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.
Key characteristics
| DFUVX | SPYV | |
|---|---|---|
| YTD Return | 19.62% | 17.28% |
| 1Y Return | 33.11% | 30.43% |
| 3Y Return (Ann) | 8.32% | 11.40% |
| 5Y Return (Ann) | 10.62% | 12.33% |
| 10Y Return (Ann) | 9.53% | 10.60% |
| Sharpe Ratio | 2.67 | 2.97 |
| Sortino Ratio | 3.82 | 4.22 |
| Omega Ratio | 1.48 | 1.55 |
| Calmar Ratio | 3.65 | 5.13 |
| Martin Ratio | 15.55 | 18.00 |
| Ulcer Index | 2.09% | 1.69% |
| Daily Std Dev | 12.14% | 10.23% |
| Max Drawdown | -65.60% | -58.45% |
| Current Drawdown | -0.62% | -0.28% |
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
In the year-to-date period, DFUVX achieves a 19.62% return, which is significantly higher than SPYV's 17.28% return. Over the past 10 years, DFUVX has underperformed SPYV with an annualized return of 9.53%, while SPYV has yielded a comparatively higher 10.60% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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 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 1.83%, less than SPYV's 1.95% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFUVX DFA U.S. Large Cap Value III Portfolio | 1.83% | 2.09% | 2.18% | 1.64% | 2.09% | 2.06% | 2.42% | 2.00% | 2.07% | 2.36% | 1.89% | 1.57% |
SPYV SPDR Portfolio S&P 500 Value ETF | 1.95% | 1.75% | 2.23% | 2.10% | 2.38% | 2.25% | 2.97% | 2.77% | 2.39% | 2.53% | 2.19% | 1.96% |
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. For additional features, visit the drawdowns tool.
Volatility
DFUVX vs. SPYV - Volatility Comparison
DFA U.S. Large Cap Value III Portfolio (DFUVX) has a higher volatility of 4.78% compared to SPDR Portfolio S&P 500 Value ETF (SPYV) at 3.55%. This indicates that DFUVX's price experiences larger fluctuations and is considered to be riskier than SPYV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.