DFUVX vs. SPYV

In the year-to-date period, DFUVX achieves a 0.07% return, which is significantly higher than SPYV's -0.55% return. Over the past 10 years, DFUVX has underperformed SPYV with an annualized return of 4.51%, while SPYV has yielded a comparatively higher 9.70% annualized return.

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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%.

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.

The current DFUVX Sharpe Ratio is 0.29, which is comparable to the SPYV Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of DFUVX and SPYV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DFUVX's dividend yield for the trailing twelve months is around 2.00%, less than SPYV's 2.16% yield.

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.

DFA U.S. Large Cap Value III Portfolio (DFUVX) has a higher volatility of 4.61% compared to SPDR Portfolio S&P 500 Value ETF (SPYV) at 4.38%. 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.