DFVX vs. LSVD

Last updated Jun 3, 2026

DFVX (Dimensional US Large Cap Vector ETF) and LSVD (LSV Disciplined Value ETF) are both Large Cap Value Equities funds. Both are actively managed. Over the past year, DFVX returned 26.10% vs 44.93% for LSVD. Their correlation of 0.92 suggests significant overlap in exposure. DFVX charges 0.22%/yr vs 0.40%/yr for LSVD.

Performance

DFVX vs. LSVD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional US Large Cap Vector ETF (DFVX) and LSV Disciplined Value ETF (LSVD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DFVX achieves a 11.47% return, which is significantly lower than LSVD's 18.18% return.

DFVX

• 1D: 0.21%
• 1M: 3.03%
• YTD: 11.47%
• 6M: 12.46%
• 1Y: 26.10%
• 3Y*: —
• 5Y*: —
• 10Y*: —

LSVD

• 1D: -0.10%
• 1M: 7.19%
• YTD: 18.18%
• 6M: 19.92%
• 1Y: 44.93%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DFVX vs. LSVD - Yearly Performance Comparison

	2026 (YTD)	2025	2024
DFVX Dimensional US Large Cap Vector ETF	11.47%	15.35%	0.09%
LSVD LSV Disciplined Value ETF	18.18%	22.29%	0.14%

Correlation

The correlation between DFVX and LSVD is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.91
Correlation (All Time) Calculated using the full available price history since Dec 19, 2024	0.92

The correlation between DFVX and LSVD has been stable across timeframes, ranging from 0.91 to 0.92 - a consistent structural relationship.

DFVX vs. LSVD - Sectors Allocation Comparison

Sectors	DFVX	LSVD
Technology	19.8%	34.8%
Communication Services	14.3%	15.4%
Industrials	14.2%	4.8%
Financial Services	11.9%	12.5%
Consumer Cyclical	11.4%	12.0%
Healthcare	10.0%	11.8%
Energy	7.4%	2.0%
Consumer Defensive	7.1%	3.2%
Basic Materials	3.2%	1.5%
Utilities	0.4%	0.8%
Real Estate	0.1%	1.2%

Return for Risk

DFVX vs. LSVD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DFVX

DFVX Risk / Return Rank: 75
DFVX Sharpe Ratio Rank: 74
DFVX Sortino Ratio Rank: 75
DFVX Omega Ratio Rank: 72
DFVX Calmar Ratio Rank: 72
DFVX Martin Ratio Rank: 80

LSVD

LSVD Risk / Return Rank: 92
LSVD Sharpe Ratio Rank: 93
LSVD Sortino Ratio Rank: 93
LSVD Omega Ratio Rank: 92
LSVD Calmar Ratio Rank: 90
LSVD Martin Ratio Rank: 93

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DFVX vs. LSVD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional US Large Cap Vector ETF (DFVX) and LSV Disciplined Value ETF (LSVD). 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	LSVD	Difference
Sharpe ratio Return per unit of total volatility	2.43	3.54	-1.11
Sortino ratio Return per unit of downside risk	3.41	4.80	-1.39
Omega ratio Gain probability vs. loss probability	1.44	1.63	-0.19
Calmar ratio Return relative to maximum drawdown	3.70	5.59	-1.89
Martin ratio Return relative to average drawdown	16.19	25.68	-9.48
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DFVX vs. LSVD - Sharpe Ratio Comparison

The current DFVX Sharpe Ratio is 2.43, which is lower than the LSVD Sharpe Ratio of 3.54. The chart below compares the historical Sharpe Ratios of DFVX and LSVD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DFVX	LSVD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.43	3.54	-1.11
Sharpe Ratio (All Time) Calculated using the full available price history	1.61	1.68	-0.07

Drawdowns

DFVX vs. LSVD - Drawdown Comparison

The maximum DFVX drawdown since its inception was -16.71%, smaller than the maximum LSVD drawdown of -19.30%. Use the drawdown chart below to compare losses from any high point for DFVX and LSVD.

Drawdown Indicators

	DFVX	LSVD	Difference
Max Drawdown Largest peak-to-trough decline	-16.71%	-19.30%	+2.59%
Max Drawdown (1Y) Largest decline over 1 year	-7.17%	-8.07%	+0.90%
Current Drawdown Current decline from peak	-0.08%	-0.10%	+0.02%
Average Drawdown Average peak-to-trough decline	-1.79%	-2.47%	+0.68%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.64%	1.76%	-0.12%

Volatility

DFVX vs. LSVD - Volatility Comparison

The current volatility for Dimensional US Large Cap Vector ETF (DFVX) is 2.49%, while LSV Disciplined Value ETF (LSVD) has a volatility of 3.34%. This indicates that DFVX experiences smaller price fluctuations and is considered to be less risky than LSVD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DFVX	LSVD	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.49%	3.34%	-0.85%
Volatility (6M) Calculated over the trailing 6-month period	8.04%	9.51%	-1.47%
Volatility (1Y) Calculated over the trailing 1-year period	10.77%	12.75%	-1.98%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.67%	17.46%	-3.79%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.67%	17.46%	-3.79%

DFVX vs. LSVD - Expense Ratio Comparison

DFVX has a 0.22% expense ratio, which is lower than LSVD's 0.40% expense ratio.

Dividends

DFVX vs. LSVD - Dividend Comparison

DFVX's dividend yield for the trailing twelve months is around 1.17%, more than LSVD's 0.27% yield.

Position	TTM	2025	2024	2023
DFVX Dimensional US Large Cap Vector ETF	1.17%	1.21%	1.22%	0.32%
LSVD LSV Disciplined Value ETF	0.27%	0.32%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DFVX and LSVD in my portfolio?

With a correlation of 0.91, DFVX and LSVD move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, DFVX or LSVD?

LSVD has higher volatility (3.34%) compared to DFVX (2.49%). In terms of maximum drawdown, DFVX dropped -16.71% vs LSVD's -19.30%.

Which ETF is better, DFVX or LSVD?

On 1-year performance, LSVD leads with 44.93% vs 26.10% for DFVX. On fees, DFVX is cheaper at 0.22% per year. On volatility, DFVX has been the lower-risk option at 2.49%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DFVX or LSVD?

Over the 1-year period, LSVD has performed better with a 44.93% return vs 26.10%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DFVX or LSVD?

DFVX is cheaper with a 0.22% expense ratio, compared with 0.40% for LSVD.

Which ETF pays a higher dividend yield, DFVX or LSVD?

DFVX has the higher dividend yield at 1.17%, compared with 0.27% for LSVD.

What is the main difference between DFVX and LSVD?

They also come from different issuers: Dimensional and LSV. Their fees differ too: 0.22% for DFVX and 0.40% for LSVD.

Which has better risk-adjusted returns?

LSVD currently has the higher Sharpe Ratio (3.54 vs 2.43), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.