DFUVX vs. SPYV
Compare and contrast key facts about DFA U.S. Large Cap Value III Portfolio (DFUVX) and SPDR Portfolio S&P 500 Value ETF (SPYV).
DFUVX is managed by Dimensional Fund Advisors LP. It was launched on Feb 2, 1995. SPYV is a passively managed fund by State Street that tracks the performance of the S&P 500 Value. It was launched on Sep 25, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFUVX or SPYV.
Correlation
The correlation between DFUVX and SPYV is 0.88, 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.
Performance
DFUVX vs. SPYV - Performance Comparison
Key characteristics
DFUVX:
1.55
SPYV:
1.49
DFUVX:
2.24
SPYV:
2.12
DFUVX:
1.28
SPYV:
1.27
DFUVX:
2.16
SPYV:
1.89
DFUVX:
6.40
SPYV:
5.83
DFUVX:
2.97%
SPYV:
2.65%
DFUVX:
12.27%
SPYV:
10.35%
DFUVX:
-67.19%
SPYV:
-58.45%
DFUVX:
-2.93%
SPYV:
-4.26%
Returns By Period
In the year-to-date period, DFUVX achieves a 4.96% return, which is significantly higher than SPYV's 2.78% return. Over the past 10 years, DFUVX has underperformed SPYV with an annualized return of 5.82%, while SPYV has yielded a comparatively higher 10.71% annualized return.
DFUVX
4.96%
3.71%
5.26%
17.56%
7.78%
5.82%
SPYV
2.78%
1.10%
4.78%
14.84%
11.43%
10.71%
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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%.
Risk-Adjusted Performance
DFUVX vs. SPYV — Risk-Adjusted Performance Rank
DFUVX
SPYV
DFUVX vs. SPYV - 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 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.
Dividends
DFUVX vs. SPYV - Dividend Comparison
DFUVX's dividend yield for the trailing twelve months is around 1.85%, less than SPYV's 2.22% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFUVX DFA U.S. Large Cap Value III Portfolio | 1.85% | 1.94% | 2.09% | 2.18% | 1.64% | 2.09% | 2.06% | 2.42% | 2.00% | 2.07% | 2.36% | 1.89% |
SPYV SPDR Portfolio S&P 500 Value ETF | 2.22% | 2.29% | 1.75% | 2.23% | 2.10% | 2.38% | 2.25% | 2.97% | 2.77% | 2.39% | 2.53% | 2.19% |
Drawdowns
DFUVX vs. SPYV - Drawdown Comparison
The maximum DFUVX drawdown since its inception was -67.19%, 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. For additional features, visit the drawdowns tool.
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 3.21% and 3.12%, 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.