DFSVX vs. VTV
Compare and contrast key facts about DFA U.S. Small Cap Value Portfolio I (DFSVX) and Vanguard Value ETF (VTV).
DFSVX is managed by Dimensional Fund Advisors LP. It was launched on Mar 2, 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: DFSVX or VTV.
Key characteristics
| DFSVX | VTV | |
|---|---|---|
| YTD Return | 0.68% | 5.58% |
| 1Y Return | 26.02% | 17.12% |
| 3Y Return (Ann) | 7.02% | 7.21% |
| 5Y Return (Ann) | 10.84% | 10.03% |
| 10Y Return (Ann) | 8.20% | 10.00% |
| Sharpe Ratio | 1.37 | 1.59 |
| Daily Std Dev | 18.59% | 10.17% |
| Max Drawdown | -66.70% | -59.27% |
| Current Drawdown | -4.10% | -3.69% |
Correlation
The correlation between DFSVX and VTV is 0.86, 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.
Performance
DFSVX vs. VTV - Performance Comparison
In the year-to-date period, DFSVX achieves a 0.68% return, which is significantly lower than VTV's 5.58% return. Over the past 10 years, DFSVX has underperformed VTV with an annualized return of 8.20%, while VTV has yielded a comparatively higher 10.00% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DFSVX vs. VTV - Expense Ratio Comparison
DFSVX has a 0.30% expense ratio, which is higher than VTV's 0.04% expense ratio.
Risk-Adjusted Performance
DFSVX vs. VTV - 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 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
DFSVX vs. VTV - Dividend Comparison
DFSVX's dividend yield for the trailing twelve months is around 3.66%, more than VTV's 2.46% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFSVX DFA U.S. Small Cap Value Portfolio I | 3.66% | 3.67% | 6.77% | 10.40% | 1.96% | 2.83% | 7.54% | 5.62% | 4.53% | 5.83% | 4.53% | 5.09% |
VTV Vanguard Value ETF | 2.46% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% | 2.22% | 2.21% |
Drawdowns
DFSVX vs. VTV - Drawdown Comparison
The maximum DFSVX drawdown since its inception was -66.70%, which is greater than VTV's maximum drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for DFSVX and VTV. For additional features, visit the drawdowns tool.
Volatility
DFSVX vs. VTV - Volatility Comparison
DFA U.S. Small Cap Value Portfolio I (DFSVX) has a higher volatility of 5.06% compared to Vanguard Value ETF (VTV) at 3.10%. This indicates that DFSVX'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.