DFVIX vs. VBR
Compare and contrast key facts about DFA International Value III Portfolio (DFVIX) and Vanguard Small-Cap Value ETF (VBR).
DFVIX is managed by Dimensional Fund Advisors LP. It was launched on Feb 1, 1995. VBR is a passively managed fund by Vanguard that tracks the performance of the MSCI US Small Cap Value Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFVIX or VBR.
Performance
DFVIX vs. VBR - Performance Comparison
Returns By Period
In the year-to-date period, DFVIX achieves a 8.83% return, which is significantly lower than VBR's 20.72% return. Over the past 10 years, DFVIX has underperformed VBR with an annualized return of 5.43%, while VBR has yielded a comparatively higher 9.55% annualized return.
DFVIX
8.83%
-0.93%
-0.46%
15.41%
8.26%
5.43%
VBR
20.72%
7.07%
15.59%
33.95%
12.38%
9.55%
Key characteristics
| DFVIX | VBR | |
|---|---|---|
| Sharpe Ratio | 1.24 | 2.03 |
| Sortino Ratio | 1.67 | 2.87 |
| Omega Ratio | 1.21 | 1.36 |
| Calmar Ratio | 2.10 | 4.11 |
| Martin Ratio | 6.33 | 11.38 |
| Ulcer Index | 2.43% | 2.98% |
| Daily Std Dev | 12.47% | 16.69% |
| Max Drawdown | -66.53% | -62.01% |
| Current Drawdown | -5.00% | 0.00% |
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DFVIX vs. VBR - Expense Ratio Comparison
DFVIX has a 0.24% expense ratio, which is higher than VBR'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%.
Correlation
The correlation between DFVIX and VBR is 0.75, 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.
Risk-Adjusted Performance
DFVIX vs. VBR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Value III Portfolio (DFVIX) and Vanguard Small-Cap Value ETF (VBR). 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
DFVIX vs. VBR - Dividend Comparison
DFVIX's dividend yield for the trailing twelve months is around 4.32%, more than VBR's 1.86% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFVIX DFA International Value III Portfolio | 4.32% | 4.44% | 3.82% | 4.21% | 2.24% | 3.53% | 3.62% | 3.02% | 3.43% | 3.55% | 5.12% | 2.77% |
VBR Vanguard Small-Cap Value ETF | 1.86% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% | 1.87% |
Drawdowns
DFVIX vs. VBR - Drawdown Comparison
The maximum DFVIX drawdown since its inception was -66.53%, which is greater than VBR's maximum drawdown of -62.01%. Use the drawdown chart below to compare losses from any high point for DFVIX and VBR. For additional features, visit the drawdowns tool.
Volatility
DFVIX vs. VBR - Volatility Comparison
The current volatility for DFA International Value III Portfolio (DFVIX) is 3.66%, while Vanguard Small-Cap Value ETF (VBR) has a volatility of 5.83%. This indicates that DFVIX experiences smaller price fluctuations and is considered to be less risky than VBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.