SVXY vs. DFVQX

In the year-to-date period, SVXY achieves a -18.94% return, which is significantly lower than DFVQX's 17.94% return. Over the past 10 years, SVXY has underperformed DFVQX with an annualized return of -7.59%, while DFVQX has yielded a comparatively higher 5.95% annualized return.

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SVXY has a 1.38% expense ratio, which is higher than DFVQX's 0.36% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for ProShares Short VIX Short-Term Futures ETF (SVXY) and DFA International Vector Equity Portfolio (DFVQX). 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.

The current SVXY Sharpe Ratio is -0.63, which is lower than the DFVQX Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of SVXY and DFVQX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SVXY has not paid dividends to shareholders, while DFVQX's dividend yield for the trailing twelve months is around 3.09%.

The maximum SVXY drawdown since its inception was -95.25%, which is greater than DFVQX's maximum drawdown of -46.36%. Use the drawdown chart below to compare losses from any high point for SVXY and DFVQX.

ProShares Short VIX Short-Term Futures ETF (SVXY) has a higher volatility of 10.59% compared to DFA International Vector Equity Portfolio (DFVQX) at 2.61%. This indicates that SVXY's price experiences larger fluctuations and is considered to be riskier than DFVQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.