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DFVX vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DFVX and SPY is 0.90, 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.


-0.50.00.51.00.9

Performance

DFVX vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional US Large Cap Vector ETF (DFVX) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
8.15%
8.61%
DFVX
SPY

Key characteristics

Sharpe Ratio

DFVX:

2.03

SPY:

2.20

Sortino Ratio

DFVX:

2.75

SPY:

2.91

Omega Ratio

DFVX:

1.38

SPY:

1.41

Calmar Ratio

DFVX:

3.48

SPY:

3.35

Martin Ratio

DFVX:

11.33

SPY:

13.99

Ulcer Index

DFVX:

2.05%

SPY:

2.01%

Daily Std Dev

DFVX:

11.43%

SPY:

12.79%

Max Drawdown

DFVX:

-6.66%

SPY:

-55.19%

Current Drawdown

DFVX:

-1.59%

SPY:

-1.35%

Returns By Period

In the year-to-date period, DFVX achieves a 3.37% return, which is significantly higher than SPY's 1.96% return.


DFVX

YTD

3.37%

1M

3.64%

6M

8.47%

1Y

20.99%

5Y*

N/A

10Y*

N/A

SPY

YTD

1.96%

1M

2.27%

6M

9.55%

1Y

27.02%

5Y*

14.23%

10Y*

13.44%

*Annualized

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DFVX vs. SPY - Expense Ratio Comparison

DFVX has a 0.22% expense ratio, which is higher than SPY's 0.09% 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%.


Expense ratio chart for DFVX: current value at 0.22% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.22%
Expense ratio chart for SPY: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

Risk-Adjusted Performance

DFVX vs. SPY — Risk-Adjusted Performance Rank

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

DFVX
The Risk-Adjusted Performance Rank of DFVX is 7878
Overall Rank
The Sharpe Ratio Rank of DFVX is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of DFVX is 7575
Sortino Ratio Rank
The Omega Ratio Rank of DFVX is 7878
Omega Ratio Rank
The Calmar Ratio Rank of DFVX is 8484
Calmar Ratio Rank
The Martin Ratio Rank of DFVX is 7777
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 8383
Overall Rank
The Sharpe Ratio Rank of SPY is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 8080
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 8383
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 8383
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 8585
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DFVX vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional US Large Cap Vector ETF (DFVX) and SPDR S&P 500 ETF (SPY). 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 chart of Sharpe ratio for DFVX, currently valued at 2.03, compared to the broader market0.002.004.002.032.20
The chart of Sortino ratio for DFVX, currently valued at 2.75, compared to the broader market0.005.0010.002.752.91
The chart of Omega ratio for DFVX, currently valued at 1.38, compared to the broader market1.002.003.001.381.41
The chart of Calmar ratio for DFVX, currently valued at 3.48, compared to the broader market0.005.0010.0015.0020.003.483.35
The chart of Martin ratio for DFVX, currently valued at 11.33, compared to the broader market0.0020.0040.0060.0080.00100.0011.3313.99
DFVX
SPY

The current DFVX Sharpe Ratio is 2.03, which is comparable to the SPY Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of DFVX and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.00Nov 10Nov 17Nov 24DecemberDec 08Dec 15Dec 22Dec 29Jan 05Jan 12
2.03
2.20
DFVX
SPY

Dividends

DFVX vs. SPY - Dividend Comparison

DFVX's dividend yield for the trailing twelve months is around 1.18%, which matches SPY's 1.18% yield.


TTM20242023202220212020201920182017201620152014
DFVX
Dimensional US Large Cap Vector ETF
1.18%1.22%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPY
SPDR S&P 500 ETF
1.18%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

DFVX vs. SPY - Drawdown Comparison

The maximum DFVX drawdown since its inception was -6.66%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for DFVX and SPY. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-1.59%
-1.35%
DFVX
SPY

Volatility

DFVX vs. SPY - Volatility Comparison

The current volatility for Dimensional US Large Cap Vector ETF (DFVX) is 4.29%, while SPDR S&P 500 ETF (SPY) has a volatility of 5.10%. This indicates that DFVX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember2025
4.29%
5.10%
DFVX
SPY