LONGX vs. DFFVX

In the year-to-date period, LONGX achieves a -5.15% return, which is significantly higher than DFFVX's -11.51% return. Over the past 10 years, LONGX has underperformed DFFVX with an annualized return of -5.89%, while DFFVX has yielded a comparatively higher 4.23% annualized return.

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LONGX has a 1.99% expense ratio, which is higher than DFFVX's 0.29% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Longboard Alternative Growth Fund (LONGX) 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.

The current LONGX Sharpe Ratio is 0.21, which is higher than the DFFVX Sharpe Ratio of -0.14. The chart below compares the historical Sharpe Ratios of LONGX and DFFVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

LONGX has not paid dividends to shareholders, while DFFVX's dividend yield for the trailing twelve months is around 1.71%.

The maximum LONGX drawdown since its inception was -76.91%, which is greater than DFFVX's maximum drawdown of -65.13%. Use the drawdown chart below to compare losses from any high point for LONGX and DFFVX. For additional features, visit the drawdowns tool.

The current volatility for Longboard Alternative Growth Fund (LONGX) is 5.80%, while DFA U.S. Targeted Value Portfolio (DFFVX) has a volatility of 14.83%. This indicates that LONGX 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.