DFLVX vs. LSVVX

Last updated Aug 4, 2026

DFLVX (DFA U.S. Large Cap Value Portfolio) and LSVVX (LSV Conservative Value Equity Fund) are both Large Cap Value Equities funds. Over the past 10 years, DFLVX returned 12.04%/yr vs 11.26%/yr for LSVVX. Their 0.98 correlation means they have historically moved very closely together. DFLVX charges 0.22%/yr vs 0.35%/yr for LSVVX.

Performance

DFLVX vs. LSVVX - Performance Comparison

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

Returns By Period

In the year-to-date period, DFLVX achieves a 19.19% return, which is significantly lower than LSVVX's 21.02% return. Over the past 10 years, DFLVX has outperformed LSVVX with an annualized return of 12.04%, while LSVVX has yielded a comparatively lower 11.26% annualized return.

DFLVX

• 1D: 0.30%
• 1M: 2.21%
• 6M: 12.84%
• YTD: 19.19%
• 1Y: 33.32%
• 3Y*: 17.36%
• 5Y*: 12.20%
• 10Y*: 12.04%
• ALL TIME*: 10.40%

LSVVX

• 1D: 0.35%
• 1M: 3.76%
• 6M: 15.85%
• YTD: 21.02%
• 1Y: 39.58%
• 3Y*: 15.88%
• 5Y*: 11.32%
• 10Y*: 11.26%
• ALL TIME*: 7.19%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DFLVX DFA U.S. Large Cap Value Portfolio	$0.00	$0.00	$0.00
LSVVX LSV Conservative Value Equity Fund	$0.00	$0.00	$0.00

DFLVX vs. LSVVX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DFLVX DFA U.S. Large Cap Value Portfolio	19.19%	16.36%	12.76%	11.52%	-5.81%	30.40%	-0.58%	25.46%	-11.68%	18.50%
LSVVX LSV Conservative Value Equity Fund	21.02%	19.63%	3.97%	12.19%	-4.02%	28.57%	-3.46%	25.29%	-11.10%	16.18%

Correlation

The correlation between DFLVX and LSVVX is 0.91, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.91
Correlation (3Y) Balances recent behavior with more history.	0.95
Correlation (5Y) Shows whether the relationship held over a longer period.	0.97
Correlation (10Y) Provides a long-term view across more market conditions.	0.97
Correlation (All Time) Calculated using the full available price history since Apr 2, 2007	0.98

The correlation between DFLVX and LSVVX has been stable across timeframes, ranging from 0.91 to 0.98 - a consistent structural relationship.

Return for Risk

DFLVX vs. LSVVX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DFLVX

DFLVX Risk / Return Rank: 96
DFLVX Sharpe Ratio Rank: 97
DFLVX Sortino Ratio Rank: 95
DFLVX Omega Ratio Rank: 92
DFLVX Calmar Ratio Rank: 97
DFLVX Martin Ratio Rank: 97

LSVVX

LSVVX Risk / Return Rank: 98
LSVVX Sharpe Ratio Rank: 99
LSVVX Sortino Ratio Rank: 98
LSVVX Omega Ratio Rank: 96
LSVVX Calmar Ratio Rank: 98
LSVVX Martin Ratio Rank: 98

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DFLVX vs. LSVVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Large Cap Value Portfolio (DFLVX) and LSV Conservative Value Equity Fund (LSVVX). 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.

	DFLVX	LSVVX	Difference
Sharpe ratio: Return per unit of total volatility	2.87	3.40	-0.54
Sortino ratio: Return per unit of downside risk	4.02	4.81	-0.80
Omega ratio: Gain probability vs. loss probability	1.51	1.62	-0.11
Calmar ratio: Return relative to maximum drawdown	5.47	6.10	-0.63
Martin ratio: Return relative to average drawdown	20.84	24.16	-3.33

DFLVX vs. LSVVX - Sharpe Ratio Comparison

The current DFLVX Sharpe Ratio is 2.87, which is comparable to the LSVVX Sharpe Ratio of 3.40. The chart below compares the historical Sharpe Ratios of DFLVX and LSVVX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DFLVX vs. LSVVX - Drawdown Comparison

The maximum DFLVX drawdown since its inception was -65.65%, which is greater than LSVVX's maximum drawdown of -61.62%. Use the drawdown chart below to compare losses from any high point for DFLVX and LSVVX.

Drawdown Indicators

	DFLVX	LSVVX	Difference
Max Drawdown Largest peak-to-trough decline	-65.65%	-61.62%	-4.03%
Max Drawdown (1Y) Largest decline over 1 year	-5.86%	-6.23%	+0.37%
Max Drawdown (3Y) Largest decline over 3 years	-16.64%	-24.61%	+7.97%
Max Drawdown (5Y) Largest decline over 5 years	-19.83%	-24.61%	+4.78%
Max Drawdown (10Y) Largest decline over 10 years	-41.79%	-40.61%	-1.18%
Current Drawdown Current decline from peak	-0.40%	-0.41%	+0.01%
Average Drawdown Average peak-to-trough decline	-8.44%	-12.10%	+3.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.57%	1.57%	0.00%

Volatility

DFLVX vs. LSVVX - Volatility Comparison

The current volatility for DFA U.S. Large Cap Value Portfolio (DFLVX) is 2.52%, while LSV Conservative Value Equity Fund (LSVVX) has a volatility of 2.67%. This indicates that DFLVX experiences smaller price fluctuations and is considered to be less risky than LSVVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DFLVX	LSVVX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.52%	2.67%	-0.15%
Volatility (6M) Calculated over the trailing 6-month period	8.20%	8.14%	+0.06%
Volatility (1Y) Calculated over the trailing 1-year period	11.21%	11.20%	+0.01%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.77%	15.84%	-0.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.29%	18.42%	-0.13%

DFLVX vs. LSVVX - Expense Ratio Comparison

DFLVX has a 0.22% expense ratio, which is lower than LSVVX's 0.35% expense ratio.

Dividends

DFLVX vs. LSVVX - Dividend Comparison

DFLVX's dividend yield for the trailing twelve months is around 1.43%, less than LSVVX's 11.31% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DFLVX DFA U.S. Large Cap Value Portfolio	1.43%	1.71%	1.87%	3.65%	4.56%	5.90%	1.97%	4.04%	7.83%	6.06%	3.77%	6.52%
LSVVX LSV Conservative Value Equity Fund	11.31%	13.69%	2.45%	6.57%	5.41%	3.67%	2.40%	21.48%	3.91%	1.98%	2.37%	2.38%

Frequently Asked Questions

Can I hold both DFLVX and LSVVX in my portfolio?

With a correlation of 0.91, DFLVX and LSVVX 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.

Which is riskier, DFLVX or LSVVX?

LSVVX has higher volatility (2.67%) compared to DFLVX (2.52%). In terms of maximum drawdown, DFLVX dropped -65.65% vs LSVVX's -61.62%.

Which has better risk-adjusted returns?

LSVVX currently has the higher Sharpe Ratio (3.40 vs 2.87), 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.