DFUVX vs. SPYV
DFUVX (DFA U.S. Large Cap Value III Portfolio) and SPYV (SPDR Portfolio S&P 500 Value ETF) are both funds - DFUVX is a Large Cap Value Equities fund managed by Dimensional, while SPYV is a S&P 500 fund tracking the S&P 500 Value Index. Over the past 10 years, DFUVX returned 11.41%/yr vs 11.82%/yr for SPYV. Their correlation of 0.88 means they have usually moved in the same direction. DFUVX charges 0.14%/yr vs 0.04%/yr for SPYV.
Performance
DFUVX vs. SPYV - Performance Comparison
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Returns By Period
In the year-to-date period, DFUVX achieves a 19.27% return, which is significantly higher than SPYV's 10.77% return. Both investments have delivered pretty close results over the past 10 years, with DFUVX having a 11.41% annualized return and SPYV not far ahead at 11.82%.
DFUVX
- 1D
- 0.30%
- 1M
- 2.22%
- 6M
- 12.90%
- YTD
- 19.27%
- 1Y
- 33.47%
- 3Y*
- 17.28%
- 5Y*
- 10.82%
- 10Y*
- 11.41%
- ALL TIME*
- 9.36%
SPYV
- 1D
- 0.58%
- 1M
- 1.27%
- 6M
- 7.26%
- YTD
- 10.77%
- 1Y
- 21.98%
- 3Y*
- 14.77%
- 5Y*
- 11.75%
- 10Y*
- 11.82%
- ALL TIME*
- 7.89%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $131.39M | $118.35M | $146.42M |
DFUVX vs. SPYV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFUVX DFA U.S. Large Cap Value III Portfolio | 19.27% | 15.83% | 12.87% | 11.65% | -5.73% | 22.75% | -0.45% | 25.62% | -11.58% | 18.60% |
SPYV SPDR Portfolio S&P 500 Value ETF | 10.77% | 13.18% | 12.24% | 22.20% | -5.28% | 24.91% | 1.38% | 31.70% | -9.01% | 15.40% |
Correlation
The correlation between DFUVX and SPYV is 0.84, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.84 |
Correlation (3Y) Balances recent behavior with more history. | 0.91 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.93 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.94 |
Correlation (All Time) Calculated using the full available price history since Oct 2, 2000 | 0.88 |
The correlation between DFUVX and SPYV shifts across timeframes, from 0.84 (1 year) to 0.94 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
DFUVX vs. SPYV — Risk / Return Rank
DFUVX
SPYV
DFUVX vs. SPYV - 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 500 Value ETF (SPYV). 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 | SPYV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.63 | ||
| Sortino ratioReturn per unit of downside risk | +0.88 | ||
| Omega ratioGain probability vs. loss probability | 1.51 | 1.41 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 5.50 | 3.55 | +1.95 |
| Martin ratioReturn relative to average drawdown | 20.91 | 13.74 | +7.18 |
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Drawdowns
DFUVX vs. SPYV - Drawdown Comparison
The maximum DFUVX drawdown since its inception was -65.60%, which is greater than SPYV's maximum drawdown of -58.45%. Use the drawdown chart below to compare losses from any high point for DFUVX and SPYV.
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Drawdown Indicators
| DFUVX | SPYV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.60% | -58.45% | -7.15% |
Max Drawdown (1Y)Largest decline over 1 year | -5.85% | -6.22% | +0.37% |
Max Drawdown (3Y)Largest decline over 3 years | -17.04% | -17.54% | +0.50% |
Max Drawdown (5Y)Largest decline over 5 years | -20.33% | -17.89% | -2.44% |
Max Drawdown (10Y)Largest decline over 10 years | -41.76% | -36.89% | -4.87% |
Current DrawdownCurrent decline from peak | -0.40% | -0.56% | +0.16% |
Average DrawdownAverage peak-to-trough decline | -9.79% | -8.66% | -1.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.57% | 1.60% | -0.03% |
Volatility
DFUVX vs. SPYV - Volatility Comparison
DFA U.S. Large Cap Value III Portfolio (DFUVX) and SPDR Portfolio S&P 500 Value ETF (SPYV) have volatilities of 2.53% and 2.59%, 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 | SPYV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.53% | 2.59% | -0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 8.20% | 7.16% | +1.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.23% | 9.89% | +1.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.82% | 14.31% | +1.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.31% | 16.89% | +1.42% |
DFUVX vs. SPYV - Expense Ratio Comparison
DFUVX has a 0.14% expense ratio, which is higher than SPYV's 0.04% 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. SPYV - Dividend Comparison
DFUVX's dividend yield for the trailing twelve months is around 1.48%, less than SPYV's 1.68% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SPYV SPDR Portfolio S&P 500 Value ETF | 1.68% | 1.77% | 2.29% | 1.75% | 2.22% | 2.10% | 2.38% | 2.25% | 2.97% | 2.77% | 2.39% | 2.53% |
Frequently Asked Questions
DFUVX and SPYV have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SPYV has higher volatility (2.59%) compared to DFUVX (2.53%). In terms of maximum drawdown, DFUVX dropped -65.60% vs SPYV's -58.45%.
DFUVX currently has the higher Sharpe Ratio (2.87 vs 2.24), 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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