HUSIX vs. DFSVX

In the year-to-date period, HUSIX achieves a -8.26% return, which is significantly lower than DFSVX's -7.23% return. Over the past 10 years, HUSIX has underperformed DFSVX with an annualized return of 5.27%, while DFSVX has yielded a comparatively higher 7.57% annualized return.

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HUSIX has a 1.75% expense ratio, which is higher than DFSVX's 0.30% expense ratio.

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.

The current HUSIX Sharpe Ratio is 0.21, which is higher than the DFSVX Sharpe Ratio of 0.00. The chart below compares the historical Sharpe Ratios of HUSIX and DFSVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

HUSIX's dividend yield for the trailing twelve months is around 0.12%, less than DFSVX's 1.64% yield.

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.

The current volatility for Huber Small Cap Value Fund (HUSIX) is 5.96%, while DFA U.S. Small Cap Value Portfolio I (DFSVX) has a volatility of 6.93%. This indicates that HUSIX experiences smaller price fluctuations and is considered to be less risky than DFSVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.