DFUVX vs. DFFVX
Compare and contrast key facts about DFA U.S. Large Cap Value III Portfolio (DFUVX) and DFA U.S. Targeted Value Portfolio (DFFVX).
DFUVX is managed by Dimensional. It was launched on Feb 2, 1995. DFFVX is managed by Dimensional. It was launched on Feb 23, 2000.
Performance
DFUVX vs. DFFVX - Performance Comparison
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DFUVX vs. DFFVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFUVX DFA U.S. Large Cap Value III Portfolio | 2.17% | 15.83% | 12.87% | 11.65% | -5.73% | 22.75% | -0.45% | 25.62% | -11.58% | 18.60% |
DFFVX DFA U.S. Targeted Value Portfolio | 3.27% | 9.53% | 9.34% | 19.37% | -4.66% | 31.53% | 3.78% | 21.51% | -15.79% | 9.20% |
Returns By Period
In the year-to-date period, DFUVX achieves a 2.17% return, which is significantly lower than DFFVX's 3.27% return. Both investments have delivered pretty close results over the past 10 years, with DFUVX having a 10.31% annualized return and DFFVX not far behind at 10.23%.
DFUVX
- 1D
- -0.52%
- 1M
- -5.53%
- YTD
- 2.17%
- 6M
- 6.85%
- 1Y
- 16.29%
- 3Y*
- 14.07%
- 5Y*
- 8.50%
- 10Y*
- 10.31%
DFFVX
- 1D
- -0.57%
- 1M
- -5.78%
- YTD
- 3.27%
- 6M
- 6.24%
- 1Y
- 21.73%
- 3Y*
- 13.51%
- 5Y*
- 8.15%
- 10Y*
- 10.23%
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DFUVX vs. DFFVX - Expense Ratio Comparison
DFUVX has a 0.14% expense ratio, which is lower than DFFVX's 0.29% expense ratio.
Return for Risk
DFUVX vs. DFFVX — Risk / Return Rank
DFUVX
DFFVX
DFUVX vs. DFFVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Large Cap Value III Portfolio (DFUVX) and DFA U.S. Targeted Value Portfolio (DFFVX). 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.
| DFUVX | DFFVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.07 | 0.97 | +0.10 |
Sortino ratioReturn per unit of downside risk | 1.54 | 1.49 | +0.06 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.21 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.11 | 1.31 | -0.20 |
Martin ratioReturn relative to average drawdown | 4.72 | 4.88 | -0.16 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DFUVX | DFFVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 0.97 | +0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.38 | +0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.43 | +0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.45 | -0.02 |
Correlation
The correlation between DFUVX and DFFVX is 0.91, 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.
Dividends
DFUVX vs. DFFVX - Dividend Comparison
DFUVX's dividend yield for the trailing twelve months is around 1.71%, more than DFFVX's 1.66% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFUVX DFA U.S. Large Cap Value III Portfolio | 1.71% | 1.31% | 1.94% | 5.68% | 5.84% | 1.77% | 2.09% | 5.04% | 9.79% | 7.99% | 4.90% | 8.03% |
DFFVX DFA U.S. Targeted Value Portfolio | 1.66% | 1.69% | 1.40% | 2.26% | 5.17% | 2.74% | 1.52% | 3.82% | 5.95% | 5.16% | 3.95% | 5.84% |
Drawdowns
DFUVX vs. DFFVX - Drawdown Comparison
The maximum DFUVX drawdown since its inception was -65.60%, roughly equal to the maximum DFFVX drawdown of -64.21%. Use the drawdown chart below to compare losses from any high point for DFUVX and DFFVX.
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Drawdown Indicators
| DFUVX | DFFVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.60% | -64.21% | -1.39% |
Max Drawdown (1Y)Largest decline over 1 year | -12.26% | -14.71% | +2.45% |
Max Drawdown (5Y)Largest decline over 5 years | -20.33% | -26.09% | +5.76% |
Max Drawdown (10Y)Largest decline over 10 years | -41.76% | -50.75% | +8.99% |
Current DrawdownCurrent decline from peak | -5.85% | -8.07% | +2.22% |
Average DrawdownAverage peak-to-trough decline | -9.90% | -9.76% | -0.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.09% | 3.96% | -0.87% |
Volatility
DFUVX vs. DFFVX - Volatility Comparison
The current volatility for DFA U.S. Large Cap Value III Portfolio (DFUVX) is 3.56%, while DFA U.S. Targeted Value Portfolio (DFFVX) has a volatility of 4.90%. This indicates that DFUVX experiences smaller price fluctuations and is considered to be less risky than DFFVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFUVX | DFFVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.56% | 4.90% | -1.34% |
Volatility (6M)Calculated over the trailing 6-month period | 8.35% | 12.20% | -3.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.48% | 22.60% | -6.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.99% | 21.69% | -5.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.41% | 23.67% | -5.26% |