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DFVEX vs. VMVIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DFVEX vs. VMVIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA U.S. Vector Equity Fund (DFVEX) and Vanguard Mid-Cap Value Index Fund (VMVIX). The values are adjusted to include any dividend payments, if applicable.

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DFVEX vs. VMVIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DFVEX
DFA U.S. Vector Equity Fund
-2.83%13.66%14.36%17.60%-9.96%32.10%7.53%26.11%-13.24%14.15%
VMVIX
Vanguard Mid-Cap Value Index Fund
2.87%11.22%13.48%10.00%-8.00%28.60%2.33%27.85%-12.57%16.91%

Returns By Period

In the year-to-date period, DFVEX achieves a -2.83% return, which is significantly lower than VMVIX's 2.87% return. Over the past 10 years, DFVEX has outperformed VMVIX with an annualized return of 10.94%, while VMVIX has yielded a comparatively lower 9.82% annualized return.


DFVEX

1D
-0.47%
1M
-7.12%
YTD
-2.83%
6M
-0.17%
1Y
16.05%
3Y*
13.21%
5Y*
8.70%
10Y*
10.94%

VMVIX

1D
-0.35%
1M
-6.11%
YTD
2.87%
6M
4.99%
1Y
15.27%
3Y*
12.77%
5Y*
8.26%
10Y*
9.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DFVEX vs. VMVIX - Expense Ratio Comparison

DFVEX has a 0.28% expense ratio, which is higher than VMVIX's 0.19% expense ratio.


Return for Risk

DFVEX vs. VMVIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DFVEX
DFVEX Risk / Return Rank: 4444
Overall Rank
DFVEX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
DFVEX Sortino Ratio Rank: 5151
Sortino Ratio Rank
DFVEX Omega Ratio Rank: 5151
Omega Ratio Rank
DFVEX Calmar Ratio Rank: 3333
Calmar Ratio Rank
DFVEX Martin Ratio Rank: 4040
Martin Ratio Rank

VMVIX
VMVIX Risk / Return Rank: 5454
Overall Rank
VMVIX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
VMVIX Sortino Ratio Rank: 5656
Sortino Ratio Rank
VMVIX Omega Ratio Rank: 5353
Omega Ratio Rank
VMVIX Calmar Ratio Rank: 5050
Calmar Ratio Rank
VMVIX Martin Ratio Rank: 5959
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DFVEX vs. VMVIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Vector Equity Fund (DFVEX) and Vanguard Mid-Cap Value Index Fund (VMVIX). 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.


DFVEXVMVIXDifference

Sharpe ratio

Return per unit of total volatility

0.91

1.01

-0.10

Sortino ratio

Return per unit of downside risk

1.40

1.48

-0.08

Omega ratio

Gain probability vs. loss probability

1.21

1.21

0.00

Calmar ratio

Return relative to maximum drawdown

0.91

1.20

-0.29

Martin ratio

Return relative to average drawdown

4.13

5.63

-1.50

DFVEX vs. VMVIX - Sharpe Ratio Comparison

The current DFVEX Sharpe Ratio is 0.91, which is comparable to the VMVIX Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of DFVEX and VMVIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DFVEXVMVIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

1.01

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.52

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.52

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.41

-0.02

Correlation

The correlation between DFVEX and VMVIX 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.


Dividends

DFVEX vs. VMVIX - Dividend Comparison

DFVEX's dividend yield for the trailing twelve months is around 1.24%, less than VMVIX's 1.90% yield.


TTM20252024202320222021202020192018201720162015
DFVEX
DFA U.S. Vector Equity Fund
1.24%0.91%1.26%3.33%4.94%9.56%1.28%2.98%4.09%4.41%3.46%4.59%
VMVIX
Vanguard Mid-Cap Value Index Fund
1.90%1.42%1.99%2.15%2.15%1.67%2.26%1.95%2.60%1.75%1.81%1.91%

Drawdowns

DFVEX vs. VMVIX - Drawdown Comparison

The maximum DFVEX drawdown since its inception was -62.71%, roughly equal to the maximum VMVIX drawdown of -61.61%. Use the drawdown chart below to compare losses from any high point for DFVEX and VMVIX.


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Drawdown Indicators


DFVEXVMVIXDifference

Max Drawdown

Largest peak-to-trough decline

-62.71%

-61.61%

-1.10%

Max Drawdown (1Y)

Largest decline over 1 year

-13.24%

-12.43%

-0.81%

Max Drawdown (5Y)

Largest decline over 5 years

-21.20%

-19.81%

-1.39%

Max Drawdown (10Y)

Largest decline over 10 years

-42.20%

-43.08%

+0.88%

Current Drawdown

Current decline from peak

-8.45%

-6.20%

-2.25%

Average Drawdown

Average peak-to-trough decline

-9.19%

-8.52%

-0.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.09%

2.65%

+0.44%

Volatility

DFVEX vs. VMVIX - Volatility Comparison

DFA U.S. Vector Equity Fund (DFVEX) has a higher volatility of 4.30% compared to Vanguard Mid-Cap Value Index Fund (VMVIX) at 3.82%. This indicates that DFVEX's price experiences larger fluctuations and is considered to be riskier than VMVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DFVEXVMVIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.30%

3.82%

+0.48%

Volatility (6M)

Calculated over the trailing 6-month period

8.94%

8.62%

+0.32%

Volatility (1Y)

Calculated over the trailing 1-year period

18.50%

16.33%

+2.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.29%

16.08%

+2.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.15%

18.80%

+1.35%