DFUVX vs. OFVIX

Last updated Jun 4, 2026

DFUVX (DFA U.S. Large Cap Value III Portfolio) and OFVIX (O'Shaughnessy Market Leaders Value Fund) are both Large Cap Value Equities funds. Over the past 5 years, DFUVX returned 9.66%/yr vs 12.44%/yr for OFVIX. Their correlation of 0.94 suggests significant overlap in exposure. DFUVX charges 0.14%/yr vs 0.56%/yr for OFVIX.

Performance

DFUVX vs. OFVIX - 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 O'Shaughnessy Market Leaders Value Fund (OFVIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DFUVX achieves a 16.05% return, which is significantly higher than OFVIX's 8.72% return.

DFUVX

• 1D: 1.09%
• 1M: 5.72%
• YTD: 16.05%
• 6M: 17.74%
• 1Y: 33.87%
• 3Y*: 19.28%
• 5Y*: 9.66%
• 10Y*: 11.31%

OFVIX

• 1D: 0.59%
• 1M: 1.13%
• YTD: 8.72%
• 6M: 10.73%
• 1Y: 21.83%
• 3Y*: 22.01%
• 5Y*: 12.44%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DFUVX vs. OFVIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DFUVX DFA U.S. Large Cap Value III Portfolio	16.05%	15.83%	12.87%	11.65%	-5.73%	22.75%	-0.45%	25.62%	-11.58%	17.59%
OFVIX O'Shaughnessy Market Leaders Value Fund	8.72%	15.81%	23.70%	17.85%	-6.13%	30.49%	1.76%	35.06%	-12.95%	22.05%

Correlation

The correlation between DFUVX and OFVIX is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.87
Correlation (3Y) Calculated over the trailing 3-year period	0.90
Correlation (5Y) Calculated over the trailing 5-year period	0.93
Correlation (All Time) Calculated using the full available price history since Jan 4, 2017	0.94

The correlation between DFUVX and OFVIX has been stable across timeframes, ranging from 0.87 to 0.94 - a consistent structural relationship.

Return for Risk

DFUVX vs. OFVIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DFUVX

DFUVX Risk / Return Rank: 92
DFUVX Sharpe Ratio Rank: 93
DFUVX Sortino Ratio Rank: 91
DFUVX Omega Ratio Rank: 84
DFUVX Calmar Ratio Rank: 95
DFUVX Martin Ratio Rank: 95

OFVIX

OFVIX Risk / Return Rank: 53
OFVIX Sharpe Ratio Rank: 42
OFVIX Sortino Ratio Rank: 41
OFVIX Omega Ratio Rank: 40
OFVIX Calmar Ratio Rank: 80
OFVIX Martin Ratio Rank: 60

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DFUVX vs. OFVIX - 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 O'Shaughnessy Market Leaders Value Fund (OFVIX). 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	OFVIX	Difference
Sharpe ratio: Return per unit of total volatility	3.20	1.90	+1.30
Sortino ratio: Return per unit of downside risk	4.51	2.69	+1.82
Omega ratio: Gain probability vs. loss probability	1.56	1.34	+0.23
Calmar ratio: Return relative to maximum drawdown	6.05	3.67	+2.38
Martin ratio: Return relative to average drawdown	22.16	11.88	+10.28
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DFUVX vs. OFVIX - Sharpe Ratio Comparison

The current DFUVX Sharpe Ratio is 3.20, which is higher than the OFVIX Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of DFUVX and OFVIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DFUVX	OFVIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.20	1.90	+1.30
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.61	0.75	-0.14
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.62	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.45	0.67	-0.22

Drawdowns

DFUVX vs. OFVIX - Drawdown Comparison

The maximum DFUVX drawdown since its inception was -65.60%, which is greater than OFVIX's maximum drawdown of -41.88%. Use the drawdown chart below to compare losses from any high point for DFUVX and OFVIX.

Drawdown Indicators

	DFUVX	OFVIX	Difference
Max Drawdown Largest peak-to-trough decline	-65.60%	-41.88%	-23.72%
Max Drawdown (1Y) Largest decline over 1 year	-5.85%	-6.26%	+0.41%
Max Drawdown (3Y) Largest decline over 3 years	-17.04%	-19.04%	+2.00%
Max Drawdown (5Y) Largest decline over 5 years	-20.33%	-20.79%	+0.46%
Max Drawdown (10Y) Largest decline over 10 years	-41.76%	—	—
Current Drawdown Current decline from peak	0.00%	-0.05%	+0.05%
Average Drawdown Average peak-to-trough decline	-9.84%	-5.28%	-4.56%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.59%	1.93%	-0.34%

Volatility

DFUVX vs. OFVIX - Volatility Comparison

DFA U.S. Large Cap Value III Portfolio (DFUVX) and O'Shaughnessy Market Leaders Value Fund (OFVIX) have volatilities of 2.87% and 2.90%, 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.

Volatility by Period

	DFUVX	OFVIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.87%	2.90%	-0.03%
Volatility (6M) Calculated over the trailing 6-month period	8.22%	8.24%	-0.02%
Volatility (1Y) Calculated over the trailing 1-year period	11.05%	12.12%	-1.07%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.93%	16.66%	-0.73%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.40%	20.15%	-1.75%

DFUVX vs. OFVIX - Expense Ratio Comparison

DFUVX has a 0.14% expense ratio, which is lower than OFVIX's 0.56% expense ratio.

Dividends

DFUVX vs. OFVIX - Dividend Comparison

DFUVX's dividend yield for the trailing twelve months is around 1.50%, less than OFVIX's 17.04% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DFUVX DFA U.S. Large Cap Value III Portfolio	1.50%	1.31%	1.94%	5.68%	5.84%	1.77%	2.09%	5.04%	9.79%	7.99%	4.90%	8.03%
OFVIX O'Shaughnessy Market Leaders Value Fund	17.04%	18.53%	15.22%	4.10%	7.88%	1.81%	2.15%	8.09%	7.74%	2.40%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DFUVX and OFVIX in my portfolio?

DFUVX and OFVIX have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DFUVX or OFVIX?

OFVIX has higher volatility (2.90%) compared to DFUVX (2.87%). In terms of maximum drawdown, DFUVX dropped -65.60% vs OFVIX's -41.88%.

Which has better risk-adjusted returns?

DFUVX currently has the higher Sharpe Ratio (3.20 vs 1.90), 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.