VMVAX vs. DFFVX
Compare and contrast key facts about Vanguard Mid-Cap Value Index Fund Admiral Shares (VMVAX) and DFA U.S. Targeted Value Portfolio (DFFVX).
VMVAX is managed by Vanguard. It was launched on Sep 27, 2011. 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: VMVAX or DFFVX.
Performance
VMVAX vs. DFFVX - Performance Comparison
Returns By Period
In the year-to-date period, VMVAX achieves a 19.50% return, which is significantly higher than DFFVX's 13.61% return. Over the past 10 years, VMVAX has underperformed DFFVX with an annualized return of 9.12%, while DFFVX has yielded a comparatively higher 9.64% annualized return.
VMVAX
19.50%
-0.03%
11.04%
29.53%
10.59%
9.12%
DFFVX
13.61%
2.93%
8.97%
27.23%
14.44%
9.64%
Key characteristics
| VMVAX | DFFVX | |
|---|---|---|
| Sharpe Ratio | 2.58 | 1.45 |
| Sortino Ratio | 3.58 | 2.17 |
| Omega Ratio | 1.45 | 1.26 |
| Calmar Ratio | 3.36 | 2.93 |
| Martin Ratio | 15.63 | 7.76 |
| Ulcer Index | 1.94% | 3.73% |
| Daily Std Dev | 11.73% | 20.03% |
| Max Drawdown | -43.07% | -64.21% |
| Current Drawdown | -1.31% | -3.16% |
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VMVAX vs. DFFVX - Expense Ratio Comparison
VMVAX has a 0.07% expense ratio, which is lower than DFFVX's 0.29% expense ratio.
Correlation
The correlation between VMVAX and DFFVX is 0.92, 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
VMVAX vs. DFFVX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Mid-Cap Value Index Fund Admiral Shares (VMVAX) 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
VMVAX vs. DFFVX - Dividend Comparison
VMVAX's dividend yield for the trailing twelve months is around 2.07%, more than DFFVX's 1.36% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VMVAX Vanguard Mid-Cap Value Index Fund Admiral Shares | 2.07% | 2.27% | 2.27% | 1.78% | 2.36% | 2.05% | 2.75% | 1.86% | 1.91% | 2.04% | 1.67% | 1.54% |
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
VMVAX vs. DFFVX - Drawdown Comparison
The maximum VMVAX drawdown since its inception was -43.07%, smaller than the maximum DFFVX drawdown of -64.21%. Use the drawdown chart below to compare losses from any high point for VMVAX and DFFVX. For additional features, visit the drawdowns tool.
Volatility
VMVAX vs. DFFVX - Volatility Comparison
The current volatility for Vanguard Mid-Cap Value Index Fund Admiral Shares (VMVAX) is 3.54%, while DFA U.S. Targeted Value Portfolio (DFFVX) has a volatility of 8.05%. This indicates that VMVAX 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.