DFUVX vs. DFLVX
Compare and contrast key facts about DFA U.S. Large Cap Value III Portfolio (DFUVX) and DFA U.S. Large Cap Value Portfolio (DFLVX).
DFUVX is managed by Dimensional Fund Advisors LP. It was launched on Feb 2, 1995. DFLVX is managed by Dimensional Fund Advisors LP. It was launched on Feb 19, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFUVX or DFLVX.
Key characteristics
| DFUVX | DFLVX | |
|---|---|---|
| YTD Return | 20.83% | 20.75% |
| 1Y Return | 33.85% | 33.70% |
| 3Y Return (Ann) | 8.66% | 8.56% |
| 5Y Return (Ann) | 10.97% | 10.85% |
| 10Y Return (Ann) | 9.64% | 9.51% |
| Sharpe Ratio | 2.93 | 2.92 |
| Sortino Ratio | 4.16 | 4.14 |
| Omega Ratio | 1.53 | 1.53 |
| Calmar Ratio | 4.55 | 4.46 |
| Martin Ratio | 17.01 | 16.87 |
| Ulcer Index | 2.09% | 2.10% |
| Daily Std Dev | 12.08% | 12.09% |
| Max Drawdown | -65.60% | -65.65% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between DFUVX and DFLVX is 1.00, 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. DFLVX - Performance Comparison
The year-to-date returns for both stocks are quite close, with DFUVX having a 20.83% return and DFLVX slightly lower at 20.75%. Both investments have delivered pretty close results over the past 10 years, with DFUVX having a 9.64% annualized return and DFLVX not far behind at 9.51%. 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. DFLVX - Expense Ratio Comparison
DFUVX has a 0.14% expense ratio, which is lower than DFLVX's 0.22% 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. DFLVX - 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 DFA U.S. Large Cap Value Portfolio (DFLVX). 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. DFLVX - Dividend Comparison
DFUVX's dividend yield for the trailing twelve months is around 1.81%, more than DFLVX's 1.72% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFUVX DFA U.S. Large Cap Value III Portfolio | 1.81% | 2.09% | 2.18% | 1.64% | 2.09% | 2.06% | 2.42% | 2.00% | 2.07% | 2.36% | 1.89% | 1.57% |
DFLVX DFA U.S. Large Cap Value Portfolio | 1.72% | 1.99% | 2.05% | 1.54% | 1.97% | 1.93% | 2.22% | 1.80% | 1.90% | 2.14% | 1.72% | 1.44% |
Drawdowns
DFUVX vs. DFLVX - Drawdown Comparison
The maximum DFUVX drawdown since its inception was -65.60%, roughly equal to the maximum DFLVX drawdown of -65.65%. Use the drawdown chart below to compare losses from any high point for DFUVX and DFLVX. For additional features, visit the drawdowns tool.
Volatility
DFUVX vs. DFLVX - Volatility Comparison
DFA U.S. Large Cap Value III Portfolio (DFUVX) and DFA U.S. Large Cap Value Portfolio (DFLVX) have volatilities of 4.70% and 4.72%, 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.