HUSIX vs. DFSVX
Compare and contrast key facts about Huber Small Cap Value Fund (HUSIX) and DFA U.S. Small Cap Value Portfolio I (DFSVX).
HUSIX is managed by Huber Funds. It was launched on Jun 29, 2007. DFSVX is managed by Dimensional Fund Advisors LP. It was launched on Mar 2, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HUSIX or DFSVX.
Key characteristics
| HUSIX | DFSVX | |
|---|---|---|
| YTD Return | 14.19% | 16.52% |
| 1Y Return | 30.44% | 38.12% |
| 3Y Return (Ann) | 6.65% | 9.20% |
| 5Y Return (Ann) | 10.25% | 14.62% |
| 10Y Return (Ann) | 6.19% | 9.48% |
| Sharpe Ratio | 1.50 | 1.79 |
| Sortino Ratio | 2.19 | 2.65 |
| Omega Ratio | 1.28 | 1.33 |
| Calmar Ratio | 2.69 | 3.67 |
| Martin Ratio | 6.68 | 10.11 |
| Ulcer Index | 4.50% | 3.63% |
| Daily Std Dev | 20.02% | 20.49% |
| Max Drawdown | -69.93% | -66.70% |
| Current Drawdown | -1.96% | -0.96% |
Correlation
The correlation between HUSIX and DFSVX is 0.90, 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
HUSIX vs. DFSVX - Performance Comparison
In the year-to-date period, HUSIX achieves a 14.19% return, which is significantly lower than DFSVX's 16.52% return. Over the past 10 years, HUSIX has underperformed DFSVX with an annualized return of 6.19%, while DFSVX has yielded a comparatively higher 9.48% annualized 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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HUSIX vs. DFSVX - Expense Ratio Comparison
HUSIX has a 1.75% expense ratio, which is higher than DFSVX's 0.30% expense ratio.
Risk-Adjusted Performance
HUSIX vs. DFSVX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Huber Small Cap Value Fund (HUSIX) and DFA U.S. Small Cap Value Portfolio I (DFSVX). 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
HUSIX vs. DFSVX - Dividend Comparison
HUSIX's dividend yield for the trailing twelve months is around 0.30%, less than DFSVX's 3.22% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HUSIX Huber Small Cap Value Fund | 0.30% | 0.34% | 0.00% | 0.96% | 0.42% | 0.07% | 0.20% | 0.71% | 1.17% | 0.61% | 0.00% | 0.00% |
DFSVX DFA U.S. Small Cap Value Portfolio I | 3.22% | 3.67% | 6.77% | 10.40% | 1.96% | 2.83% | 7.54% | 5.62% | 4.53% | 5.83% | 4.53% | 5.09% |
Drawdowns
HUSIX vs. DFSVX - Drawdown Comparison
The maximum HUSIX drawdown since its inception was -69.93%, roughly equal to the maximum DFSVX drawdown of -66.70%. Use the drawdown chart below to compare losses from any high point for HUSIX and DFSVX. For additional features, visit the drawdowns tool.
Volatility
HUSIX vs. DFSVX - Volatility Comparison
Huber Small Cap Value Fund (HUSIX) and DFA U.S. Small Cap Value Portfolio I (DFSVX) have volatilities of 8.39% and 8.15%, 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.