SVXY vs. DFVQX
Compare and contrast key facts about ProShares Short VIX Short-Term Futures ETF (SVXY) and DFA International Vector Equity Portfolio (DFVQX).
SVXY is a passively managed fund by ProShares that tracks the performance of the S&P 500 VIX Short-Term Futures Index (-100%). It was launched on Oct 3, 2011. DFVQX is managed by Dimensional Fund Advisors LP. It was launched on Aug 13, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SVXY or DFVQX.
Correlation
The correlation between SVXY and DFVQX is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
SVXY vs. DFVQX - Performance Comparison
Key characteristics
SVXY:
-0.05
DFVQX:
1.04
SVXY:
0.20
DFVQX:
1.48
SVXY:
1.04
DFVQX:
1.18
SVXY:
-0.02
DFVQX:
1.41
SVXY:
-0.13
DFVQX:
3.36
SVXY:
15.94%
DFVQX:
3.86%
SVXY:
40.72%
DFVQX:
12.46%
SVXY:
-95.25%
DFVQX:
-46.36%
SVXY:
-81.07%
DFVQX:
-1.86%
Returns By Period
In the year-to-date period, SVXY achieves a 4.51% return, which is significantly lower than DFVQX's 6.59% return. Over the past 10 years, SVXY has underperformed DFVQX with an annualized return of -1.59%, while DFVQX has yielded a comparatively higher 5.25% annualized return.
SVXY
4.51%
2.83%
-0.65%
-0.66%
10.24%
-1.59%
DFVQX
6.59%
5.50%
1.74%
12.54%
7.31%
5.25%
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SVXY vs. DFVQX - Expense Ratio Comparison
SVXY has a 1.38% expense ratio, which is higher than DFVQX's 0.36% expense ratio.
Risk-Adjusted Performance
SVXY vs. DFVQX — Risk-Adjusted Performance Rank
SVXY
DFVQX
SVXY vs. DFVQX - Risk-Adjusted Performance Comparison
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.
Dividends
SVXY vs. DFVQX - Dividend Comparison
SVXY has not paid dividends to shareholders, while DFVQX's dividend yield for the trailing twelve months is around 3.34%.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SVXY ProShares Short VIX Short-Term Futures ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DFVQX DFA International Vector Equity Portfolio | 3.34% | 3.56% | 3.47% | 2.74% | 2.83% | 1.80% | 2.67% | 2.59% | 2.50% | 2.71% | 2.41% | 2.82% |
Drawdowns
SVXY vs. DFVQX - Drawdown Comparison
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. For additional features, visit the drawdowns tool.
Volatility
SVXY vs. DFVQX - Volatility Comparison
ProShares Short VIX Short-Term Futures ETF (SVXY) has a higher volatility of 6.11% compared to DFA International Vector Equity Portfolio (DFVQX) at 3.47%. 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.