% | 2.75% |
Drawdowns
DFLVX vs. DDVIX - Drawdown Comparison
The maximum DFLVX drawdown since its inception was -65.65%, which is greater than DDVIX's maximum drawdown of -53.49%. Use the drawdown chart below to compare losses from any high point for DFLVX and DDVIX.
Loading graphics...
Drawdown Indicators
| DFLVX | DDVIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.65% | -53.49% | -12.16% |
Max Drawdown (1Y)Largest decline over 1 year | -12.28% | -11.57% | -0.71% |
Max Drawdown (5Y)Largest decline over 5 years | -19.83% | -18.35% | -1.48% |
Max Drawdown (10Y)Largest decline over 10 years | -41.79% | -37.52% | -4.27% |
Current DrawdownCurrent decline from peak | -4.06% | -6.76% | +2.70% |
Average DrawdownAverage peak-to-trough decline | -8.52% | -8.20% | -0.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.80% | 3.00% | -0.20% |
Volatility
DFLVX vs. DDVIX - Volatility Comparison
The current volatility for DFA U.S. Large Cap Value Portfolio (DFLVX) is 4.16%, while Delaware Value Fund (DDVIX) has a volatility of 4.53%. This indicates that DFLVX experiences smaller price fluctuations and is considered to be less risky than DDVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| DFLVX | DDVIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.16% | 4.53% | -0.37% |
Volatility (6M)Calculated over the trailing 6-month period | 8.48% | 8.88% | -0.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.53% | 16.23% | +0.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.95% | 14.52% | +1.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.40% | 17.10% | +1.30% |