PVCMX vs. DAABX

Last updated Jun 4, 2026

PVCMX (Palm Valley Capital Fund Investor Class) and DAABX (DFA U.S. Sustainability Targeted Value Portfolio) are both Small Cap Value Equities funds. Over the past 5 years, PVCMX returned 4.28%/yr vs 8.24%/yr for DAABX. A 0.68 correlation means they provide meaningful diversification when combined. PVCMX charges 1.30%/yr vs 0.36%/yr for DAABX.

Performance

PVCMX vs. DAABX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Palm Valley Capital Fund Investor Class (PVCMX) and DFA U.S. Sustainability Targeted Value Portfolio (DAABX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PVCMX achieves a 2.30% return, which is significantly lower than DAABX's 12.26% return.

PVCMX

• 1D: -0.24%
• 1M: 0.57%
• YTD: 2.30%
• 6M: 3.13%
• 1Y: 5.64%
• 3Y*: 5.42%
• 5Y*: 4.28%
• 10Y*: —

DAABX

• 1D: 0.97%
• 1M: 3.29%
• YTD: 12.26%
• 6M: 12.63%
• 1Y: 29.92%
• 3Y*: 16.27%
• 5Y*: 8.24%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

PVCMX vs. DAABX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
PVCMX Palm Valley Capital Fund Investor Class	2.30%	4.45%	4.24%	9.47%	3.17%	3.72%	7.11%
DAABX DFA U.S. Sustainability Targeted Value Portfolio	12.26%	9.62%	9.07%	18.81%	-8.37%	31.44%	44.33%

Correlation

The correlation between PVCMX and DAABX is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.76
Correlation (3Y) Calculated over the trailing 3-year period	0.70
Correlation (5Y) Calculated over the trailing 5-year period	0.65
Correlation (All Time) Calculated using the full available price history since Jul 6, 2020	0.68

The correlation between PVCMX and DAABX shifts across timeframes, from 0.65 (5 years) to 0.76 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

PVCMX vs. DAABX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PVCMX

PVCMX Risk / Return Rank: 27
PVCMX Sharpe Ratio Rank: 25
PVCMX Sortino Ratio Rank: 29
PVCMX Omega Ratio Rank: 24
PVCMX Calmar Ratio Rank: 32
PVCMX Martin Ratio Rank: 25

DAABX

DAABX Risk / Return Rank: 42
DAABX Sharpe Ratio Rank: 39
DAABX Sortino Ratio Rank: 41
DAABX Omega Ratio Rank: 37
DAABX Calmar Ratio Rank: 49
DAABX Martin Ratio Rank: 42

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PVCMX vs. DAABX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Palm Valley Capital Fund Investor Class (PVCMX) and DFA U.S. Sustainability Targeted Value Portfolio (DAABX). 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.

	PVCMX	DAABX	Difference
Sharpe ratio: Return per unit of total volatility	1.43	1.82	-0.39
Sortino ratio: Return per unit of downside risk	2.23	2.71	-0.48
Omega ratio: Gain probability vs. loss probability	1.26	1.32	-0.07
Calmar ratio: Return relative to maximum drawdown	2.14	2.67	-0.53
Martin ratio: Return relative to average drawdown	6.20	9.02	-2.82
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PVCMX vs. DAABX - Sharpe Ratio Comparison

The current PVCMX Sharpe Ratio is 1.43, which is comparable to the DAABX Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of PVCMX and DAABX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	PVCMX	DAABX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.43	1.82	-0.39
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.83	0.39	+0.44
Sharpe Ratio (All Time) Calculated using the full available price history	1.07	0.86	+0.21

Drawdowns

PVCMX vs. DAABX - Drawdown Comparison

The maximum PVCMX drawdown since its inception was -7.44%, smaller than the maximum DAABX drawdown of -26.11%. Use the drawdown chart below to compare losses from any high point for PVCMX and DAABX.

Drawdown Indicators

	PVCMX	DAABX	Difference
Max Drawdown Largest peak-to-trough decline	-7.44%	-26.11%	+18.67%
Max Drawdown (1Y) Largest decline over 1 year	-2.81%	-12.13%	+9.32%
Max Drawdown (3Y) Largest decline over 3 years	-7.44%	-26.11%	+18.67%
Max Drawdown (5Y) Largest decline over 5 years	-7.44%	-26.11%	+18.67%
Current Drawdown Current decline from peak	-0.24%	0.00%	-0.24%
Average Drawdown Average peak-to-trough decline	-1.28%	-5.98%	+4.70%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.97%	3.57%	-2.60%

Volatility

PVCMX vs. DAABX - Volatility Comparison

The current volatility for Palm Valley Capital Fund Investor Class (PVCMX) is 1.11%, while DFA U.S. Sustainability Targeted Value Portfolio (DAABX) has a volatility of 5.02%. This indicates that PVCMX experiences smaller price fluctuations and is considered to be less risky than DAABX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PVCMX	DAABX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.11%	5.02%	-3.91%
Volatility (6M) Calculated over the trailing 6-month period	2.76%	12.10%	-9.34%
Volatility (1Y) Calculated over the trailing 1-year period	4.20%	17.74%	-13.54%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	5.21%	21.48%	-16.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	6.31%	22.10%	-15.79%

PVCMX vs. DAABX - Expense Ratio Comparison

PVCMX has a 1.30% expense ratio, which is higher than DAABX's 0.36% expense ratio.

Dividends

PVCMX vs. DAABX - Dividend Comparison

PVCMX's dividend yield for the trailing twelve months is around 4.69%, more than DAABX's 1.28% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
DAABX DFA U.S. Sustainability Targeted Value Portfolio	1.28%	1.06%	1.11%	1.82%	3.69%	5.30%	1.19%	0.00%
PVCMX Palm Valley Capital Fund Investor Class	4.69%	4.80%	6.95%	4.84%	2.30%	1.98%	2.70%	0.71%

Frequently Asked Questions

Can I hold both PVCMX and DAABX in my portfolio?

PVCMX and DAABX have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PVCMX or DAABX?

DAABX has higher volatility (5.02%) compared to PVCMX (1.11%). In terms of maximum drawdown, PVCMX dropped -7.44% vs DAABX's -26.11%.

Which has better risk-adjusted returns?

DAABX currently has the higher Sharpe Ratio (1.82 vs 1.43), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.