VBR vs. DFFVX
Compare and contrast key facts about Vanguard Small-Cap Value ETF (VBR) and DFA U.S. Targeted Value Portfolio (DFFVX).
VBR is a passively managed fund by Vanguard that tracks the performance of the CRSP US Small Cap Value Index. It was launched on Jan 26, 2004. DFFVX is managed by Dimensional. It was launched on Feb 23, 2000.
Performance
VBR vs. DFFVX - Performance Comparison
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VBR vs. DFFVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VBR Vanguard Small-Cap Value ETF | 3.59% | 9.09% | 12.40% | 16.00% | -9.38% | 28.08% | 5.90% | 22.78% | -12.28% | 11.81% |
DFFVX DFA U.S. Targeted Value Portfolio | 5.44% | 9.53% | 9.34% | 19.37% | -4.66% | 31.53% | 3.78% | 21.51% | -15.79% | 9.20% |
Returns By Period
In the year-to-date period, VBR achieves a 3.59% return, which is significantly lower than DFFVX's 5.44% return. Both investments have delivered pretty close results over the past 10 years, with VBR having a 10.14% annualized return and DFFVX not far ahead at 10.46%.
VBR
- 1D
- 0.41%
- 1M
- -4.79%
- YTD
- 3.59%
- 6M
- 5.25%
- 1Y
- 19.13%
- 3Y*
- 13.58%
- 5Y*
- 7.64%
- 10Y*
- 10.14%
DFFVX
- 1D
- 2.10%
- 1M
- -4.22%
- YTD
- 5.44%
- 6M
- 8.08%
- 1Y
- 23.93%
- 3Y*
- 14.30%
- 5Y*
- 8.31%
- 10Y*
- 10.46%
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VBR vs. DFFVX - Expense Ratio Comparison
VBR has a 0.07% expense ratio, which is lower than DFFVX's 0.29% expense ratio.
Return for Risk
VBR vs. DFFVX — Risk / Return Rank
VBR
DFFVX
VBR vs. DFFVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Small-Cap Value ETF (VBR) 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.
| VBR | DFFVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.93 | 1.08 | -0.15 |
Sortino ratioReturn per unit of downside risk | 1.43 | 1.62 | -0.19 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.22 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.37 | 1.66 | -0.29 |
Martin ratioReturn relative to average drawdown | 5.62 | 6.14 | -0.52 |
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
| VBR | DFFVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 1.08 | -0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 0.38 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.44 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.46 | -0.05 |
Correlation
The correlation between VBR and DFFVX is 0.97, 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
VBR vs. DFFVX - Dividend Comparison
VBR's dividend yield for the trailing twelve months is around 1.90%, more than DFFVX's 1.63% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VBR Vanguard Small-Cap Value ETF | 1.90% | 1.95% | 1.98% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% |
DFFVX DFA U.S. Targeted Value Portfolio | 1.63% | 1.69% | 1.40% | 2.26% | 5.17% | 2.74% | 1.52% | 3.82% | 5.95% | 5.16% | 3.95% | 5.84% |
Drawdowns
VBR vs. DFFVX - Drawdown Comparison
The maximum VBR drawdown since its inception was -61.98%, roughly equal to the maximum DFFVX drawdown of -64.21%. Use the drawdown chart below to compare losses from any high point for VBR and DFFVX.
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Drawdown Indicators
| VBR | DFFVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.98% | -64.21% | +2.23% |
Max Drawdown (1Y)Largest decline over 1 year | -14.18% | -14.71% | +0.53% |
Max Drawdown (5Y)Largest decline over 5 years | -24.19% | -26.09% | +1.90% |
Max Drawdown (10Y)Largest decline over 10 years | -45.28% | -50.75% | +5.47% |
Current DrawdownCurrent decline from peak | -5.75% | -6.13% | +0.38% |
Average DrawdownAverage peak-to-trough decline | -8.32% | -9.76% | +1.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.46% | 3.98% | -0.52% |
Volatility
VBR vs. DFFVX - Volatility Comparison
Vanguard Small-Cap Value ETF (VBR) and DFA U.S. Targeted Value Portfolio (DFFVX) have volatilities of 5.40% and 5.40%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VBR | DFFVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.40% | 5.40% | 0.00% |
Volatility (6M)Calculated over the trailing 6-month period | 11.29% | 12.36% | -1.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.64% | 22.64% | -2.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.85% | 21.71% | -1.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.73% | 23.68% | -1.95% |