DFUVX vs. VOE
Compare and contrast key facts about DFA U.S. Large Cap Value III Portfolio (DFUVX) and Vanguard Mid-Cap Value ETF (VOE).
DFUVX is managed by Dimensional. It was launched on Feb 2, 1995. VOE is a passively managed fund by Vanguard that tracks the performance of the CRSP US Mid Cap Value Index. It was launched on Aug 17, 2006.
Performance
DFUVX vs. VOE - Performance Comparison
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DFUVX vs. VOE - 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% |
VOE Vanguard Mid-Cap Value ETF | 4.46% | 12.08% | 14.00% | 9.85% | -7.97% | 28.78% | 2.65% | 27.85% | -12.48% | 17.07% |
Returns By Period
In the year-to-date period, DFUVX achieves a 2.17% return, which is significantly lower than VOE's 4.46% return. Both investments have delivered pretty close results over the past 10 years, with DFUVX having a 10.31% annualized return and VOE not far behind at 10.21%.
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%
VOE
- 1D
- 1.55%
- 1M
- -4.65%
- YTD
- 4.46%
- 6M
- 6.69%
- 1Y
- 17.22%
- 3Y*
- 13.73%
- 5Y*
- 8.61%
- 10Y*
- 10.21%
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DFUVX vs. VOE - Expense Ratio Comparison
DFUVX has a 0.14% expense ratio, which is higher than VOE's 0.07% 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. VOE — Risk / Return Rank
DFUVX
VOE
DFUVX vs. VOE - 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 Mid-Cap Value ETF (VOE). 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 | VOE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.07 | 1.05 | +0.02 |
Sortino ratioReturn per unit of downside risk | 1.54 | 1.53 | +0.01 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.22 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.11 | 1.47 | -0.36 |
Martin ratioReturn relative to average drawdown | 4.72 | 6.87 | -2.14 |
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 | VOE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 1.05 | +0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.54 | 0.00 |
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 | 0.43 | 0.00 |
Correlation
The correlation between DFUVX and VOE is 0.95, 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. VOE - Dividend Comparison
DFUVX's dividend yield for the trailing twelve months is around 1.71%, less than VOE's 1.99% 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% |
VOE Vanguard Mid-Cap Value ETF | 1.99% | 2.10% | 2.11% | 2.27% | 2.27% | 1.78% | 2.36% | 2.05% | 2.75% | 1.86% | 1.92% | 2.05% |
Drawdowns
DFUVX vs. VOE - Drawdown Comparison
The maximum DFUVX drawdown since its inception was -65.60%, which is greater than VOE's maximum drawdown of -61.50%. Use the drawdown chart below to compare losses from any high point for DFUVX and VOE.
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Drawdown Indicators
| DFUVX | VOE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.60% | -61.50% | -4.10% |
Max Drawdown (1Y)Largest decline over 1 year | -12.26% | -12.42% | +0.16% |
Max Drawdown (5Y)Largest decline over 5 years | -20.33% | -19.70% | -0.63% |
Max Drawdown (10Y)Largest decline over 10 years | -41.76% | -43.18% | +1.42% |
Current DrawdownCurrent decline from peak | -5.85% | -4.73% | -1.12% |
Average DrawdownAverage peak-to-trough decline | -9.90% | -8.42% | -1.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.09% | 2.67% | +0.42% |
Volatility
DFUVX vs. VOE - Volatility Comparison
The current volatility for DFA U.S. Large Cap Value III Portfolio (DFUVX) is 3.56%, while Vanguard Mid-Cap Value ETF (VOE) has a volatility of 4.23%. This indicates that DFUVX experiences smaller price fluctuations and is considered to be less risky than VOE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFUVX | VOE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.56% | 4.23% | -0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 8.35% | 8.78% | -0.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.48% | 16.48% | 0.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.99% | 16.11% | -0.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.41% | 18.84% | -0.43% |