SPYV vs. DFLVX
Compare and contrast key facts about SPDR Portfolio S&P 500 Value ETF (SPYV) and DFA U.S. Large Cap Value Portfolio (DFLVX).
SPYV is a passively managed fund by State Street that tracks the performance of the S&P 500 Value. It was launched on Sep 25, 2000. DFLVX is managed by Dimensional. It was launched on Feb 19, 1993.
Performance
SPYV vs. DFLVX - Performance Comparison
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SPYV vs. DFLVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPYV SPDR Portfolio S&P 500 Value ETF | -0.03% | 13.18% | 12.24% | 22.20% | -5.28% | 24.91% | 1.38% | 31.70% | -9.01% | 15.40% |
DFLVX DFA U.S. Large Cap Value Portfolio | 2.14% | 16.36% | 12.76% | 11.52% | -5.81% | 30.40% | -0.58% | 25.46% | -11.68% | 18.50% |
Returns By Period
In the year-to-date period, SPYV achieves a -0.03% return, which is significantly lower than DFLVX's 2.14% return. Both investments have delivered pretty close results over the past 10 years, with SPYV having a 11.40% annualized return and DFLVX not far behind at 10.94%.
SPYV
- 1D
- 1.69%
- 1M
- -4.55%
- YTD
- -0.03%
- 6M
- 3.21%
- 1Y
- 12.90%
- 3Y*
- 13.84%
- 5Y*
- 10.46%
- 10Y*
- 11.40%
DFLVX
- 1D
- -0.53%
- 1M
- -5.55%
- YTD
- 2.14%
- 6M
- 6.80%
- 1Y
- 16.19%
- 3Y*
- 14.15%
- 5Y*
- 9.85%
- 10Y*
- 10.94%
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SPYV vs. DFLVX - Expense Ratio Comparison
SPYV has a 0.04% expense ratio, which is lower than DFLVX's 0.22% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
SPYV vs. DFLVX — Risk / Return Rank
SPYV
DFLVX
SPYV vs. DFLVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio S&P 500 Value ETF (SPYV) and DFA U.S. Large Cap Value Portfolio (DFLVX). 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.
| SPYV | DFLVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.83 | 1.07 | -0.23 |
Sortino ratioReturn per unit of downside risk | 1.25 | 1.54 | -0.28 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.23 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.15 | 1.19 | -0.04 |
Martin ratioReturn relative to average drawdown | 5.45 | 5.16 | +0.29 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SPYV | DFLVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 1.07 | -0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | 0.62 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.60 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.51 | -0.10 |
Correlation
The correlation between SPYV and DFLVX is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
SPYV vs. DFLVX - Dividend Comparison
SPYV's dividend yield for the trailing twelve months is around 1.82%, more than DFLVX's 1.65% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPYV SPDR Portfolio S&P 500 Value ETF | 1.82% | 1.77% | 2.29% | 1.75% | 2.22% | 2.10% | 2.38% | 2.25% | 2.97% | 2.77% | 2.39% | 2.53% |
DFLVX DFA U.S. Large Cap Value Portfolio | 1.65% | 1.71% | 1.87% | 3.65% | 4.56% | 5.90% | 1.97% | 4.04% | 7.83% | 6.06% | 3.77% | 6.52% |
Drawdowns
SPYV vs. DFLVX - Drawdown Comparison
The maximum SPYV drawdown since its inception was -58.45%, smaller than the maximum DFLVX drawdown of -65.65%. Use the drawdown chart below to compare losses from any high point for SPYV and DFLVX.
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Drawdown Indicators
| SPYV | DFLVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.45% | -65.65% | +7.20% |
Max Drawdown (1Y)Largest decline over 1 year | -12.03% | -12.28% | +0.25% |
Max Drawdown (5Y)Largest decline over 5 years | -17.89% | -19.83% | +1.94% |
Max Drawdown (10Y)Largest decline over 10 years | -36.89% | -41.79% | +4.90% |
Current DrawdownCurrent decline from peak | -4.55% | -5.86% | +1.31% |
Average DrawdownAverage peak-to-trough decline | -8.77% | -8.52% | -0.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.54% | 2.92% | -0.38% |
Volatility
SPYV vs. DFLVX - Volatility Comparison
SPDR Portfolio S&P 500 Value ETF (SPYV) has a higher volatility of 3.84% compared to DFA U.S. Large Cap Value Portfolio (DFLVX) at 3.56%. This indicates that SPYV's price experiences larger fluctuations and is considered to be riskier than DFLVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPYV | DFLVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.84% | 3.56% | +0.28% |
Volatility (6M)Calculated over the trailing 6-month period | 7.76% | 8.33% | -0.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.54% | 16.46% | -0.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.44% | 15.93% | -1.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.96% | 18.39% | -1.43% |