DFLVX vs. TORYX
DFLVX (DFA U.S. Large Cap Value Portfolio) and TORYX (Torray Equity Income Fund) are both Large Cap Value Equities funds. Over the past 10 years, DFLVX returned 12.04%/yr vs 9.93%/yr for TORYX. Their correlation of 0.88 means they have usually moved in the same direction. DFLVX charges 0.22%/yr vs 1.07%/yr for TORYX.
Performance
DFLVX vs. TORYX - Performance Comparison
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Returns By Period
In the year-to-date period, DFLVX achieves a 19.19% return, which is significantly higher than TORYX's 16.89% return. Over the past 10 years, DFLVX has outperformed TORYX with an annualized return of 12.04%, while TORYX has yielded a comparatively lower 9.93% 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%
TORYX
- 1D
- 0.29%
- 1M
- 5.22%
- 6M
- 14.45%
- YTD
- 16.89%
- 1Y
- 25.80%
- 3Y*
- 16.60%
- 5Y*
- 12.03%
- 10Y*
- 9.93%
- ALL TIME*
- 9.36%
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. TORYX - 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% |
TORYX Torray Equity Income Fund | 16.89% | 14.89% | 13.77% | 12.57% | -0.69% | 21.40% | -2.45% | 19.89% | -10.59% | 12.07% |
Correlation
The correlation between DFLVX and TORYX is 0.75, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.75 |
Correlation (3Y) Balances recent behavior with more history. | 0.87 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.91 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.93 |
Correlation (All Time) Calculated using the full available price history since Feb 18, 1993 | 0.88 |
The correlation between DFLVX and TORYX shifts across timeframes, from 0.75 (1 year) to 0.93 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
DFLVX vs. TORYX — Risk / Return Rank
DFLVX
TORYX
DFLVX vs. TORYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Large Cap Value Portfolio (DFLVX) and Torray Equity Income Fund (TORYX). 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 | TORYX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.54 | ||
| Sortino ratioReturn per unit of downside risk | +0.55 | ||
| Omega ratioGain probability vs. loss probability | 1.51 | 1.41 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 5.47 | 5.55 | -0.08 |
| Martin ratioReturn relative to average drawdown | 20.84 | 15.44 | +5.39 |
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Drawdowns
DFLVX vs. TORYX - Drawdown Comparison
The maximum DFLVX drawdown since its inception was -65.65%, which is greater than TORYX's maximum drawdown of -56.55%. Use the drawdown chart below to compare losses from any high point for DFLVX and TORYX.
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Drawdown Indicators
| DFLVX | TORYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.65% | -56.55% | -9.10% |
Max Drawdown (1Y)Largest decline over 1 year | -5.86% | -4.50% | -1.36% |
Max Drawdown (3Y)Largest decline over 3 years | -16.64% | -14.64% | -2.00% |
Max Drawdown (5Y)Largest decline over 5 years | -19.83% | -16.53% | -3.30% |
Max Drawdown (10Y)Largest decline over 10 years | -41.79% | -38.31% | -3.48% |
Current DrawdownCurrent decline from peak | -0.40% | -0.17% | -0.23% |
Average DrawdownAverage peak-to-trough decline | -8.44% | -7.31% | -1.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.57% | 1.62% | -0.05% |
Volatility
DFLVX vs. TORYX - Volatility Comparison
DFA U.S. Large Cap Value Portfolio (DFLVX) has a higher volatility of 2.52% compared to Torray Equity Income Fund (TORYX) at 2.39%. This indicates that DFLVX's price experiences larger fluctuations and is considered to be riskier than TORYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFLVX | TORYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.52% | 2.39% | +0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 8.20% | 7.66% | +0.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.21% | 10.85% | +0.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.77% | 15.03% | +0.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.29% | 17.55% | +0.74% |
DFLVX vs. TORYX - Expense Ratio Comparison
DFLVX has a 0.22% expense ratio, which is lower than TORYX's 1.07% expense ratio.
Dividends
DFLVX vs. TORYX - Dividend Comparison
DFLVX's dividend yield for the trailing twelve months is around 1.43%, less than TORYX's 28.54% 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% |
TORYX Torray Equity Income Fund | 28.54% | 32.38% | 7.32% | 6.47% | 10.55% | 10.80% | 3.22% | 2.66% | 2.21% | 7.34% | 8.93% | 4.30% |
Frequently Asked Questions
DFLVX and TORYX have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DFLVX has higher volatility (2.52%) compared to TORYX (2.39%). In terms of maximum drawdown, DFLVX dropped -65.65% vs TORYX's -56.55%.
DFLVX currently has the higher Sharpe Ratio (2.87 vs 2.33), 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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