DGEIX vs. AVUVX
Compare and contrast key facts about DFA Global Equity Portfolio Institutional Class (DGEIX) and Avantis U.S. Small Cap Value Fund (AVUVX).
DGEIX is managed by Dimensional Fund Advisors LP. It was launched on Dec 24, 2003. AVUVX is managed by Avantis Investors. It was launched on Dec 4, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DGEIX or AVUVX.
Key characteristics
| DGEIX | AVUVX | |
|---|---|---|
| YTD Return | 18.89% | 15.24% |
| 1Y Return | 28.08% | 29.66% |
| 3Y Return (Ann) | 6.93% | 9.03% |
| Sharpe Ratio | 2.62 | 1.70 |
| Sortino Ratio | 3.58 | 2.51 |
| Omega Ratio | 1.48 | 1.31 |
| Calmar Ratio | 3.99 | 3.33 |
| Martin Ratio | 17.32 | 8.90 |
| Ulcer Index | 1.81% | 4.05% |
| Daily Std Dev | 11.98% | 21.19% |
| Max Drawdown | -59.77% | -50.24% |
| Current Drawdown | -1.02% | -2.24% |
Correlation
The correlation between DGEIX and AVUVX is 0.85, 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.
Performance
DGEIX vs. AVUVX - Performance Comparison
In the year-to-date period, DGEIX achieves a 18.89% return, which is significantly higher than AVUVX's 15.24% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DGEIX vs. AVUVX - Expense Ratio Comparison
Both DGEIX and AVUVX have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
DGEIX vs. AVUVX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Global Equity Portfolio Institutional Class (DGEIX) and Avantis U.S. Small Cap Value Fund (AVUVX). 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.
Dividends
DGEIX vs. AVUVX - Dividend Comparison
DGEIX's dividend yield for the trailing twelve months is around 1.67%, more than AVUVX's 1.37% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGEIX DFA Global Equity Portfolio Institutional Class | 1.67% | 1.97% | 1.89% | 1.67% | 1.44% | 1.73% | 1.99% | 1.83% | 1.91% | 1.99% | 1.88% | 1.70% |
AVUVX Avantis U.S. Small Cap Value Fund | 1.37% | 1.57% | 1.86% | 1.23% | 0.70% | 0.14% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DGEIX vs. AVUVX - Drawdown Comparison
The maximum DGEIX drawdown since its inception was -59.77%, which is greater than AVUVX's maximum drawdown of -50.24%. Use the drawdown chart below to compare losses from any high point for DGEIX and AVUVX. For additional features, visit the drawdowns tool.
Volatility
DGEIX vs. AVUVX - Volatility Comparison
The current volatility for DFA Global Equity Portfolio Institutional Class (DGEIX) is 3.40%, while Avantis U.S. Small Cap Value Fund (AVUVX) has a volatility of 8.44%. This indicates that DGEIX experiences smaller price fluctuations and is considered to be less risky than AVUVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.