DFLVX vs. VWNEX
Compare and contrast key facts about DFA U.S. Large Cap Value Portfolio (DFLVX) and Vanguard Windsor Fund Admiral Shares (VWNEX).
DFLVX is managed by Dimensional. It was launched on Feb 19, 1993. VWNEX is managed by Vanguard. It was launched on Nov 12, 2001.
Performance
DFLVX vs. VWNEX - Performance Comparison
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DFLVX vs. VWNEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFLVX DFA U.S. Large Cap Value Portfolio | 2.14% | 16.36% | 12.76% | 11.52% | -5.81% | 30.40% | -0.58% | 25.46% | -11.68% | 18.50% |
VWNEX Vanguard Windsor Fund Admiral Shares | -3.74% | 13.40% | 9.64% | 15.11% | -3.05% | 27.92% | 7.45% | 30.53% | -12.39% | 18.19% |
Returns By Period
In the year-to-date period, DFLVX achieves a 2.14% return, which is significantly higher than VWNEX's -3.74% return. Both investments have delivered pretty close results over the past 10 years, with DFLVX having a 10.94% annualized return and VWNEX not far ahead at 10.99%.
DFLVX
- 1D
- -0.53%
- 1M
- -5.55%
- YTD
- 2.14%
- 6M
- 6.80%
- 1Y
- 16.19%
- 3Y*
- 14.15%
- 5Y*
- 9.85%
- 10Y*
- 10.94%
VWNEX
- 1D
- -0.01%
- 1M
- -6.87%
- YTD
- -3.74%
- 6M
- 1.42%
- 1Y
- 9.29%
- 3Y*
- 10.21%
- 5Y*
- 8.68%
- 10Y*
- 10.99%
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DFLVX vs. VWNEX - Expense Ratio Comparison
DFLVX has a 0.22% expense ratio, which is higher than VWNEX's 0.20% 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. VWNEX — Risk / Return Rank
DFLVX
VWNEX
DFLVX vs. VWNEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Large Cap Value Portfolio (DFLVX) and Vanguard Windsor Fund Admiral Shares (VWNEX). 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 | VWNEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.07 | 0.58 | +0.48 |
Sortino ratioReturn per unit of downside risk | 1.54 | 0.93 | +0.61 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.13 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.19 | 0.67 | +0.52 |
Martin ratioReturn relative to average drawdown | 5.16 | 2.79 | +2.38 |
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 | VWNEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 0.58 | +0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.50 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.56 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.40 | +0.11 |
Correlation
The correlation between DFLVX and VWNEX 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.
Dividends
DFLVX vs. VWNEX - Dividend Comparison
DFLVX's dividend yield for the trailing twelve months is around 1.65%, less than VWNEX's 8.21% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFLVX DFA U.S. Large Cap Value Portfolio | 1.65% | 1.71% | 1.87% | 3.65% | 4.56% | 5.90% | 1.97% | 4.04% | 7.83% | 6.06% | 3.77% | 6.52% |
VWNEX Vanguard Windsor Fund Admiral Shares | 8.21% | 7.90% | 12.60% | 8.34% | 15.50% | 11.57% | 8.47% | 10.36% | 13.30% | 3.56% | 4.99% | 8.62% |
Drawdowns
DFLVX vs. VWNEX - Drawdown Comparison
The maximum DFLVX drawdown since its inception was -65.65%, which is greater than VWNEX's maximum drawdown of -61.41%. Use the drawdown chart below to compare losses from any high point for DFLVX and VWNEX.
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Drawdown Indicators
| DFLVX | VWNEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.65% | -61.41% | -4.24% |
Max Drawdown (1Y)Largest decline over 1 year | -12.28% | -12.62% | +0.34% |
Max Drawdown (5Y)Largest decline over 5 years | -19.83% | -21.72% | +1.89% |
Max Drawdown (10Y)Largest decline over 10 years | -41.79% | -40.12% | -1.67% |
Current DrawdownCurrent decline from peak | -5.86% | -7.89% | +2.03% |
Average DrawdownAverage peak-to-trough decline | -8.52% | -9.92% | +1.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.92% | 3.02% | -0.10% |
Volatility
DFLVX vs. VWNEX - Volatility Comparison
DFA U.S. Large Cap Value Portfolio (DFLVX) and Vanguard Windsor Fund Admiral Shares (VWNEX) have volatilities of 3.56% and 3.64%, 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 | VWNEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.56% | 3.64% | -0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 8.33% | 9.25% | -0.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.46% | 17.35% | -0.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.93% | 17.34% | -1.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.39% | 19.66% | -1.27% |