DFSVX vs. AVUV
Compare and contrast key facts about DFA U.S. Small Cap Value Portfolio I (DFSVX) and Avantis U.S. Small Cap Value ETF (AVUV).
DFSVX is managed by Dimensional Fund Advisors LP. It was launched on Mar 2, 1993. AVUV is an actively managed fund by American Century Investments. It was launched on Sep 24, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFSVX or AVUV.
Performance
DFSVX vs. AVUV - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with DFSVX having a 14.54% return and AVUV slightly lower at 14.12%.
DFSVX
14.54%
2.85%
9.29%
28.01%
14.68%
9.30%
AVUV
14.12%
3.10%
9.47%
28.48%
16.34%
N/A
Key characteristics
| DFSVX | AVUV | |
|---|---|---|
| Sharpe Ratio | 1.49 | 1.45 |
| Sortino Ratio | 2.23 | 2.18 |
| Omega Ratio | 1.27 | 1.27 |
| Calmar Ratio | 2.98 | 2.80 |
| Martin Ratio | 8.16 | 7.37 |
| Ulcer Index | 3.65% | 4.17% |
| Daily Std Dev | 20.00% | 21.14% |
| Max Drawdown | -66.70% | -49.42% |
| Current Drawdown | -3.12% | -3.46% |
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DFSVX vs. AVUV - Expense Ratio Comparison
DFSVX has a 0.30% expense ratio, which is higher than AVUV's 0.25% expense ratio.
Correlation
The correlation between DFSVX and AVUV is 0.98, 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
DFSVX vs. AVUV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Small Cap Value Portfolio I (DFSVX) and Avantis U.S. Small Cap Value ETF (AVUV). 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
DFSVX vs. AVUV - Dividend Comparison
DFSVX's dividend yield for the trailing twelve months is around 3.28%, more than AVUV's 1.54% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFSVX DFA U.S. Small Cap Value Portfolio I | 3.28% | 3.67% | 6.77% | 10.40% | 1.96% | 2.83% | 7.54% | 5.62% | 4.53% | 5.83% | 4.53% | 5.09% |
AVUV Avantis U.S. Small Cap Value ETF | 1.54% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DFSVX vs. AVUV - Drawdown Comparison
The maximum DFSVX drawdown since its inception was -66.70%, which is greater than AVUV's maximum drawdown of -49.42%. Use the drawdown chart below to compare losses from any high point for DFSVX and AVUV. For additional features, visit the drawdowns tool.
Volatility
DFSVX vs. AVUV - Volatility Comparison
The current volatility for DFA U.S. Small Cap Value Portfolio I (DFSVX) is 8.22%, while Avantis U.S. Small Cap Value ETF (AVUV) has a volatility of 8.73%. This indicates that DFSVX experiences smaller price fluctuations and is considered to be less risky than AVUV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.