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DVAL vs. MFVL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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Returns By Period

In the year-to-date period, DVAL achieves a 6.15% return, which is significantly higher than MFVL's 0.39% return.


DVAL

1D
-0.80%
1M
1.63%
YTD
6.15%
6M
7.12%
1Y
12.93%
3Y*
12.66%
5Y*
10Y*

MFVL

1D
-1.06%
1M
0.90%
YTD
0.39%
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DVAL vs. MFVL - Yearly Performance Comparison


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 10, 2025

0.65

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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: 3737
Overall Rank
DVAL Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
DVAL Sortino Ratio Rank: 3535
Sortino Ratio Rank
DVAL Omega Ratio Rank: 3232
Omega Ratio Rank
DVAL Calmar Ratio Rank: 4343
Calmar Ratio Rank
DVAL Martin Ratio Rank: 4242
Martin Ratio Rank

MFVL
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.


DVALMFVLDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.21

Calmar ratioReturn relative to maximum drawdown

2.09

Martin ratioReturn relative to average drawdown

6.71

DVAL vs. MFVL - Sharpe Ratio Comparison


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Sharpe Ratios by Period


DVALMFVLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.31

+0.45

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.


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Drawdown Indicators


DVALMFVLDifference

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

-1.09%

-3.29%

+2.20%

Average Drawdown

Average peak-to-trough decline

-3.64%

-2.42%

-1.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.93%

Volatility

DVAL vs. MFVL - Volatility Comparison


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Volatility by Period


DVALMFVLDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.73%

Volatility (6M)

Calculated over the trailing 6-month period

7.62%

Volatility (1Y)

Calculated over the trailing 1-year period

10.59%

12.15%

-1.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.24%

12.15%

+2.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.24%

12.15%

+2.09%

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 1.88%, while MFVL has not paid dividends to shareholders.


PositionTTM2025202420232022
DVAL
BrandywineGLOBAL Dynamic U.S. Large Cap Value ETF
1.88%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


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.

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.

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

DVAL has the higher dividend yield at 1.88%, compared with 0.00% for MFVL.

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

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