DFLVX vs. SPYV
Compare and contrast key facts about DFA U.S. Large Cap Value Portfolio (DFLVX) and SPDR Portfolio S&P 500 Value ETF (SPYV).
DFLVX is managed by Dimensional Fund Advisors LP. It was launched on Feb 19, 1993. SPYV is a passively managed fund by State Street that tracks the performance of the S&P 500 Value. It was launched on Sep 25, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFLVX or SPYV.
Correlation
The correlation between DFLVX and SPYV is 0.88, 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.
Performance
DFLVX vs. SPYV - Performance Comparison
Key characteristics
DFLVX:
1.18
SPYV:
1.48
DFLVX:
1.74
SPYV:
2.12
DFLVX:
1.21
SPYV:
1.26
DFLVX:
1.55
SPYV:
1.98
DFLVX:
5.84
SPYV:
7.61
DFLVX:
2.44%
SPYV:
1.97%
DFLVX:
12.09%
SPYV:
10.13%
DFLVX:
-65.65%
SPYV:
-58.45%
DFLVX:
-7.96%
SPYV:
-6.39%
Returns By Period
The year-to-date returns for both investments are quite close, with DFLVX having a 12.23% return and SPYV slightly higher at 12.79%. Over the past 10 years, DFLVX has underperformed SPYV with an annualized return of 8.46%, while SPYV has yielded a comparatively higher 9.88% annualized return.
DFLVX
12.23%
-5.47%
4.38%
13.07%
8.55%
8.46%
SPYV
12.79%
-4.64%
6.32%
13.50%
10.62%
9.88%
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DFLVX vs. SPYV - Expense Ratio Comparison
DFLVX has a 0.22% expense ratio, which is higher than SPYV's 0.04% 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%.
Risk-Adjusted Performance
DFLVX vs. SPYV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Large Cap Value Portfolio (DFLVX) and SPDR Portfolio S&P 500 Value ETF (SPYV). 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.
Dividends
DFLVX vs. SPYV - Dividend Comparison
DFLVX's dividend yield for the trailing twelve months is around 1.45%, less than SPYV's 1.58% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFLVX DFA U.S. Large Cap Value Portfolio | 1.45% | 1.99% | 2.05% | 1.54% | 1.97% | 1.93% | 2.22% | 1.80% | 1.90% | 2.14% | 1.72% | 1.44% |
SPYV SPDR Portfolio S&P 500 Value ETF | 1.58% | 1.75% | 2.23% | 2.10% | 2.38% | 2.25% | 2.97% | 2.77% | 2.39% | 2.53% | 2.19% | 1.96% |
Drawdowns
DFLVX vs. SPYV - Drawdown Comparison
The maximum DFLVX drawdown since its inception was -65.65%, which is greater than SPYV's maximum drawdown of -58.45%. Use the drawdown chart below to compare losses from any high point for DFLVX and SPYV. For additional features, visit the drawdowns tool.
Volatility
DFLVX vs. SPYV - Volatility Comparison
DFA U.S. Large Cap Value Portfolio (DFLVX) has a higher volatility of 3.81% compared to SPDR Portfolio S&P 500 Value ETF (SPYV) at 3.50%. This indicates that DFLVX's price experiences larger fluctuations and is considered to be riskier than SPYV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.