SLVAX vs. DFAC
SLVAX (Columbia Select Large Cap Value Fund) and DFAC (Dimensional U.S. Core Equity 2 ETF) are both funds - SLVAX is a Large Cap Value Equities fund managed by Columbia, while DFAC is a Large Cap Blend Equities fund actively managed by Dimensional. Over the past 5 years, SLVAX returned 12.97%/yr vs 11.79%/yr for DFAC. Their correlation of 0.86 means they have usually moved in the same direction. SLVAX charges 0.80%/yr vs 0.17%/yr for DFAC.
Performance
SLVAX vs. DFAC - Performance Comparison
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Returns By Period
In the year-to-date period, SLVAX achieves a 15.98% return, which is significantly higher than DFAC's 12.94% return.
SLVAX
- 1D
- 0.81%
- 1M
- 0.56%
- 6M
- 10.64%
- YTD
- 15.98%
- 1Y
- 37.65%
- 3Y*
- 18.70%
- 5Y*
- 12.97%
- 10Y*
- 13.09%
- ALL TIME*
- 8.72%
DFAC
- 1D
- 0.36%
- 1M
- 0.54%
- 6M
- 9.91%
- YTD
- 12.94%
- 1Y
- 24.65%
- 3Y*
- 17.80%
- 5Y*
- 11.79%
- 10Y*
- —
- ALL TIME*
- 11.85%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $101.45M | $95.42M | $89.67M | |
| $0.00 | $0.00 | $0.00 |
SLVAX vs. DFAC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SLVAX Columbia Select Large Cap Value Fund | 15.98% | 27.60% | 12.53% | 5.56% | -1.09% | 1.85% |
DFAC Dimensional U.S. Core Equity 2 ETF | 12.94% | 15.66% | 19.61% | 21.96% | -14.93% | 9.55% |
Correlation
The correlation between SLVAX and DFAC is 0.80, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.80 |
Correlation (3Y) Balances recent behavior with more history. | 0.83 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.86 |
Correlation (All Time) Calculated using the full available price history since Jun 14, 2021 | 0.86 |
The correlation between SLVAX and DFAC has been stable across timeframes, ranging from 0.80 to 0.86 - a consistent structural relationship.
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Return for Risk
SLVAX vs. DFAC — Risk / Return Rank
SLVAX
DFAC
SLVAX vs. DFAC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Select Large Cap Value Fund (SLVAX) and Dimensional U.S. Core Equity 2 ETF (DFAC). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SLVAX | DFAC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.10 | ||
| Sortino ratioReturn per unit of downside risk | +1.54 | ||
| Omega ratioGain probability vs. loss probability | 1.52 | 1.32 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 3.94 | 2.68 | +1.26 |
| Martin ratioReturn relative to average drawdown | 16.27 | 11.71 | +4.56 |
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Drawdowns
SLVAX vs. DFAC - Drawdown Comparison
The maximum SLVAX drawdown since its inception was -60.01%, which is greater than DFAC's maximum drawdown of -23.12%. Use the drawdown chart below to compare losses from any high point for SLVAX and DFAC.
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Drawdown Indicators
| SLVAX | DFAC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.01% | -23.12% | -36.89% |
Max Drawdown (1Y)Largest decline over 1 year | -9.03% | -8.49% | -0.54% |
Max Drawdown (3Y)Largest decline over 3 years | -14.83% | -20.02% | +5.19% |
Max Drawdown (5Y)Largest decline over 5 years | -18.44% | -23.12% | +4.68% |
Max Drawdown (10Y)Largest decline over 10 years | -41.50% | — | — |
Current DrawdownCurrent decline from peak | -0.51% | -0.27% | -0.24% |
Average DrawdownAverage peak-to-trough decline | -9.27% | -5.30% | -3.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.20% | 1.94% | +0.26% |
Volatility
SLVAX vs. DFAC - Volatility Comparison
The current volatility for Columbia Select Large Cap Value Fund (SLVAX) is 2.51%, while Dimensional U.S. Core Equity 2 ETF (DFAC) has a volatility of 2.99%. This indicates that SLVAX experiences smaller price fluctuations and is considered to be less risky than DFAC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SLVAX | DFAC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.51% | 2.99% | -0.48% |
Volatility (6M)Calculated over the trailing 6-month period | 9.11% | 9.65% | -0.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.29% | 12.66% | -0.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.85% | 17.09% | -1.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.62% | 17.01% | +1.61% |
SLVAX vs. DFAC - Expense Ratio Comparison
SLVAX has a 0.80% expense ratio, which is higher than DFAC's 0.17% expense ratio.
Dividends
SLVAX vs. DFAC - Dividend Comparison
SLVAX's dividend yield for the trailing twelve months is around 7.36%, more than DFAC's 0.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFAC Dimensional U.S. Core Equity 2 ETF | 0.91% | 0.97% | 1.03% | 1.20% | 1.50% | 0.88% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SLVAX Columbia Select Large Cap Value Fund | 7.36% | 8.54% | 3.46% | 3.60% | 1.38% | 5.91% | 7.52% | 6.96% | 4.83% | 3.86% | 7.19% | 4.49% |
Frequently Asked Questions
SLVAX and DFAC have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DFAC has higher volatility (2.99%) compared to SLVAX (2.51%). In terms of maximum drawdown, SLVAX dropped -60.01% vs DFAC's -23.12%.
SLVAX currently has the higher Sharpe Ratio (2.90 vs 1.80), 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.
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