DFVX vs. DFLV

In the year-to-date period, DFVX achieves a 1.40% return, which is significantly higher than DFLV's -0.06% return.

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Both DFVX and DFLV have an expense ratio of 0.22%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

This table presents a comparison of risk-adjusted performance metrics for Dimensional US Large Cap Vector ETF (DFVX) and Dimensional US Large Cap Value ETF (DFLV). 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 DFVX Sharpe Ratio is 0.57, which is higher than the DFLV Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of DFVX and DFLV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DFVX's dividend yield for the trailing twelve months is around 1.28%, less than DFLV's 1.77% yield.

The maximum DFVX drawdown since its inception was -16.71%, roughly equal to the maximum DFLV drawdown of -16.80%. Use the drawdown chart below to compare losses from any high point for DFVX and DFLV.

Dimensional US Large Cap Vector ETF (DFVX) and Dimensional US Large Cap Value ETF (DFLV) have volatilities of 4.70% and 4.69%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.