Correlation
The correlation between DWUSX and DFFVX is 0.72, 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.
DWUSX vs. DFFVX
Compare and contrast key facts about DFA World ex U.S. Targeted Value Portfolio (DWUSX) and DFA U.S. Targeted Value Portfolio (DFFVX).
DWUSX is managed by Dimensional Fund Advisors LP. It was launched on Oct 31, 2012. DFFVX is managed by Dimensional Fund Advisors LP. It was launched on Feb 23, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DWUSX or DFFVX.
Performance
DWUSX vs. DFFVX - Performance Comparison
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Key characteristics
DWUSX:
0.99
DFFVX:
0.01
DWUSX:
1.29
DFFVX:
0.18
DWUSX:
1.19
DFFVX:
1.02
DWUSX:
1.08
DFFVX:
0.00
DWUSX:
3.33
DFFVX:
0.00
DWUSX:
4.14%
DFFVX:
9.40%
DWUSX:
14.84%
DFFVX:
24.55%
DWUSX:
-51.56%
DFFVX:
-65.13%
DWUSX:
0.00%
DFFVX:
-14.12%
Returns By Period
In the year-to-date period, DWUSX achieves a 16.53% return, which is significantly higher than DFFVX's -6.28% return. Over the past 10 years, DWUSX has outperformed DFFVX with an annualized return of 5.12%, while DFFVX has yielded a comparatively lower 4.75% annualized return.
DWUSX
16.53%
6.25%
13.95%
14.55%
10.79%
13.37%
5.12%
DFFVX
-6.28%
5.84%
-13.41%
0.25%
4.45%
15.51%
4.75%
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DWUSX vs. DFFVX - Expense Ratio Comparison
DWUSX has a 0.52% expense ratio, which is higher than DFFVX's 0.29% expense ratio.
Risk-Adjusted Performance
DWUSX vs. DFFVX — Risk-Adjusted Performance Rank
DWUSX
DFFVX
DWUSX vs. DFFVX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA World ex U.S. Targeted Value Portfolio (DWUSX) and DFA U.S. Targeted Value Portfolio (DFFVX). 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.
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Dividends
DWUSX vs. DFFVX - Dividend Comparison
DWUSX's dividend yield for the trailing twelve months is around 2.64%, more than DFFVX's 1.62% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DWUSX DFA World ex U.S. Targeted Value Portfolio | 2.64% | 2.86% | 2.81% | 2.91% | 7.42% | 1.37% | 3.22% | 5.51% | 3.60% | 1.94% | 1.27% | 2.45% |
DFFVX DFA U.S. Targeted Value Portfolio | 1.62% | 1.40% | 2.26% | 5.17% | 8.12% | 1.52% | 3.81% | 5.96% | 5.58% | 4.24% | 5.85% | 5.52% |
Drawdowns
DWUSX vs. DFFVX - Drawdown Comparison
The maximum DWUSX drawdown since its inception was -51.56%, smaller than the maximum DFFVX drawdown of -65.13%. Use the drawdown chart below to compare losses from any high point for DWUSX and DFFVX.
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Volatility
DWUSX vs. DFFVX - Volatility Comparison
The current volatility for DFA World ex U.S. Targeted Value Portfolio (DWUSX) is 2.11%, while DFA U.S. Targeted Value Portfolio (DFFVX) has a volatility of 6.74%. This indicates that DWUSX experiences smaller price fluctuations and is considered to be less risky than DFFVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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