DVAL vs. MFVL

Last updated Jun 24, 2026

DVAL (BrandywineGLOBAL Dynamic U.S. Large Cap Value ETF) and MFVL (Motley Fool Value Factor ETF) are both Large Cap Value Equities funds. Both are actively managed. A 0.65 correlation means they provide meaningful diversification when combined. DVAL charges 0.49%/yr vs 0.50%/yr for MFVL.

Performance

DVAL vs. MFVL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BrandywineGLOBAL Dynamic U.S. Large Cap Value ETF (DVAL) and Motley Fool Value Factor ETF (MFVL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DVAL achieves a 8.47% return, which is significantly higher than MFVL's -2.40% return.

DVAL

• 1D: 0.14%
• 1M: 1.85%
• YTD: 8.47%
• 6M: 7.88%
• 1Y: 14.39%
• 3Y*: 13.18%
• 5Y*: —
• 10Y*: —

MFVL

• 1D: 0.75%
• 1M: -2.65%
• YTD: -2.40%
• 6M: -2.69%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

DVAL vs. MFVL - Yearly Performance Comparison

	2026 (YTD)	2025
DVAL BrandywineGLOBAL Dynamic U.S. Large Cap Value ETF	8.47%	1.19%
MFVL Motley Fool Value Factor ETF	-2.40%	1.22%

Correlation

The correlation between DVAL and MFVL is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Dec 9, 2025	0.65

Return for Risk

DVAL vs. MFVL — Risk / Return Rank

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

DVAL

DVAL Risk / Return Rank: 44
DVAL Sharpe Ratio Rank: 41
DVAL Sortino Ratio Rank: 43
DVAL Omega Ratio Rank: 38
DVAL Calmar Ratio Rank: 51
DVAL Martin Ratio Rank: 48

MFVL

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

DVAL vs. MFVL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BrandywineGLOBAL Dynamic U.S. Large Cap Value ETF (DVAL) and Motley Fool Value Factor ETF (MFVL). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	DVAL	MFVL	Difference
Sharpe ratio: Return per unit of total volatility	1.35	—	—
Sortino ratio: Return per unit of downside risk	2.01	—	—
Omega ratio: Gain probability vs. loss probability	1.23	—	—
Calmar ratio: Return relative to maximum drawdown	2.33	—	—
Martin ratio: Return relative to average drawdown	7.47	—	—

Drawdowns

DVAL vs. MFVL - Drawdown Comparison

The maximum DVAL drawdown since its inception was -18.11%, which is greater than MFVL's maximum drawdown of -7.03%. Use the drawdown chart below to compare losses from any high point for DVAL and MFVL.

Drawdown Indicators

	DVAL	MFVL	Difference
Max Drawdown Largest peak-to-trough decline	-18.11%	-7.03%	-11.08%
Max Drawdown (1Y) Largest decline over 1 year	-6.20%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-18.11%	—	—
Current Drawdown Current decline from peak	-0.82%	-5.97%	+5.15%
Average Drawdown Average peak-to-trough decline	-3.60%	-2.60%	-1.00%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.93%	—	—

Volatility

Volatility by Period

	DVAL	MFVL	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.29%	—	—
Volatility (6M) Calculated over the trailing 6-month period	7.94%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	10.77%	12.14%	-1.37%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.22%	12.14%	+2.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.22%	12.14%	+2.08%

DVAL vs. MFVL - Expense Ratio Comparison

DVAL has a 0.49% expense ratio, which is lower than MFVL's 0.50% expense ratio.

Dividends

DVAL vs. MFVL - Dividend Comparison

DVAL's dividend yield for the trailing twelve months is around 1.84%, while MFVL has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022
DVAL BrandywineGLOBAL Dynamic U.S. Large Cap Value ETF	1.84%	2.00%	2.82%	1.16%	13.13%
MFVL Motley Fool Value Factor ETF	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DVAL and MFVL in my portfolio?

DVAL and MFVL have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, DVAL or MFVL?

On fees, DVAL is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, DVAL or MFVL?

DVAL is cheaper with a 0.49% expense ratio, compared with 0.50% for MFVL.

Which ETF pays a higher dividend yield, DVAL or MFVL?

DVAL has the higher dividend yield at 1.84%, compared with 0.00% for MFVL.

What is the main difference between DVAL and MFVL?

They also come from different issuers: BrandywineGLOBAL and Motley Fool. Their fees differ too: 0.49% for DVAL and 0.50% for MFVL.