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DFUVX vs. AVLV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

DFUVX vs. AVLV - Performance Comparison

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

-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
11.53%
12.84%
DFUVX
AVLV

Returns By Period

In the year-to-date period, DFUVX achieves a 21.26% return, which is significantly lower than AVLV's 23.35% return.


DFUVX

YTD

21.26%

1M

4.27%

6M

11.54%

1Y

29.37%

5Y (annualized)

10.81%

10Y (annualized)

9.47%

AVLV

YTD

23.35%

1M

5.83%

6M

12.84%

1Y

32.17%

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


DFUVXAVLV
Sharpe Ratio2.482.56
Sortino Ratio3.533.59
Omega Ratio1.441.47
Calmar Ratio4.833.83
Martin Ratio14.1814.39
Ulcer Index2.10%2.25%
Daily Std Dev12.02%12.66%
Max Drawdown-65.60%-19.34%
Current Drawdown0.00%0.00%

Compare stocks, funds, or ETFs

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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%.


AVLV
Avantis U.S. Large Cap Value ETF
Expense ratio chart for AVLV: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for DFUVX: current value at 0.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.14%

Correlation

-0.50.00.51.01.0

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.

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.


Sharpe ratio
The chart of Sharpe ratio for DFUVX, currently valued at 2.48, compared to the broader market-1.000.001.002.003.004.005.002.482.56
The chart of Sortino ratio for DFUVX, currently valued at 3.53, compared to the broader market0.005.0010.003.533.59
The chart of Omega ratio for DFUVX, currently valued at 1.44, compared to the broader market1.002.003.004.001.441.47
The chart of Calmar ratio for DFUVX, currently valued at 4.83, compared to the broader market0.005.0010.0015.0020.004.833.83
The chart of Martin ratio for DFUVX, currently valued at 14.18, compared to the broader market0.0020.0040.0060.0080.00100.0014.1814.39
DFUVX
AVLV

The current DFUVX Sharpe Ratio is 2.48, which is comparable to the AVLV Sharpe Ratio of 2.56. The chart below compares the historical Sharpe Ratios of DFUVX and AVLV, 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 Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.48
2.56
DFUVX
AVLV

Dividends

DFUVX vs. AVLV - Dividend Comparison

DFUVX's dividend yield for the trailing twelve months is around 1.80%, more than AVLV's 1.50% yield.


TTM20232022202120202019201820172016201520142013
DFUVX
DFA U.S. Large Cap Value III Portfolio
1.80%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
1.50%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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember00
DFUVX
AVLV

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 4.76% and 4.61%, 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.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
4.76%
4.61%
DFUVX
AVLV