DFLVX vs. VTV
Compare and contrast key facts about DFA U.S. Large Cap Value Portfolio (DFLVX) and Vanguard Value ETF (VTV).
DFLVX is managed by Dimensional Fund Advisors LP. It was launched on Feb 19, 1993. VTV is a passively managed fund by Vanguard that tracks the performance of the MSCI US Prime Market Value Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFLVX or VTV.
Performance
DFLVX vs. VTV - Performance Comparison
Returns By Period
In the year-to-date period, DFLVX achieves a 20.11% return, which is significantly lower than VTV's 21.74% return. Over the past 10 years, DFLVX has underperformed VTV with an annualized return of 9.24%, while VTV has yielded a comparatively higher 10.57% annualized return.
DFLVX
20.11%
3.07%
11.11%
28.49%
10.64%
9.24%
VTV
21.74%
1.65%
12.77%
29.27%
11.77%
10.57%
Key characteristics
| DFLVX | VTV | |
|---|---|---|
| Sharpe Ratio | 2.42 | 2.90 |
| Sortino Ratio | 3.46 | 4.08 |
| Omega Ratio | 1.44 | 1.53 |
| Calmar Ratio | 4.71 | 5.83 |
| Martin Ratio | 13.76 | 18.64 |
| Ulcer Index | 2.11% | 1.59% |
| Daily Std Dev | 12.00% | 10.23% |
| Max Drawdown | -65.65% | -59.27% |
| Current Drawdown | -0.53% | -0.22% |
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DFLVX vs. VTV - Expense Ratio Comparison
DFLVX has a 0.22% expense ratio, which is higher than VTV'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%.
Correlation
The correlation between DFLVX and VTV is 0.96, 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.
Risk-Adjusted Performance
DFLVX vs. VTV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Large Cap Value Portfolio (DFLVX) and Vanguard Value ETF (VTV). 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. VTV - Dividend Comparison
DFLVX's dividend yield for the trailing twelve months is around 1.73%, less than VTV's 2.22% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFLVX DFA U.S. Large Cap Value Portfolio | 1.73% | 1.99% | 2.05% | 1.54% | 1.97% | 1.93% | 2.22% | 1.80% | 1.90% | 2.14% | 1.72% | 1.44% |
VTV Vanguard Value ETF | 2.22% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% | 2.22% | 2.21% |
Drawdowns
DFLVX vs. VTV - Drawdown Comparison
The maximum DFLVX drawdown since its inception was -65.65%, which is greater than VTV's maximum drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for DFLVX and VTV. For additional features, visit the drawdowns tool.
Volatility
DFLVX vs. VTV - Volatility Comparison
DFA U.S. Large Cap Value Portfolio (DFLVX) has a higher volatility of 4.74% compared to Vanguard Value ETF (VTV) at 3.76%. This indicates that DFLVX's price experiences larger fluctuations and is considered to be riskier than VTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.