DFUVX vs. SPTM
Compare and contrast key facts about DFA U.S. Large Cap Value III Portfolio (DFUVX) and SPDR Portfolio S&P 1500 Composite Stock Market ETF (SPTM).
DFUVX is managed by Dimensional. It was launched on Feb 2, 1995. SPTM is a passively managed fund by State Street that tracks the performance of the S&P Composite 1500 Index. It was launched on Oct 4, 2000.
Performance
DFUVX vs. SPTM - Performance Comparison
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DFUVX vs. SPTM - 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% |
SPTM SPDR Portfolio S&P 1500 Composite Stock Market ETF | -3.88% | 16.93% | 23.87% | 25.55% | -17.75% | 28.58% | 17.94% | 31.34% | -5.30% | 21.18% |
Returns By Period
In the year-to-date period, DFUVX achieves a 2.17% return, which is significantly higher than SPTM's -3.88% return. Over the past 10 years, DFUVX has underperformed SPTM with an annualized return of 10.31%, while SPTM has yielded a comparatively higher 13.82% annualized return.
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%
SPTM
- 1D
- 2.86%
- 1M
- -5.00%
- YTD
- -3.88%
- 6M
- -1.39%
- 1Y
- 17.66%
- 3Y*
- 17.75%
- 5Y*
- 11.28%
- 10Y*
- 13.82%
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DFUVX vs. SPTM - Expense Ratio Comparison
DFUVX has a 0.14% expense ratio, which is higher than SPTM's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
DFUVX vs. SPTM — Risk / Return Rank
DFUVX
SPTM
DFUVX vs. SPTM - 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 SPDR Portfolio S&P 1500 Composite Stock Market ETF (SPTM). 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 | SPTM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.07 | 0.97 | +0.10 |
Sortino ratioReturn per unit of downside risk | 1.54 | 1.48 | +0.07 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.22 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.11 | 1.51 | -0.40 |
Martin ratioReturn relative to average drawdown | 4.72 | 7.28 | -2.56 |
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 | SPTM | 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 | 0.67 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.77 | -0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.43 | 0.00 |
Correlation
The correlation between DFUVX and SPTM is 0.87, 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. SPTM - Dividend Comparison
DFUVX's dividend yield for the trailing twelve months is around 1.71%, more than SPTM's 1.20% 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% |
SPTM SPDR Portfolio S&P 1500 Composite Stock Market ETF | 1.20% | 1.13% | 1.28% | 1.44% | 1.69% | 1.25% | 1.56% | 1.72% | 1.90% | 1.66% | 1.91% | 1.92% |
Drawdowns
DFUVX vs. SPTM - Drawdown Comparison
The maximum DFUVX drawdown since its inception was -65.60%, which is greater than SPTM's maximum drawdown of -54.80%. Use the drawdown chart below to compare losses from any high point for DFUVX and SPTM.
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Drawdown Indicators
| DFUVX | SPTM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.60% | -54.80% | -10.80% |
Max Drawdown (1Y)Largest decline over 1 year | -12.26% | -12.21% | -0.05% |
Max Drawdown (5Y)Largest decline over 5 years | -20.33% | -24.14% | +3.81% |
Max Drawdown (10Y)Largest decline over 10 years | -41.76% | -34.66% | -7.10% |
Current DrawdownCurrent decline from peak | -5.85% | -6.07% | +0.22% |
Average DrawdownAverage peak-to-trough decline | -9.90% | -9.10% | -0.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.09% | 2.53% | +0.56% |
Volatility
DFUVX vs. SPTM - Volatility Comparison
The current volatility for DFA U.S. Large Cap Value III Portfolio (DFUVX) is 3.56%, while SPDR Portfolio S&P 1500 Composite Stock Market ETF (SPTM) has a volatility of 5.32%. This indicates that DFUVX experiences smaller price fluctuations and is considered to be less risky than SPTM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFUVX | SPTM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.56% | 5.32% | -1.76% |
Volatility (6M)Calculated over the trailing 6-month period | 8.35% | 9.52% | -1.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.48% | 18.32% | -1.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.99% | 16.88% | -0.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.41% | 18.03% | +0.38% |