DFUVX vs. SPTM
DFUVX (DFA U.S. Large Cap Value III Portfolio) and SPTM (SPDR Portfolio S&P 1500 Composite Stock Market ETF) are both funds - DFUVX is a Large Cap Value Equities fund managed by Dimensional, while SPTM is a Large Cap Blend Equities fund tracking the S&P Composite 1500 Index. Over the past 10 years, DFUVX returned 11.29%/yr vs 15.23%/yr for SPTM. Their correlation of 0.87 suggests significant overlap in exposure. DFUVX charges 0.14%/yr vs 0.03%/yr for SPTM.
Performance
DFUVX vs. SPTM - Performance Comparison
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Returns By Period
In the year-to-date period, DFUVX achieves a 15.80% return, which is significantly higher than SPTM's 11.57% return. Over the past 10 years, DFUVX has underperformed SPTM with an annualized return of 11.29%, while SPTM has yielded a comparatively higher 15.23% annualized return.
DFUVX
- 1D
- -0.22%
- 1M
- 4.48%
- YTD
- 15.80%
- 6M
- 17.29%
- 1Y
- 34.22%
- 3Y*
- 19.19%
- 5Y*
- 9.52%
- 10Y*
- 11.29%
SPTM
- 1D
- 0.43%
- 1M
- 4.45%
- YTD
- 11.57%
- 6M
- 11.50%
- 1Y
- 28.51%
- 3Y*
- 22.16%
- 5Y*
- 13.47%
- 10Y*
- 15.23%
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 | 15.80% | 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 | 11.57% | 16.93% | 23.87% | 25.55% | -17.75% | 28.58% | 17.94% | 31.34% | -5.30% | 21.18% |
Correlation
The correlation between DFUVX and SPTM is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.71 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Oct 11, 2000 | 0.87 |
The correlation between DFUVX and SPTM shifts across timeframes, from 0.71 (1 year) to 0.87 (all time), reflecting how their relationship changes across market environments.
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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 | +0.67 | ||
| Sortino ratioReturn per unit of downside risk | +1.07 | ||
| Omega ratioGain probability vs. loss probability | 1.54 | 1.44 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 5.82 | 3.30 | +2.53 |
| Martin ratioReturn relative to average drawdown | 21.34 | 15.38 | +5.96 |
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 | 3.08 | 2.41 | +0.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.80 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.85 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.46 | -0.01 |
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 | -5.85% | -8.68% | +2.83% |
Max Drawdown (3Y)Largest decline over 3 years | -17.04% | -18.87% | +1.83% |
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 | -0.22% | -0.25% | +0.03% |
Average DrawdownAverage peak-to-trough decline | -9.84% | -9.05% | -0.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.59% | 1.86% | -0.27% |
Volatility
DFUVX vs. SPTM - Volatility Comparison
DFA U.S. Large Cap Value III Portfolio (DFUVX) and SPDR Portfolio S&P 1500 Composite Stock Market ETF (SPTM) have volatilities of 2.78% and 2.82%, 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 | SPTM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.78% | 2.82% | -0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 8.20% | 8.93% | -0.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.06% | 11.87% | -0.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.93% | 16.86% | -0.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.40% | 18.03% | +0.37% |
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%.
Dividends
DFUVX vs. SPTM - Dividend Comparison
DFUVX's dividend yield for the trailing twelve months is around 1.51%, more than SPTM's 1.03% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFUVX DFA U.S. Large Cap Value III Portfolio | 1.51% | 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 | 1.03% | 1.13% | 1.28% | 1.44% | 1.69% | 1.25% | 1.56% | 1.72% | 1.90% | 1.66% | 1.91% | 1.92% |
Frequently Asked Questions
DFUVX and SPTM have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SPTM has higher volatility (2.82%) compared to DFUVX (2.78%). In terms of maximum drawdown, DFUVX dropped -65.60% vs SPTM's -54.80%.
DFUVX currently has the higher Sharpe Ratio (3.08 vs 2.41), 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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