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. 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.
Performance
DFLVX vs. SPYV - Performance Comparison
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DFLVX vs. SPYV - 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% |
SPYV SPDR Portfolio S&P 500 Value ETF | 0.09% | 13.18% | 12.24% | 22.20% | -5.28% | 24.91% | 1.38% | 31.70% | -9.01% | 15.40% |
Returns By Period
In the year-to-date period, DFLVX achieves a 4.08% return, which is significantly higher than SPYV's 0.09% return. Both investments have delivered pretty close results over the past 10 years, with DFLVX having a 11.15% annualized return and SPYV not far ahead at 11.42%.
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%
SPYV
- 1D
- 0.12%
- 1M
- -4.32%
- YTD
- 0.09%
- 6M
- 3.04%
- 1Y
- 13.08%
- 3Y*
- 13.89%
- 5Y*
- 10.49%
- 10Y*
- 11.42%
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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%.
Return for Risk
DFLVX vs. SPYV — Risk / Return Rank
DFLVX
SPYV
DFLVX vs. SPYV - Risk-Adjusted Trends 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.
| DFLVX | SPYV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.13 | 0.85 | +0.28 |
Sortino ratioReturn per unit of downside risk | 1.63 | 1.27 | +0.36 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.19 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.40 | 1.08 | +0.32 |
Martin ratioReturn relative to average drawdown | 6.16 | 5.09 | +1.07 |
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 | SPYV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.13 | 0.85 | +0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.73 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.68 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.41 | +0.10 |
Correlation
The correlation between DFLVX and SPYV is 0.89, 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. SPYV - Dividend Comparison
DFLVX's dividend yield for the trailing twelve months is around 1.62%, less than SPYV's 1.82% 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% |
SPYV SPDR Portfolio S&P 500 Value ETF | 1.82% | 1.77% | 2.29% | 1.75% | 2.22% | 2.10% | 2.38% | 2.25% | 2.97% | 2.77% | 2.39% | 2.53% |
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.
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Drawdown Indicators
| DFLVX | SPYV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.65% | -58.45% | -7.20% |
Max Drawdown (1Y)Largest decline over 1 year | -12.28% | -12.03% | -0.25% |
Max Drawdown (5Y)Largest decline over 5 years | -19.83% | -17.89% | -1.94% |
Max Drawdown (10Y)Largest decline over 10 years | -41.79% | -36.89% | -4.90% |
Current DrawdownCurrent decline from peak | -4.06% | -4.43% | +0.37% |
Average DrawdownAverage peak-to-trough decline | -8.52% | -8.77% | +0.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.80% | 2.56% | +0.24% |
Volatility
DFLVX vs. SPYV - Volatility Comparison
DFA U.S. Large Cap Value Portfolio (DFLVX) has a higher volatility of 4.16% compared to SPDR Portfolio S&P 500 Value ETF (SPYV) at 3.79%. 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.
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Volatility by Period
| DFLVX | SPYV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.16% | 3.79% | +0.37% |
Volatility (6M)Calculated over the trailing 6-month period | 8.48% | 7.76% | +0.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.53% | 15.52% | +1.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.95% | 14.43% | +1.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.40% | 16.96% | +1.44% |