DFLVX vs. SUVZX
DFLVX (DFA U.S. Large Cap Value Portfolio) and SUVZX (PGIM Quant Solutions Large-Cap Value Fund) are both Large Cap Value Equities funds. Over the past 10 years, DFLVX returned 12.04%/yr vs 13.15%/yr for SUVZX. Their 0.96 correlation means they have historically moved very closely together. DFLVX charges 0.22%/yr vs 0.80%/yr for SUVZX.
Performance
DFLVX vs. SUVZX - Performance Comparison
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Returns By Period
In the year-to-date period, DFLVX achieves a 19.19% return, which is significantly lower than SUVZX's 22.35% return. Over the past 10 years, DFLVX has underperformed SUVZX with an annualized return of 12.04%, while SUVZX has yielded a comparatively higher 13.15% 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%
SUVZX
- 1D
- 0.33%
- 1M
- 3.07%
- 6M
- 16.41%
- YTD
- 22.35%
- 1Y
- 38.16%
- 3Y*
- 24.37%
- 5Y*
- 15.21%
- 10Y*
- 13.15%
- ALL TIME*
- 8.80%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
DFLVX vs. SUVZX - 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% |
SUVZX PGIM Quant Solutions Large-Cap Value Fund | 22.35% | 17.92% | 29.20% | 9.39% | -6.46% | 31.08% | -6.15% | 28.63% | -14.99% | 15.87% |
Correlation
The correlation between DFLVX and SUVZX 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. | 0.96 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.96 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2002 | 0.96 |
The correlation between DFLVX and SUVZX has been stable across timeframes, ranging from 0.91 to 0.96 - a consistent structural relationship.
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Return for Risk
DFLVX vs. SUVZX — Risk / Return Rank
DFLVX
SUVZX
DFLVX vs. SUVZX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Large Cap Value Portfolio (DFLVX) and PGIM Quant Solutions Large-Cap Value Fund (SUVZX). 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 | SUVZX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.40 | ||
| Sortino ratioReturn per unit of downside risk | -0.61 | ||
| Omega ratioGain probability vs. loss probability | 1.51 | 1.59 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 5.47 | 6.40 | -0.93 |
| Martin ratioReturn relative to average drawdown | 20.84 | 26.62 | -5.78 |
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Drawdowns
DFLVX vs. SUVZX - Drawdown Comparison
The maximum DFLVX drawdown since its inception was -65.65%, which is greater than SUVZX's maximum drawdown of -60.47%. Use the drawdown chart below to compare losses from any high point for DFLVX and SUVZX.
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Drawdown Indicators
| DFLVX | SUVZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.65% | -60.47% | -5.18% |
Max Drawdown (1Y)Largest decline over 1 year | -5.86% | -5.75% | -0.11% |
Max Drawdown (3Y)Largest decline over 3 years | -16.64% | -16.29% | -0.35% |
Max Drawdown (5Y)Largest decline over 5 years | -19.83% | -21.74% | +1.91% |
Max Drawdown (10Y)Largest decline over 10 years | -41.79% | -46.82% | +5.03% |
Current DrawdownCurrent decline from peak | -0.40% | -0.07% | -0.33% |
Average DrawdownAverage peak-to-trough decline | -8.44% | -9.65% | +1.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.57% | 1.38% | +0.19% |
Volatility
DFLVX vs. SUVZX - Volatility Comparison
DFA U.S. Large Cap Value Portfolio (DFLVX) and PGIM Quant Solutions Large-Cap Value Fund (SUVZX) have volatilities of 2.52% and 2.60%, 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.
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Volatility by Period
| DFLVX | SUVZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.52% | 2.60% | -0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 8.20% | 8.53% | -0.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.21% | 11.29% | -0.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.77% | 17.81% | -2.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.29% | 20.96% | -2.67% |
DFLVX vs. SUVZX - Expense Ratio Comparison
DFLVX has a 0.22% expense ratio, which is lower than SUVZX's 0.80% expense ratio.
Dividends
DFLVX vs. SUVZX - Dividend Comparison
DFLVX's dividend yield for the trailing twelve months is around 1.43%, less than SUVZX's 13.61% 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% |
SUVZX PGIM Quant Solutions Large-Cap Value Fund | 13.61% | 16.65% | 31.72% | 3.81% | 10.19% | 9.27% | 2.09% | 10.08% | 14.33% | 9.58% | 4.35% | 18.27% |
Frequently Asked Questions
With a correlation of 0.91, DFLVX and SUVZX 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.
SUVZX has higher volatility (2.60%) compared to DFLVX (2.52%). In terms of maximum drawdown, DFLVX dropped -65.65% vs SUVZX's -60.47%.
SUVZX currently has the higher Sharpe Ratio (3.27 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.
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