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

Performance

DFUVX vs. DFLVX - 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 DFA U.S. Large Cap Value Portfolio (DFLVX). The values are adjusted to include any dividend payments, if applicable.

900.00%1,000.00%1,100.00%1,200.00%1,300.00%JuneJulyAugustSeptemberOctoberNovember
1,043.95%
1,270.09%
DFUVX
DFLVX

Returns By Period

The year-to-date returns for both stocks are quite close, with DFUVX having a 18.74% return and DFLVX slightly lower at 18.66%. Both investments have delivered pretty close results over the past 10 years, with DFUVX having a 9.34% annualized return and DFLVX not far behind at 9.20%.


DFUVX

YTD

18.74%

1M

0.48%

6M

7.52%

1Y

27.69%

5Y (annualized)

10.51%

10Y (annualized)

9.34%

DFLVX

YTD

18.66%

1M

0.48%

6M

7.50%

1Y

27.56%

5Y (annualized)

10.40%

10Y (annualized)

9.20%

Key characteristics


DFUVXDFLVX
Sharpe Ratio2.362.35
Sortino Ratio3.383.37
Omega Ratio1.431.42
Calmar Ratio4.584.56
Martin Ratio13.4913.37
Ulcer Index2.09%2.10%
Daily Std Dev11.95%11.95%
Max Drawdown-65.60%-65.65%
Current Drawdown-1.73%-1.74%

Compare stocks, funds, or ETFs

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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%.


DFLVX
DFA U.S. Large Cap Value Portfolio
Expense ratio chart for DFLVX: current value at 0.22% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.22%
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 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.

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.


Sharpe ratio
The chart of Sharpe ratio for DFUVX, currently valued at 2.36, compared to the broader market0.002.004.002.362.35
The chart of Sortino ratio for DFUVX, currently valued at 3.38, compared to the broader market0.005.0010.003.383.37
The chart of Omega ratio for DFUVX, currently valued at 1.43, compared to the broader market1.002.003.004.001.431.42
The chart of Calmar ratio for DFUVX, currently valued at 4.58, compared to the broader market0.005.0010.0015.0020.0025.004.584.56
The chart of Martin ratio for DFUVX, currently valued at 13.49, compared to the broader market0.0020.0040.0060.0080.00100.0013.4913.37
DFUVX
DFLVX

The current DFUVX Sharpe Ratio is 2.36, which is comparable to the DFLVX Sharpe Ratio of 2.35. The chart below compares the historical Sharpe Ratios of DFUVX and DFLVX, 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
2.36
2.35
DFUVX
DFLVX

Dividends

DFUVX vs. DFLVX - Dividend Comparison

DFUVX's dividend yield for the trailing twelve months is around 1.84%, more than DFLVX's 1.75% yield.


TTM20232022202120202019201820172016201520142013
DFUVX
DFA U.S. Large Cap Value III Portfolio
1.84%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
1.75%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.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.73%
-1.74%
DFUVX
DFLVX

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 4.69% and 4.71%, 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
4.69%
4.71%
DFUVX
DFLVX