DFUVX vs. VEA
Compare and contrast key facts about DFA U.S. Large Cap Value III Portfolio (DFUVX) and Vanguard FTSE Developed Markets ETF (VEA).
DFUVX is managed by Dimensional. It was launched on Feb 2, 1995. VEA is a passively managed fund by Vanguard that tracks the performance of the FTSE Developed All Cap ex US Index. It was launched on Jul 20, 2007.
Performance
DFUVX vs. VEA - Performance Comparison
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DFUVX vs. VEA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFUVX DFA U.S. Large Cap Value III Portfolio | 2.17% | 15.83% | 12.87% | 11.65% | -5.73% | 22.75% | -0.45% | 25.62% | -11.58% | 18.60% |
VEA Vanguard FTSE Developed Markets ETF | 2.75% | 35.16% | 3.15% | 17.93% | -15.34% | 11.66% | 9.71% | 22.62% | -14.75% | 26.42% |
Returns By Period
In the year-to-date period, DFUVX achieves a 2.17% return, which is significantly lower than VEA's 2.75% return. Over the past 10 years, DFUVX has outperformed VEA with an annualized return of 10.31%, while VEA has yielded a comparatively lower 9.37% annualized return.
DFUVX
- 1D
- -0.52%
- 1M
- -5.53%
- YTD
- 2.17%
- 6M
- 6.85%
- 1Y
- 16.29%
- 3Y*
- 14.07%
- 5Y*
- 8.50%
- 10Y*
- 10.31%
VEA
- 1D
- 3.30%
- 1M
- -8.61%
- YTD
- 2.75%
- 6M
- 8.94%
- 1Y
- 30.06%
- 3Y*
- 16.07%
- 5Y*
- 8.57%
- 10Y*
- 9.37%
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DFUVX vs. VEA - Expense Ratio Comparison
DFUVX has a 0.14% expense ratio, which is higher than VEA's 0.03% 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%.
Return for Risk
DFUVX vs. VEA — Risk / Return Rank
DFUVX
VEA
DFUVX vs. VEA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Large Cap Value III Portfolio (DFUVX) and Vanguard FTSE Developed Markets ETF (VEA). 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.
| DFUVX | VEA | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.07 | 1.72 | -0.65 |
Sortino ratioReturn per unit of downside risk | 1.54 | 2.35 | -0.80 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.35 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.11 | 2.50 | -1.38 |
Martin ratioReturn relative to average drawdown | 4.72 | 9.82 | -5.09 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DFUVX | VEA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 1.72 | -0.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.53 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.54 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.22 | +0.21 |
Correlation
The correlation between DFUVX and VEA is 0.80, 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.
Dividends
DFUVX vs. VEA - Dividend Comparison
DFUVX's dividend yield for the trailing twelve months is around 1.71%, less than VEA's 2.93% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFUVX DFA U.S. Large Cap Value III Portfolio | 1.71% | 1.31% | 1.94% | 5.68% | 5.84% | 1.77% | 2.09% | 5.04% | 9.79% | 7.99% | 4.90% | 8.03% |
VEA Vanguard FTSE Developed Markets ETF | 2.93% | 3.22% | 3.35% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% |
Drawdowns
DFUVX vs. VEA - Drawdown Comparison
The maximum DFUVX drawdown since its inception was -65.60%, which is greater than VEA's maximum drawdown of -60.68%. Use the drawdown chart below to compare losses from any high point for DFUVX and VEA.
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Drawdown Indicators
| DFUVX | VEA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.60% | -60.68% | -4.92% |
Max Drawdown (1Y)Largest decline over 1 year | -12.26% | -11.63% | -0.63% |
Max Drawdown (5Y)Largest decline over 5 years | -20.33% | -29.71% | +9.38% |
Max Drawdown (10Y)Largest decline over 10 years | -41.76% | -35.73% | -6.03% |
Current DrawdownCurrent decline from peak | -5.85% | -8.71% | +2.86% |
Average DrawdownAverage peak-to-trough decline | -9.90% | -13.40% | +3.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.09% | 2.96% | +0.13% |
Volatility
DFUVX vs. VEA - Volatility Comparison
The current volatility for DFA U.S. Large Cap Value III Portfolio (DFUVX) is 3.56%, while Vanguard FTSE Developed Markets ETF (VEA) has a volatility of 8.41%. This indicates that DFUVX experiences smaller price fluctuations and is considered to be less risky than VEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFUVX | VEA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.56% | 8.41% | -4.85% |
Volatility (6M)Calculated over the trailing 6-month period | 8.35% | 11.57% | -3.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.48% | 17.62% | -1.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.99% | 16.30% | -0.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.41% | 17.26% | +1.15% |