LONGX vs. DFFVX
Compare and contrast key facts about Longboard Alternative Growth Fund (LONGX) and DFA U.S. Targeted Value Portfolio (DFFVX).
LONGX is managed by Longboard. It was launched on Mar 15, 2015. 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: LONGX or DFFVX.
Key characteristics
| LONGX | DFFVX | |
|---|---|---|
| YTD Return | 21.03% | 15.61% |
| 1Y Return | 32.48% | 37.57% |
| 3Y Return (Ann) | 3.37% | 8.51% |
| 5Y Return (Ann) | 11.62% | 14.27% |
| Sharpe Ratio | 2.39 | 1.74 |
| Sortino Ratio | 3.36 | 2.59 |
| Omega Ratio | 1.42 | 1.32 |
| Calmar Ratio | 0.48 | 3.18 |
| Martin Ratio | 15.04 | 9.66 |
| Ulcer Index | 2.13% | 3.72% |
| Daily Std Dev | 13.39% | 20.59% |
| Max Drawdown | -76.91% | -64.21% |
| Current Drawdown | -55.03% | -0.76% |
Correlation
The correlation between LONGX and DFFVX is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
LONGX vs. DFFVX - Performance Comparison
In the year-to-date period, LONGX achieves a 21.03% return, which is significantly higher than DFFVX's 15.61% 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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LONGX vs. DFFVX - Expense Ratio Comparison
LONGX has a 1.99% expense ratio, which is higher than DFFVX's 0.29% expense ratio.
Risk-Adjusted Performance
LONGX vs. DFFVX - Risk-Adjusted Performance Comparison
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.
Dividends
LONGX vs. DFFVX - Dividend Comparison
LONGX has not paid dividends to shareholders, while DFFVX's dividend yield for the trailing twelve months is around 1.33%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LONGX Longboard Alternative Growth Fund | 0.00% | 5.40% | 7.64% | 1.72% | 0.00% | 0.00% | 3.10% | 1,074.01% | 23.29% | 0.54% | 0.00% | 0.00% |
DFFVX DFA U.S. Targeted Value Portfolio | 1.33% | 1.44% | 1.38% | 1.41% | 1.52% | 1.35% | 1.24% | 1.20% | 1.00% | 1.36% | 0.97% | 0.64% |
Drawdowns
LONGX vs. DFFVX - Drawdown Comparison
The maximum LONGX drawdown since its inception was -76.91%, which is greater than DFFVX's maximum drawdown of -64.21%. Use the drawdown chart below to compare losses from any high point for LONGX and DFFVX. For additional features, visit the drawdowns tool.
Volatility
LONGX vs. DFFVX - Volatility Comparison
The current volatility for Longboard Alternative Growth Fund (LONGX) is 5.18%, while DFA U.S. Targeted Value Portfolio (DFFVX) has a volatility of 7.96%. 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.