VISVX vs. DFFVX
Compare and contrast key facts about Vanguard Small Cap Value Index Fund (VISVX) and DFA U.S. Targeted Value Portfolio (DFFVX).
VISVX is a passively managed fund by Vanguard that tracks the performance of the CRSP US Small Cap Value Index. It was launched on May 21, 1998. 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: VISVX or DFFVX.
Performance
VISVX vs. DFFVX - Performance Comparison
Returns By Period
In the year-to-date period, VISVX achieves a 16.76% return, which is significantly higher than DFFVX's 13.61% return. Over the past 10 years, VISVX has underperformed DFFVX with an annualized return of 9.17%, while DFFVX has yielded a comparatively higher 9.64% annualized return.
VISVX
16.76%
1.10%
10.24%
29.47%
11.50%
9.17%
DFFVX
13.61%
2.93%
8.97%
27.23%
14.44%
9.64%
Key characteristics
| VISVX | DFFVX | |
|---|---|---|
| Sharpe Ratio | 1.85 | 1.45 |
| Sortino Ratio | 2.64 | 2.17 |
| Omega Ratio | 1.33 | 1.26 |
| Calmar Ratio | 3.48 | 2.93 |
| Martin Ratio | 10.44 | 7.76 |
| Ulcer Index | 2.95% | 3.73% |
| Daily Std Dev | 16.64% | 20.03% |
| Max Drawdown | -62.15% | -64.21% |
| Current Drawdown | -3.06% | -3.16% |
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VISVX vs. DFFVX - Expense Ratio Comparison
VISVX has a 0.19% expense ratio, which is lower than DFFVX's 0.29% expense ratio.
Correlation
The correlation between VISVX and DFFVX is 0.98, 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.
Risk-Adjusted Performance
VISVX vs. DFFVX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Small Cap Value Index Fund (VISVX) 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
VISVX vs. DFFVX - Dividend Comparison
VISVX's dividend yield for the trailing twelve months is around 1.81%, more than DFFVX's 1.36% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VISVX Vanguard Small Cap Value Index Fund | 1.81% | 2.00% | 1.91% | 1.64% | 1.58% | 1.95% | 2.20% | 1.68% | 1.66% | 1.85% | 1.62% | 1.71% |
DFFVX DFA U.S. Targeted Value Portfolio | 1.36% | 1.44% | 1.38% | 1.41% | 1.52% | 1.35% | 1.24% | 1.20% | 1.00% | 1.36% | 0.97% | 0.64% |
Drawdowns
VISVX vs. DFFVX - Drawdown Comparison
The maximum VISVX drawdown since its inception was -62.15%, roughly equal to the maximum DFFVX drawdown of -64.21%. Use the drawdown chart below to compare losses from any high point for VISVX and DFFVX. For additional features, visit the drawdowns tool.
Volatility
VISVX vs. DFFVX - Volatility Comparison
The current volatility for Vanguard Small Cap Value Index Fund (VISVX) is 5.88%, while DFA U.S. Targeted Value Portfolio (DFFVX) has a volatility of 8.05%. This indicates that VISVX 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.