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DFSVX vs. AVUV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.01.0

Performance

DFSVX vs. AVUV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA U.S. Small Cap Value Portfolio I (DFSVX) and Avantis U.S. Small Cap Value ETF (AVUV). The values are adjusted to include any dividend payments, if applicable.

80.00%90.00%100.00%110.00%120.00%130.00%JulyAugustSeptemberOctoberNovemberDecember
94.22%
108.66%
DFSVX
AVUV

Key characteristics

Sharpe Ratio

DFSVX:

0.52

AVUV:

0.51

Sortino Ratio

DFSVX:

0.88

AVUV:

0.88

Omega Ratio

DFSVX:

1.11

AVUV:

1.11

Calmar Ratio

DFSVX:

0.99

AVUV:

0.96

Martin Ratio

DFSVX:

2.63

AVUV:

2.42

Ulcer Index

DFSVX:

3.88%

AVUV:

4.37%

Daily Std Dev

DFSVX:

19.80%

AVUV:

20.74%

Max Drawdown

DFSVX:

-66.70%

AVUV:

-49.42%

Current Drawdown

DFSVX:

-9.74%

AVUV:

-9.29%

Returns By Period

The year-to-date returns for both investments are quite close, with DFSVX having a 8.46% return and AVUV slightly higher at 8.81%.


DFSVX

YTD

8.46%

1M

-5.23%

6M

8.00%

1Y

8.68%

5Y*

12.22%

10Y*

8.60%

AVUV

YTD

8.81%

1M

-4.40%

6M

9.81%

1Y

9.14%

5Y*

14.00%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DFSVX vs. AVUV - Expense Ratio Comparison

DFSVX has a 0.30% expense ratio, which is higher than AVUV's 0.25% expense ratio.


DFSVX
DFA U.S. Small Cap Value Portfolio I
Expense ratio chart for DFSVX: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%
Expense ratio chart for AVUV: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

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.


Sharpe ratio
The chart of Sharpe ratio for DFSVX, currently valued at 0.52, compared to the broader market-1.000.001.002.003.004.000.520.51
The chart of Sortino ratio for DFSVX, currently valued at 0.88, compared to the broader market-2.000.002.004.006.008.0010.000.880.88
The chart of Omega ratio for DFSVX, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.003.501.111.11
The chart of Calmar ratio for DFSVX, currently valued at 0.99, compared to the broader market0.002.004.006.008.0010.0012.0014.000.990.96
The chart of Martin ratio for DFSVX, currently valued at 2.63, compared to the broader market0.0020.0040.0060.002.632.42
DFSVX
AVUV

The current DFSVX Sharpe Ratio is 0.52, which is comparable to the AVUV Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of DFSVX and AVUV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.52
0.51
DFSVX
AVUV

Dividends

DFSVX vs. AVUV - Dividend Comparison

DFSVX's dividend yield for the trailing twelve months is around 1.10%, less than AVUV's 1.62% yield.


TTM20232022202120202019201820172016201520142013
DFSVX
DFA U.S. Small Cap Value Portfolio I
1.10%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
1.62%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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.74%
-9.29%
DFSVX
AVUV

Volatility

DFSVX vs. AVUV - Volatility Comparison

DFA U.S. Small Cap Value Portfolio I (DFSVX) and Avantis U.S. Small Cap Value ETF (AVUV) have volatilities of 5.69% and 5.84%, 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.


4.00%5.00%6.00%7.00%8.00%9.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.69%
5.84%
DFSVX
AVUV
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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