DFVEX vs. LSAT
DFVEX (DFA U.S. Vector Equity Fund) and LSAT (Leadershares Alphafactor Tactical Focused ETF) are both funds - DFVEX is a Mid Cap Value Equities fund managed by Dimensional, while LSAT is a Money Market fund actively managed by Redwood. Over the past 5 years, DFVEX returned 10.94%/yr vs 6.38%/yr for LSAT. Their correlation of 0.83 suggests significant overlap in exposure. DFVEX charges 0.28%/yr vs 0.99%/yr for LSAT.
Performance
DFVEX vs. LSAT - Performance Comparison
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Returns By Period
In the year-to-date period, DFVEX achieves a 11.77% return, which is significantly higher than LSAT's 10.47% return.
DFVEX
- 1D
- -0.06%
- 1M
- 1.39%
- YTD
- 11.77%
- 6M
- 10.48%
- 1Y
- 27.00%
- 3Y*
- 18.22%
- 5Y*
- 10.94%
- 10Y*
- 12.58%
LSAT
- 1D
- 0.62%
- 1M
- 0.13%
- YTD
- 10.47%
- 6M
- 8.90%
- 1Y
- 11.27%
- 3Y*
- 12.09%
- 5Y*
- 6.38%
- 10Y*
- —
DFVEX vs. LSAT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
DFVEX DFA U.S. Vector Equity Fund | 11.77% | 13.66% | 14.36% | 17.60% | -9.96% | 32.10% | 17.95% |
LSAT Leadershares Alphafactor Tactical Focused ETF | 10.47% | -1.54% | 18.16% | 13.64% | -12.99% | 25.10% | 18.71% |
Correlation
The correlation between DFVEX and LSAT is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Oct 27, 2020 | 0.83 |
The correlation between DFVEX and LSAT shifts across timeframes, from 0.69 (1 year) to 0.83 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DFVEX vs. LSAT — Risk / Return Rank
DFVEX
LSAT
DFVEX vs. LSAT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Vector Equity Fund (DFVEX) and Leadershares Alphafactor Tactical Focused ETF (LSAT). 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.
| DFVEX | LSAT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.41 | ||
| Sortino ratioReturn per unit of downside risk | +1.87 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.15 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 3.37 | 1.43 | +1.95 |
| Martin ratioReturn relative to average drawdown | 13.79 | 3.34 | +10.44 |
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Drawdowns
DFVEX vs. LSAT - Drawdown Comparison
The maximum DFVEX drawdown since its inception was -62.71%, which is greater than LSAT's maximum drawdown of -20.48%. Use the drawdown chart below to compare losses from any high point for DFVEX and LSAT.
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Drawdown Indicators
| DFVEX | LSAT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.71% | -20.48% | -42.23% |
Max Drawdown (1Y)Largest decline over 1 year | -8.45% | -7.94% | -0.51% |
Max Drawdown (3Y)Largest decline over 3 years | -21.20% | -18.25% | -2.95% |
Max Drawdown (5Y)Largest decline over 5 years | -21.20% | -20.48% | -0.72% |
Max Drawdown (10Y)Largest decline over 10 years | -42.20% | — | — |
Current DrawdownCurrent decline from peak | -0.84% | -1.36% | +0.52% |
Average DrawdownAverage peak-to-trough decline | -9.09% | -5.51% | -3.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.05% | 3.38% | -1.33% |
Volatility
DFVEX vs. LSAT - Volatility Comparison
DFA U.S. Vector Equity Fund (DFVEX) has a higher volatility of 3.97% compared to Leadershares Alphafactor Tactical Focused ETF (LSAT) at 3.38%. This indicates that DFVEX's price experiences larger fluctuations and is considered to be riskier than LSAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFVEX | LSAT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.97% | 3.38% | +0.59% |
Volatility (6M)Calculated over the trailing 6-month period | 9.51% | 9.36% | +0.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.51% | 12.89% | -0.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.21% | 16.25% | +1.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.16% | 16.74% | +3.42% |
DFVEX vs. LSAT - Expense Ratio Comparison
DFVEX has a 0.28% expense ratio, which is lower than LSAT's 0.99% expense ratio.
Dividends
DFVEX vs. LSAT - Dividend Comparison
DFVEX's dividend yield for the trailing twelve months is around 1.08%, less than LSAT's 1.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFVEX DFA U.S. Vector Equity Fund | 1.08% | 0.91% | 1.26% | 3.33% | 4.94% | 9.56% | 1.28% | 2.98% | 4.09% | 4.41% | 3.46% | 4.59% |
LSAT Leadershares Alphafactor Tactical Focused ETF | 1.72% | 1.90% | 1.31% | 1.85% | 0.36% | 3.44% | 0.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DFVEX and LSAT have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DFVEX has higher volatility (3.97%) compared to LSAT (3.38%). In terms of maximum drawdown, DFVEX dropped -62.71% vs LSAT's -20.48%.
DFVEX currently has the higher Sharpe Ratio (2.28 vs 0.88), 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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