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:
1.00
SPYV:
1.10
DFUVX:
1.51
SPYV:
1.61
DFUVX:
1.18
SPYV:
1.20
DFUVX:
1.40
SPYV:
1.39
DFUVX:
3.92
SPYV:
3.85
DFUVX:
3.13%
SPYV:
2.94%
DFUVX:
12.28%
SPYV:
10.34%
DFUVX:
-67.19%
SPYV:
-58.45%
DFUVX:
-4.33%
SPYV:
-4.68%
Returns By Period
In the year-to-date period, DFUVX achieves a 3.44% return, which is significantly higher than SPYV's 2.33% return. Over the past 10 years, DFUVX has underperformed SPYV with an annualized return of 5.16%, while SPYV has yielded a comparatively higher 10.33% annualized return.
DFUVX
3.44%
-1.09%
1.66%
11.08%
9.24%
5.16%
SPYV
2.33%
-0.51%
0.75%
10.84%
12.56%
10.33%
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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 1.87%, less than SPYV's 2.23% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFUVX DFA U.S. Large Cap Value III Portfolio | 1.87% | 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 | 2.23% | 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) has a higher volatility of 3.31% compared to SPDR Portfolio S&P 500 Value ETF (SPYV) at 2.79%. 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.