DFVX vs. ILCV
Compare and contrast key facts about Dimensional US Large Cap Vector ETF (DFVX) and iShares Morningstar Value ETF (ILCV).
DFVX and ILCV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DFVX is an actively managed fund by Dimensional. It was launched on Nov 1, 2023. ILCV is a passively managed fund by iShares that tracks the performance of the Morningstar US Large-Mid Cap Broad Value Index. It was launched on Jun 28, 2004.
Performance
DFVX vs. ILCV - Performance Comparison
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DFVX vs. ILCV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
DFVX Dimensional US Large Cap Vector ETF | 0.27% | 15.35% | 17.72% | 9.85% |
ILCV iShares Morningstar Value ETF | -0.92% | 18.79% | 17.03% | 10.48% |
Returns By Period
In the year-to-date period, DFVX achieves a 0.27% return, which is significantly higher than ILCV's -0.92% return.
DFVX
- 1D
- 2.30%
- 1M
- -4.83%
- YTD
- 0.27%
- 6M
- 2.80%
- 1Y
- 17.41%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ILCV
- 1D
- 1.96%
- 1M
- -4.49%
- YTD
- -0.92%
- 6M
- 4.39%
- 1Y
- 16.47%
- 3Y*
- 15.74%
- 5Y*
- 10.84%
- 10Y*
- 10.99%
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DFVX vs. ILCV - Expense Ratio Comparison
DFVX has a 0.22% expense ratio, which is higher than ILCV's 0.04% 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%.
Return for Risk
DFVX vs. ILCV — Risk / Return Rank
DFVX
ILCV
DFVX vs. ILCV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional US Large Cap Vector ETF (DFVX) and iShares Morningstar Value ETF (ILCV). 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.
| DFVX | ILCV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.06 | 1.08 | -0.02 |
Sortino ratioReturn per unit of downside risk | 1.58 | 1.57 | +0.01 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.24 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.61 | 1.50 | +0.11 |
Martin ratioReturn relative to average drawdown | 7.50 | 7.14 | +0.37 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DFVX | ILCV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.06 | 1.08 | -0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.76 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.66 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.33 | 0.44 | +0.88 |
Correlation
The correlation between DFVX and ILCV is 0.93, 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
DFVX vs. ILCV - Dividend Comparison
DFVX's dividend yield for the trailing twelve months is around 1.30%, less than ILCV's 1.77% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFVX Dimensional US Large Cap Vector ETF | 1.30% | 1.21% | 1.22% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ILCV iShares Morningstar Value ETF | 1.77% | 1.77% | 1.99% | 2.27% | 2.32% | 2.01% | 2.96% | 2.70% | 2.93% | 2.32% | 2.76% | 3.01% |
Drawdowns
DFVX vs. ILCV - Drawdown Comparison
The maximum DFVX drawdown since its inception was -16.71%, smaller than the maximum ILCV drawdown of -58.63%. Use the drawdown chart below to compare losses from any high point for DFVX and ILCV.
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Drawdown Indicators
| DFVX | ILCV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.71% | -58.63% | +41.92% |
Max Drawdown (1Y)Largest decline over 1 year | -11.26% | -11.82% | +0.56% |
Max Drawdown (5Y)Largest decline over 5 years | — | -18.58% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.53% | — |
Current DrawdownCurrent decline from peak | -5.04% | -4.72% | -0.32% |
Average DrawdownAverage peak-to-trough decline | -1.87% | -9.39% | +7.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.41% | 2.48% | -0.07% |
Volatility
DFVX vs. ILCV - Volatility Comparison
Dimensional US Large Cap Vector ETF (DFVX) has a higher volatility of 4.47% compared to iShares Morningstar Value ETF (ILCV) at 3.81%. This indicates that DFVX's price experiences larger fluctuations and is considered to be riskier than ILCV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFVX | ILCV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.47% | 3.81% | +0.66% |
Volatility (6M)Calculated over the trailing 6-month period | 8.41% | 7.65% | +0.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.53% | 15.31% | +1.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.87% | 14.26% | -0.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.87% | 16.68% | -2.81% |