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 0.85, 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:
0.15
SPYV:
0.20
DFUVX:
0.41
SPYV:
0.48
DFUVX:
1.06
SPYV:
1.07
DFUVX:
0.22
SPYV:
0.23
DFUVX:
0.72
SPYV:
0.80
DFUVX:
4.97%
SPYV:
5.10%
DFUVX:
17.36%
SPYV:
15.79%
DFUVX:
-67.19%
SPYV:
-58.45%
DFUVX:
-8.50%
SPYV:
-9.13%
Returns By Period
In the year-to-date period, DFUVX achieves a -1.07% return, which is significantly higher than SPYV's -2.45% return. Over the past 10 years, DFUVX has underperformed SPYV with an annualized return of 4.50%, while SPYV has yielded a comparatively higher 9.53% annualized return.
DFUVX
-1.07%
2.30%
-6.88%
2.51%
11.65%
4.50%
SPYV
-2.45%
2.54%
-7.23%
3.06%
14.40%
9.53%
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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 2.02%, less than SPYV's 2.20% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFUVX DFA U.S. Large Cap Value III Portfolio | 2.02% | 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 | 2.20% | 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 5.89% compared to SPDR Portfolio S&P 500 Value ETF (SPYV) at 5.57%. 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.