DFUV vs. VTV
Compare and contrast key facts about Dimensional US Marketwide Value ETF (DFUV) and Vanguard Value ETF (VTV).
DFUV and VTV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DFUV is an actively managed fund by Dimensional. It was launched on Dec 16, 1998. 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: DFUV or VTV.
Key characteristics
| DFUV | VTV | |
|---|---|---|
| YTD Return | 11.51% | 17.00% |
| 1Y Return | 19.55% | 23.45% |
| Sharpe Ratio | 1.52 | 2.22 |
| Daily Std Dev | 12.98% | 10.57% |
| Max Drawdown | -15.35% | -59.27% |
| Current Drawdown | -1.16% | -0.08% |
Correlation
The correlation between DFUV and VTV is 0.95, 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
DFUV vs. VTV - Performance Comparison
In the year-to-date period, DFUV achieves a 11.51% return, which is significantly lower than VTV's 17.00% 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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DFUV vs. VTV - Expense Ratio Comparison
DFUV has a 0.21% 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%.
Risk-Adjusted Performance
DFUV vs. VTV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional US Marketwide Value ETF (DFUV) 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
DFUV vs. VTV - Dividend Comparison
DFUV's dividend yield for the trailing twelve months is around 1.99%, less than VTV's 2.29% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFUV Dimensional US Marketwide Value ETF | 1.57% | 1.72% | 1.34% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTV Vanguard Value ETF | 2.29% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% | 2.22% | 2.21% |
Drawdowns
DFUV vs. VTV - Drawdown Comparison
The maximum DFUV drawdown since its inception was -15.35%, smaller than the maximum VTV drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for DFUV and VTV. For additional features, visit the drawdowns tool.
Volatility
DFUV vs. VTV - Volatility Comparison
Dimensional US Marketwide Value ETF (DFUV) has a higher volatility of 3.86% compared to Vanguard Value ETF (VTV) at 3.01%. This indicates that DFUV'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.