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DFLVX vs. DFUVX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DFLVX vs. DFUVX - Performance Comparison

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

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Returns By Period

The year-to-date returns for both investments are quite close, with DFLVX having a 16.63% return and DFUVX slightly higher at 16.69%. Over the past 10 years, DFLVX has outperformed DFUVX with an annualized return of 12.36%, while DFUVX has yielded a comparatively lower 11.73% annualized return.


DFLVX

1D
0.82%
1M
2.72%
YTD
16.63%
6M
15.85%
1Y
32.08%
3Y*
19.24%
5Y*
11.94%
10Y*
12.36%

DFUVX

1D
0.82%
1M
2.71%
YTD
16.69%
6M
15.92%
1Y
32.20%
3Y*
19.15%
5Y*
10.56%
10Y*
11.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DFLVX vs. DFUVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DFLVX
DFA U.S. Large Cap Value Portfolio
16.63%16.36%12.76%11.52%-5.81%30.40%-0.58%25.46%-11.68%18.50%
DFUVX
DFA U.S. Large Cap Value III Portfolio
16.69%15.83%12.87%11.65%-5.73%22.75%-0.45%25.62%-11.58%18.60%

Correlation

The correlation between DFLVX and DFUVX is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

1.00

Correlation (3Y)
Calculated over the trailing 3-year period

1.00

Correlation (5Y)
Calculated over the trailing 5-year period

1.00

Correlation (10Y)
Calculated over the trailing 10-year period

1.00

Correlation (All Time)
Calculated using the full available price history since Jun 20, 1996

1.00

The correlation between DFLVX and DFUVX has been stable across timeframes, ranging from 1.00 to 1.00 - a consistent structural relationship.

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Return for Risk

DFLVX vs. DFUVX — Risk / Return Rank

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

DFLVX
DFLVX Risk / Return Rank: 9292
Overall Rank
DFLVX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
DFLVX Sortino Ratio Rank: 9090
Sortino Ratio Rank
DFLVX Omega Ratio Rank: 8484
Omega Ratio Rank
DFLVX Calmar Ratio Rank: 9696
Calmar Ratio Rank
DFLVX Martin Ratio Rank: 9595
Martin Ratio Rank

DFUVX
DFUVX Risk / Return Rank: 9292
Overall Rank
DFUVX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
DFUVX Sortino Ratio Rank: 9090
Sortino Ratio Rank
DFUVX Omega Ratio Rank: 8484
Omega Ratio Rank
DFUVX Calmar Ratio Rank: 9696
Calmar Ratio Rank
DFUVX Martin Ratio Rank: 9595
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. DFUVX - 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. Large Cap Value III Portfolio (DFUVX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DFLVXDFUVXDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

0.00

Omega ratioGain probability vs. loss probability

1.51

1.51

0.00

Calmar ratioReturn relative to maximum drawdown

5.67

5.70

-0.03

Martin ratioReturn relative to average drawdown

20.59

20.67

-0.08

DFLVX vs. DFUVX - Sharpe Ratio Comparison

The current DFLVX Sharpe Ratio is 2.93, which is comparable to the DFUVX Sharpe Ratio of 2.93. The chart below compares the historical Sharpe Ratios of DFLVX and DFUVX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DFLVX vs. DFUVX - Drawdown Comparison

The maximum DFLVX drawdown since its inception was -65.65%, roughly equal to the maximum DFUVX drawdown of -65.60%. Use the drawdown chart below to compare losses from any high point for DFLVX and DFUVX.


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Drawdown Indicators


DFLVXDFUVXDifference

Max Drawdown

Largest peak-to-trough decline

-65.65%

-65.60%

-0.05%

Max Drawdown (1Y)

Largest decline over 1 year

-5.86%

-5.85%

-0.01%

Max Drawdown (3Y)

Largest decline over 3 years

-16.64%

-17.04%

+0.40%

Max Drawdown (5Y)

Largest decline over 5 years

-19.83%

-20.33%

+0.50%

Max Drawdown (10Y)

Largest decline over 10 years

-41.79%

-41.76%

-0.03%

Current Drawdown

Current decline from peak

-0.46%

-0.47%

+0.01%

Average Drawdown

Average peak-to-trough decline

-8.46%

-9.83%

+1.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.60%

1.60%

0.00%

Volatility

DFLVX vs. DFUVX - Volatility Comparison

DFA U.S. Large Cap Value Portfolio (DFLVX) and DFA U.S. Large Cap Value III Portfolio (DFUVX) have volatilities of 3.77% and 3.76%, 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.


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Volatility by Period


DFLVXDFUVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.77%

3.76%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

8.48%

8.48%

0.00%

Volatility (1Y)

Calculated over the trailing 1-year period

11.36%

11.39%

-0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.87%

15.93%

-0.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.40%

18.42%

-0.02%

DFLVX vs. DFUVX - Expense Ratio Comparison

DFLVX has a 0.22% expense ratio, which is higher than DFUVX's 0.14% 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%.


Dividends

DFLVX vs. DFUVX - Dividend Comparison

DFLVX's dividend yield for the trailing twelve months is around 1.45%, less than DFUVX's 1.50% yield.


PositionTTM20252024202320222021202020192018201720162015
DFLVX
DFA U.S. Large Cap Value Portfolio
1.45%1.71%1.87%3.65%4.56%5.90%1.97%4.04%7.83%6.06%3.77%6.52%
DFUVX
DFA U.S. Large Cap Value III Portfolio
1.50%1.31%1.94%5.68%5.84%1.77%2.09%5.04%9.79%7.99%4.90%8.03%

Frequently Asked Questions


With a correlation of 1.00, DFLVX and DFUVX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

DFLVX has higher volatility (3.77%) compared to DFUVX (3.76%). In terms of maximum drawdown, DFLVX dropped -65.65% vs DFUVX's -65.60%.

DFUVX currently has the higher Sharpe Ratio (2.93 vs 2.93), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for DFLVX and DFUVX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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