DFVX vs. SPY

In the year-to-date period, DFVX achieves a 1.40% return, which is significantly higher than SPY's 0.98% return.

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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%.

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 current DFVX Sharpe Ratio is 0.57, which is comparable to the SPY Sharpe Ratio of 0.67. 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.

DFVX's dividend yield for the trailing twelve months is around 1.28%, more than SPY's 1.21% yield.

The maximum DFVX drawdown since its inception was -16.71%, 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.

Dimensional US Large Cap Vector ETF (DFVX) and SPDR S&P 500 ETF (SPY) have volatilities of 4.70% and 4.85%, 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.