DFUVX vs. DFLVX
DFUVX (DFA U.S. Large Cap Value III Portfolio) and DFLVX (DFA U.S. Large Cap Value Portfolio) are both Large Cap Value Equities funds from Dimensional. Over the past 10 years, DFUVX returned 11.30%/yr vs 11.93%/yr for DFLVX. Their 1.00 correlation means they have historically moved very closely together. DFUVX charges 0.14%/yr vs 0.22%/yr for DFLVX.
Performance
DFUVX vs. DFLVX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with DFUVX having a 18.91% return and DFLVX slightly lower at 18.84%. Over the past 10 years, DFUVX has underperformed DFLVX with an annualized return of 11.30%, while DFLVX has yielded a comparatively higher 11.93% annualized return.
DFUVX
- 1D
- 0.68%
- 1M
- 1.91%
- 6M
- 13.54%
- YTD
- 18.91%
- 1Y
- 33.06%
- 3Y*
- 17.07%
- 5Y*
- 10.75%
- 10Y*
- 11.30%
- ALL TIME*
- 9.35%
DFLVX
- 1D
- 0.67%
- 1M
- 1.90%
- 6M
- 13.48%
- YTD
- 18.84%
- 1Y
- 32.92%
- 3Y*
- 17.16%
- 5Y*
- 12.14%
- 10Y*
- 11.93%
- ALL TIME*
- 10.39%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
DFUVX vs. DFLVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFUVX DFA U.S. Large Cap Value III Portfolio | 18.91% | 15.83% | 12.87% | 11.65% | -5.73% | 22.75% | -0.45% | 25.62% | -11.58% | 18.60% |
DFLVX DFA U.S. Large Cap Value Portfolio | 18.84% | 16.36% | 12.76% | 11.52% | -5.81% | 30.40% | -0.58% | 25.46% | -11.68% | 18.50% |
Correlation
The correlation between DFUVX and DFLVX is 1.00 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 1.00 |
Correlation (3Y) Balances recent behavior with more history. | 1.00 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 1.00 |
Correlation (10Y) Provides a long-term view across more market conditions. | 1.00 |
Correlation (All Time) Calculated using the full available price history since Jun 20, 1996 | 1.00 |
The correlation between DFUVX and DFLVX has been stable across timeframes, ranging from 1.00 to 1.00 - a consistent structural relationship.
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Return for Risk
DFUVX vs. DFLVX — Risk / Return Rank
DFUVX
DFLVX
DFUVX vs. DFLVX - 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. 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DFUVX | DFLVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.01 | ||
| Sortino ratioReturn per unit of downside risk | 0.00 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 1.48 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 5.24 | 5.21 | +0.03 |
| Martin ratioReturn relative to average drawdown | 19.90 | 19.82 | +0.09 |
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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.
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Drawdown Indicators
| DFUVX | DFLVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.60% | -65.65% | +0.05% |
Max Drawdown (1Y)Largest decline over 1 year | -5.85% | -5.86% | +0.01% |
Max Drawdown (3Y)Largest decline over 3 years | -17.04% | -16.64% | -0.40% |
Max Drawdown (5Y)Largest decline over 5 years | -20.33% | -19.83% | -0.50% |
Max Drawdown (10Y)Largest decline over 10 years | -41.76% | -41.79% | +0.03% |
Current DrawdownCurrent decline from peak | -0.70% | -0.70% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -9.79% | -8.44% | -1.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.57% | 1.57% | 0.00% |
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 2.55% and 2.54%, 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.
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Volatility by Period
| DFUVX | DFLVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.55% | 2.54% | +0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 8.21% | 8.20% | +0.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.26% | 11.23% | +0.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.83% | 15.77% | +0.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.31% | 18.29% | +0.02% |
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%.
Dividends
DFUVX vs. DFLVX - Dividend Comparison
DFUVX's dividend yield for the trailing twelve months is around 1.48%, more than DFLVX's 1.43% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFLVX DFA U.S. Large Cap Value Portfolio | 1.43% | 1.71% | 1.87% | 3.65% | 4.56% | 5.90% | 1.97% | 4.04% | 7.83% | 6.06% | 3.77% | 6.52% |
DFUVX DFA U.S. Large Cap Value III Portfolio | 1.48% | 1.31% | 1.94% | 5.68% | 5.84% | 1.77% | 2.09% | 5.04% | 9.79% | 7.99% | 4.90% | 8.03% |
Frequently Asked Questions
With a correlation of 1.00, DFUVX and DFLVX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
DFUVX has higher volatility (2.55%) compared to DFLVX (2.54%). In terms of maximum drawdown, DFUVX dropped -65.60% vs DFLVX's -65.65%.
DFUVX currently has the higher Sharpe Ratio (2.73 vs 2.72), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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