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DFLVX vs. SPYV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DFLVX and SPYV is 0.85, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

DFLVX vs. SPYV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA U.S. Large Cap Value Portfolio (DFLVX) and SPDR Portfolio S&P 500 Value ETF (SPYV). The values are adjusted to include any dividend payments, if applicable.

300.00%350.00%400.00%450.00%500.00%NovemberDecember2025FebruaryMarchApril
308.29%
442.02%
DFLVX
SPYV

Key characteristics

Sharpe Ratio

DFLVX:

0.07

SPYV:

0.17

Sortino Ratio

DFLVX:

0.22

SPYV:

0.35

Omega Ratio

DFLVX:

1.03

SPYV:

1.05

Calmar Ratio

DFLVX:

0.07

SPYV:

0.15

Martin Ratio

DFLVX:

0.25

SPYV:

0.57

Ulcer Index

DFLVX:

4.62%

SPYV:

4.73%

Daily Std Dev

DFLVX:

17.35%

SPYV:

15.79%

Max Drawdown

DFLVX:

-67.18%

SPYV:

-58.45%

Current Drawdown

DFLVX:

-10.46%

SPYV:

-10.79%

Returns By Period

In the year-to-date period, DFLVX achieves a -3.17% return, which is significantly higher than SPYV's -4.24% return. Over the past 10 years, DFLVX has underperformed SPYV with an annualized return of 5.26%, while SPYV has yielded a comparatively higher 9.33% annualized return.


DFLVX

YTD

-3.17%

1M

-6.23%

6M

-5.48%

1Y

1.66%

5Y*

13.02%

10Y*

5.26%

SPYV

YTD

-4.24%

1M

-5.04%

6M

-6.35%

1Y

2.97%

5Y*

14.31%

10Y*

9.33%

*Annualized

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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%.


Expense ratio chart for DFLVX: current value is 0.22%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DFLVX: 0.22%
Expense ratio chart for SPYV: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SPYV: 0.04%

Risk-Adjusted Performance

DFLVX vs. SPYV — Risk-Adjusted Performance Rank

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

DFLVX
The Risk-Adjusted Performance Rank of DFLVX is 2626
Overall Rank
The Sharpe Ratio Rank of DFLVX is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of DFLVX is 2626
Sortino Ratio Rank
The Omega Ratio Rank of DFLVX is 2525
Omega Ratio Rank
The Calmar Ratio Rank of DFLVX is 2727
Calmar Ratio Rank
The Martin Ratio Rank of DFLVX is 2626
Martin Ratio Rank

SPYV
The Risk-Adjusted Performance Rank of SPYV is 3131
Overall Rank
The Sharpe Ratio Rank of SPYV is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of SPYV is 3030
Sortino Ratio Rank
The Omega Ratio Rank of SPYV is 3030
Omega Ratio Rank
The Calmar Ratio Rank of SPYV is 3232
Calmar Ratio Rank
The Martin Ratio Rank of SPYV is 3131
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for DFLVX, currently valued at 0.07, compared to the broader market-1.000.001.002.003.00
DFLVX: 0.07
SPYV: 0.17
The chart of Sortino ratio for DFLVX, currently valued at 0.22, compared to the broader market-2.000.002.004.006.008.00
DFLVX: 0.22
SPYV: 0.35
The chart of Omega ratio for DFLVX, currently valued at 1.03, compared to the broader market0.501.001.502.002.503.00
DFLVX: 1.03
SPYV: 1.05
The chart of Calmar ratio for DFLVX, currently valued at 0.07, compared to the broader market0.002.004.006.008.0010.00
DFLVX: 0.07
SPYV: 0.15
The chart of Martin ratio for DFLVX, currently valued at 0.25, compared to the broader market0.0010.0020.0030.0040.00
DFLVX: 0.25
SPYV: 0.57

The current DFLVX Sharpe Ratio is 0.07, which is lower than the SPYV Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of DFLVX and SPYV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.07
0.17
DFLVX
SPYV

Dividends

DFLVX vs. SPYV - Dividend Comparison

DFLVX's dividend yield for the trailing twelve months is around 1.99%, less than SPYV's 2.24% yield.


TTM20242023202220212020201920182017201620152014
DFLVX
DFA U.S. Large Cap Value Portfolio
1.99%1.87%1.99%2.05%1.54%1.97%1.93%2.22%1.80%1.90%2.14%1.72%
SPYV
SPDR Portfolio S&P 500 Value ETF
2.24%2.29%1.75%2.23%2.10%2.38%2.25%2.97%2.77%2.39%2.53%2.19%

Drawdowns

DFLVX vs. SPYV - Drawdown Comparison

The maximum DFLVX drawdown since its inception was -67.18%, 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.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.46%
-10.79%
DFLVX
SPYV

Volatility

DFLVX vs. SPYV - Volatility Comparison

DFA U.S. Large Cap Value Portfolio (DFLVX) and SPDR Portfolio S&P 500 Value ETF (SPYV) have volatilities of 12.35% and 12.02%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
12.35%
12.02%
DFLVX
SPYV