DFUVX vs. VVIAX
Compare and contrast key facts about DFA U.S. Large Cap Value III Portfolio (DFUVX) and Vanguard Value Index Fund Admiral Shares (VVIAX).
DFUVX is managed by Dimensional Fund Advisors LP. It was launched on Feb 2, 1995. VVIAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFUVX or VVIAX.
Key characteristics
| DFUVX | VVIAX | |
|---|---|---|
| YTD Return | 20.83% | 22.04% |
| 1Y Return | 33.85% | 33.38% |
| 3Y Return (Ann) | 8.66% | 10.02% |
| 5Y Return (Ann) | 10.97% | 11.96% |
| 10Y Return (Ann) | 9.64% | 10.73% |
| Sharpe Ratio | 2.93 | 3.38 |
| Sortino Ratio | 4.16 | 4.73 |
| Omega Ratio | 1.53 | 1.62 |
| Calmar Ratio | 4.55 | 5.87 |
| Martin Ratio | 17.01 | 21.84 |
| Ulcer Index | 2.09% | 1.59% |
| Daily Std Dev | 12.08% | 10.27% |
| Max Drawdown | -65.60% | -59.32% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between DFUVX and VVIAX is 0.96, 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. VVIAX - Performance Comparison
In the year-to-date period, DFUVX achieves a 20.83% return, which is significantly lower than VVIAX's 22.04% return. Over the past 10 years, DFUVX has underperformed VVIAX with an annualized return of 9.64%, while VVIAX has yielded a comparatively higher 10.73% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DFUVX vs. VVIAX - Expense Ratio Comparison
DFUVX has a 0.14% expense ratio, which is higher than VVIAX's 0.05% 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. VVIAX - 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 Vanguard Value Index Fund Admiral Shares (VVIAX). 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. VVIAX - Dividend Comparison
DFUVX's dividend yield for the trailing twelve months is around 1.81%, less than VVIAX's 2.21% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFUVX DFA U.S. Large Cap Value III Portfolio | 1.81% | 2.09% | 2.18% | 1.64% | 2.09% | 2.06% | 2.42% | 2.00% | 2.07% | 2.36% | 1.89% | 1.57% |
VVIAX Vanguard Value Index Fund Admiral Shares | 2.21% | 2.45% | 2.51% | 2.14% | 2.54% | 2.49% | 2.72% | 2.29% | 2.45% | 2.60% | 2.22% | 2.21% |
Drawdowns
DFUVX vs. VVIAX - Drawdown Comparison
The maximum DFUVX drawdown since its inception was -65.60%, which is greater than VVIAX's maximum drawdown of -59.32%. Use the drawdown chart below to compare losses from any high point for DFUVX and VVIAX. For additional features, visit the drawdowns tool.
Volatility
DFUVX vs. VVIAX - Volatility Comparison
DFA U.S. Large Cap Value III Portfolio (DFUVX) has a higher volatility of 4.70% compared to Vanguard Value Index Fund Admiral Shares (VVIAX) at 3.58%. This indicates that DFUVX's price experiences larger fluctuations and is considered to be riskier than VVIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.