DFLVX vs. MEIIX
Compare and contrast key facts about DFA U.S. Large Cap Value Portfolio (DFLVX) and MFS Value Fund Class I (MEIIX).
DFLVX is managed by Dimensional. It was launched on Feb 19, 1993. MEIIX is managed by MFS. It was launched on Feb 1, 1996.
Performance
DFLVX vs. MEIIX - Performance Comparison
Loading graphics...
DFLVX vs. MEIIX - 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% |
MEIIX MFS Value Fund Class I | 1.07% | 13.26% | 11.86% | 8.21% | -6.02% | 25.43% | 3.99% | 30.04% | -9.90% | 17.20% |
Returns By Period
In the year-to-date period, DFLVX achieves a 4.08% return, which is significantly higher than MEIIX's 1.07% return. Over the past 10 years, DFLVX has outperformed MEIIX with an annualized return of 11.15%, while MEIIX has yielded a comparatively lower 9.90% 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%
MEIIX
- 1D
- 1.65%
- 1M
- -5.02%
- YTD
- 1.07%
- 6M
- 3.60%
- 1Y
- 10.36%
- 3Y*
- 12.03%
- 5Y*
- 8.36%
- 10Y*
- 9.90%
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. MEIIX - Expense Ratio Comparison
DFLVX has a 0.22% expense ratio, which is lower than MEIIX's 0.55% expense ratio.
Return for Risk
DFLVX vs. MEIIX — Risk / Return Rank
DFLVX
MEIIX
DFLVX vs. MEIIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Large Cap Value Portfolio (DFLVX) and MFS Value Fund Class I (MEIIX). 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 | MEIIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.13 | 0.69 | +0.44 |
Sortino ratioReturn per unit of downside risk | 1.63 | 1.03 | +0.59 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.15 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.40 | 1.02 | +0.38 |
Martin ratioReturn relative to average drawdown | 6.16 | 4.48 | +1.68 |
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 | MEIIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.13 | 0.69 | +0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.60 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.60 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.56 | -0.05 |
Correlation
The correlation between DFLVX and MEIIX is 0.92, 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. MEIIX - Dividend Comparison
DFLVX's dividend yield for the trailing twelve months is around 1.62%, less than MEIIX's 9.62% 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% |
MEIIX MFS Value Fund Class I | 9.62% | 9.52% | 9.30% | 8.41% | 7.58% | 3.32% | 2.63% | 3.17% | 3.62% | 4.04% | 2.91% | 5.97% |
Drawdowns
DFLVX vs. MEIIX - Drawdown Comparison
The maximum DFLVX drawdown since its inception was -65.65%, which is greater than MEIIX's maximum drawdown of -52.64%. Use the drawdown chart below to compare losses from any high point for DFLVX and MEIIX.
Loading graphics...
Drawdown Indicators
| DFLVX | MEIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.65% | -52.64% | -13.01% |
Max Drawdown (1Y)Largest decline over 1 year | -12.28% | -11.10% | -1.18% |
Max Drawdown (5Y)Largest decline over 5 years | -19.83% | -17.58% | -2.25% |
Max Drawdown (10Y)Largest decline over 10 years | -41.79% | -36.70% | -5.09% |
Current DrawdownCurrent decline from peak | -4.06% | -5.02% | +0.96% |
Average DrawdownAverage peak-to-trough decline | -8.52% | -6.58% | -1.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.80% | 2.53% | +0.27% |
Volatility
DFLVX vs. MEIIX - Volatility Comparison
DFA U.S. Large Cap Value Portfolio (DFLVX) has a higher volatility of 4.16% compared to MFS Value Fund Class I (MEIIX) at 3.64%. This indicates that DFLVX's price experiences larger fluctuations and is considered to be riskier than MEIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| DFLVX | MEIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.16% | 3.64% | +0.52% |
Volatility (6M)Calculated over the trailing 6-month period | 8.48% | 7.85% | +0.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.53% | 14.83% | +1.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.95% | 13.92% | +2.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.40% | 16.56% | +1.84% |