DFUVX vs. VTV
DFUVX (DFA U.S. Large Cap Value III Portfolio) and VTV (Vanguard Value ETF) are both Large Cap Value Equities funds. Over the past 10 years, DFUVX returned 11.41%/yr vs 12.46%/yr for VTV. Their 0.96 correlation means they have historically moved very closely together. DFUVX charges 0.14%/yr vs 0.04%/yr for VTV.
Performance
DFUVX vs. VTV - Performance Comparison
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Returns By Period
In the year-to-date period, DFUVX achieves a 19.27% return, which is significantly higher than VTV's 16.93% return. Over the past 10 years, DFUVX has underperformed VTV with an annualized return of 11.41%, while VTV has yielded a comparatively higher 12.46% annualized return.
DFUVX
- 1D
- 0.30%
- 1M
- 2.22%
- 6M
- 12.90%
- YTD
- 19.27%
- 1Y
- 33.47%
- 3Y*
- 17.28%
- 5Y*
- 10.82%
- 10Y*
- 11.41%
- ALL TIME*
- 9.36%
VTV
- 1D
- 0.48%
- 1M
- 0.83%
- 6M
- 10.86%
- YTD
- 16.93%
- 1Y
- 28.55%
- 3Y*
- 17.83%
- 5Y*
- 12.43%
- 10Y*
- 12.46%
- ALL TIME*
- 9.69%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $655.54M | $670.79M | $624.45M |
DFUVX vs. VTV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFUVX DFA U.S. Large Cap Value III Portfolio | 19.27% | 15.83% | 12.87% | 11.65% | -5.73% | 22.75% | -0.45% | 25.62% | -11.58% | 18.60% |
VTV Vanguard Value ETF | 16.93% | 15.27% | 15.95% | 9.32% | -2.09% | 26.53% | 2.33% | 25.66% | -5.47% | 17.15% |
Correlation
The correlation between DFUVX and VTV is 0.92, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.92 |
Correlation (3Y) Balances recent behavior with more history. | 0.95 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.95 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.96 |
Correlation (All Time) Calculated using the full available price history since Jan 30, 2004 | 0.96 |
The correlation between DFUVX and VTV has been stable across timeframes, ranging from 0.92 to 0.96 - a consistent structural relationship.
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Return for Risk
DFUVX vs. VTV — Risk / Return Rank
DFUVX
VTV
DFUVX vs. VTV - 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 Value ETF (VTV). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DFUVX | VTV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.08 | ||
| Sortino ratioReturn per unit of downside risk | +0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.51 | 1.51 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 5.50 | 4.52 | +0.98 |
| Martin ratioReturn relative to average drawdown | 20.91 | 17.46 | +3.45 |
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Drawdowns
DFUVX vs. VTV - Drawdown Comparison
The maximum DFUVX drawdown since its inception was -65.60%, which is greater than VTV's maximum drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for DFUVX and VTV.
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Drawdown Indicators
| DFUVX | VTV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.60% | -59.27% | -6.33% |
Max Drawdown (1Y)Largest decline over 1 year | -5.85% | -6.35% | +0.50% |
Max Drawdown (3Y)Largest decline over 3 years | -17.04% | -14.52% | -2.52% |
Max Drawdown (5Y)Largest decline over 5 years | -20.33% | -17.04% | -3.29% |
Max Drawdown (10Y)Largest decline over 10 years | -41.76% | -36.78% | -4.98% |
Current DrawdownCurrent decline from peak | -0.40% | -0.89% | +0.49% |
Average DrawdownAverage peak-to-trough decline | -9.79% | -7.82% | -1.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.57% | 1.64% | -0.07% |
Volatility
DFUVX vs. VTV - Volatility Comparison
DFA U.S. Large Cap Value III Portfolio (DFUVX) and Vanguard Value ETF (VTV) have volatilities of 2.53% and 2.54%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFUVX | VTV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.53% | 2.54% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 8.20% | 7.73% | +0.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.23% | 10.29% | +0.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.82% | 13.82% | +2.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.31% | 16.62% | +1.69% |
DFUVX vs. VTV - Expense Ratio Comparison
DFUVX has a 0.14% expense ratio, which is higher than VTV'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%.
Dividends
DFUVX vs. VTV - Dividend Comparison
DFUVX's dividend yield for the trailing twelve months is around 1.48%, less than VTV's 1.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFUVX DFA U.S. Large Cap Value III Portfolio | 1.48% | 1.31% | 1.94% | 5.68% | 5.84% | 1.77% | 2.09% | 5.04% | 9.79% | 7.99% | 4.90% | 8.03% |
VTV Vanguard Value ETF | 1.85% | 2.05% | 2.31% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% |
Frequently Asked Questions
With a correlation of 0.92, DFUVX and VTV move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
VTV has higher volatility (2.54%) compared to DFUVX (2.53%). In terms of maximum drawdown, DFUVX dropped -65.60% vs VTV's -59.27%.
DFUVX currently has the higher Sharpe Ratio (2.87 vs 2.79), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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