DFUVX vs. AVLV
Compare and contrast key facts about DFA U.S. Large Cap Value III Portfolio (DFUVX) and Avantis U.S. Large Cap Value ETF (AVLV).
DFUVX is managed by Dimensional Fund Advisors LP. It was launched on Feb 2, 1995. AVLV is a passively managed fund by American Century Investments that tracks the performance of the Russell 1000 Value Index. It was launched on Sep 21, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFUVX or AVLV.
Key characteristics
| DFUVX | AVLV | |
|---|---|---|
| YTD Return | 19.62% | 21.12% |
| 1Y Return | 33.11% | 35.31% |
| 3Y Return (Ann) | 8.32% | 10.46% |
| Sharpe Ratio | 2.67 | 2.70 |
| Sortino Ratio | 3.82 | 3.79 |
| Omega Ratio | 1.48 | 1.49 |
| Calmar Ratio | 3.65 | 4.10 |
| Martin Ratio | 15.55 | 15.46 |
| Ulcer Index | 2.09% | 2.25% |
| Daily Std Dev | 12.14% | 12.89% |
| Max Drawdown | -65.60% | -19.34% |
| Current Drawdown | -0.62% | -0.33% |
Correlation
The correlation between DFUVX and AVLV 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.
Performance
DFUVX vs. AVLV - Performance Comparison
In the year-to-date period, DFUVX achieves a 19.62% return, which is significantly lower than AVLV's 21.12% 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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DFUVX vs. AVLV - Expense Ratio Comparison
DFUVX has a 0.14% expense ratio, which is lower than AVLV's 0.15% expense ratio. Despite the difference, 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
DFUVX vs. AVLV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Large Cap Value III Portfolio (DFUVX) and Avantis U.S. Large Cap Value ETF (AVLV). 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
DFUVX vs. AVLV - Dividend Comparison
DFUVX's dividend yield for the trailing twelve months is around 1.83%, more than AVLV's 1.53% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFUVX DFA U.S. Large Cap Value III Portfolio | 1.83% | 2.09% | 2.18% | 1.64% | 2.09% | 2.06% | 2.42% | 2.00% | 2.07% | 2.36% | 1.89% | 1.57% |
AVLV Avantis U.S. Large Cap Value ETF | 1.53% | 1.85% | 2.00% | 0.29% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DFUVX vs. AVLV - Drawdown Comparison
The maximum DFUVX drawdown since its inception was -65.60%, which is greater than AVLV's maximum drawdown of -19.34%. Use the drawdown chart below to compare losses from any high point for DFUVX and AVLV. For additional features, visit the drawdowns tool.
Volatility
DFUVX vs. AVLV - Volatility Comparison
DFA U.S. Large Cap Value III Portfolio (DFUVX) and Avantis U.S. Large Cap Value ETF (AVLV) have volatilities of 4.78% and 4.59%, 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.