DFLVX vs. DFSVX
Compare and contrast key facts about DFA U.S. Large Cap Value Portfolio (DFLVX) and DFA U.S. Small Cap Value Portfolio I (DFSVX).
DFLVX is managed by Dimensional. It was launched on Feb 19, 1993. DFSVX is managed by Dimensional. It was launched on Mar 2, 1993.
Performance
DFLVX vs. DFSVX - Performance Comparison
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DFLVX vs. DFSVX - 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% |
DFSVX DFA U.S. Small Cap Value Portfolio I | 6.83% | 8.37% | 9.58% | 19.02% | -3.57% | 39.97% | 2.24% | 18.15% | -15.13% | 6.82% |
Returns By Period
In the year-to-date period, DFLVX achieves a 4.08% return, which is significantly lower than DFSVX's 6.83% return. Both investments have delivered pretty close results over the past 10 years, with DFLVX having a 11.15% annualized return and DFSVX not far behind at 10.84%.
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%
DFSVX
- 1D
- 2.04%
- 1M
- -3.75%
- YTD
- 6.83%
- 6M
- 9.84%
- 1Y
- 25.75%
- 3Y*
- 14.75%
- 5Y*
- 9.70%
- 10Y*
- 10.84%
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DFLVX vs. DFSVX - Expense Ratio Comparison
DFLVX has a 0.22% expense ratio, which is lower than DFSVX's 0.30% expense ratio.
Return for Risk
DFLVX vs. DFSVX — Risk / Return Rank
DFLVX
DFSVX
DFLVX vs. DFSVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Large Cap Value Portfolio (DFLVX) and DFA U.S. Small Cap Value Portfolio I (DFSVX). 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 | DFSVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.13 | 1.13 | 0.00 |
Sortino ratioReturn per unit of downside risk | 1.63 | 1.67 | -0.05 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.23 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.40 | 1.56 | -0.16 |
Martin ratioReturn relative to average drawdown | 6.16 | 5.75 | +0.41 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DFLVX | DFSVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.13 | 1.13 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.45 | +0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.45 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.51 | 0.00 |
Correlation
The correlation between DFLVX and DFSVX is 0.85, 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. DFSVX - Dividend Comparison
DFLVX's dividend yield for the trailing twelve months is around 1.62%, which matches DFSVX's 1.63% 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% |
DFSVX DFA U.S. Small Cap Value Portfolio I | 1.63% | 1.69% | 1.47% | 3.67% | 6.77% | 10.40% | 1.96% | 2.83% | 7.54% | 5.18% | 4.18% | 5.29% |
Drawdowns
DFLVX vs. DFSVX - Drawdown Comparison
The maximum DFLVX drawdown since its inception was -65.65%, roughly equal to the maximum DFSVX drawdown of -66.70%. Use the drawdown chart below to compare losses from any high point for DFLVX and DFSVX.
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Drawdown Indicators
| DFLVX | DFSVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.65% | -66.70% | +1.05% |
Max Drawdown (1Y)Largest decline over 1 year | -12.28% | -15.11% | +2.83% |
Max Drawdown (5Y)Largest decline over 5 years | -19.83% | -27.69% | +7.86% |
Max Drawdown (10Y)Largest decline over 10 years | -41.79% | -52.12% | +10.33% |
Current DrawdownCurrent decline from peak | -4.06% | -5.89% | +1.83% |
Average DrawdownAverage peak-to-trough decline | -8.52% | -9.51% | +0.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.80% | 4.09% | -1.29% |
Volatility
DFLVX vs. DFSVX - Volatility Comparison
The current volatility for DFA U.S. Large Cap Value Portfolio (DFLVX) is 4.16%, while DFA U.S. Small Cap Value Portfolio I (DFSVX) has a volatility of 5.46%. This indicates that DFLVX experiences smaller price fluctuations and is considered to be less risky than DFSVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFLVX | DFSVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.16% | 5.46% | -1.30% |
Volatility (6M)Calculated over the trailing 6-month period | 8.48% | 12.88% | -4.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.53% | 23.35% | -6.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.95% | 21.68% | -5.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.40% | 23.92% | -5.52% |