VOE vs. DFUVX
Compare and contrast key facts about Vanguard Mid-Cap Value ETF (VOE) and DFA U.S. Large Cap Value III Portfolio (DFUVX).
VOE is a passively managed fund by Vanguard that tracks the performance of the CRSP US Mid Cap Value Index. It was launched on Aug 17, 2006. DFUVX is managed by Dimensional. It was launched on Feb 2, 1995.
Performance
VOE vs. DFUVX - Performance Comparison
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VOE vs. DFUVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VOE Vanguard Mid-Cap Value ETF | 4.67% | 12.08% | 14.00% | 9.85% | -7.97% | 28.78% | 2.65% | 27.85% | -12.48% | 17.07% |
DFUVX DFA U.S. Large Cap Value III Portfolio | 4.11% | 15.83% | 12.87% | 11.65% | -5.73% | 22.75% | -0.45% | 25.62% | -11.58% | 18.60% |
Returns By Period
In the year-to-date period, VOE achieves a 4.67% return, which is significantly higher than DFUVX's 4.11% return. Both investments have delivered pretty close results over the past 10 years, with VOE having a 10.23% annualized return and DFUVX not far ahead at 10.52%.
VOE
- 1D
- 0.20%
- 1M
- -4.46%
- YTD
- 4.67%
- 6M
- 7.17%
- 1Y
- 17.39%
- 3Y*
- 13.81%
- 5Y*
- 8.66%
- 10Y*
- 10.23%
DFUVX
- 1D
- 1.90%
- 1M
- -3.71%
- YTD
- 4.11%
- 6M
- 8.94%
- 1Y
- 18.72%
- 3Y*
- 14.79%
- 5Y*
- 8.71%
- 10Y*
- 10.52%
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VOE vs. DFUVX - Expense Ratio Comparison
VOE has a 0.07% expense ratio, which is lower than DFUVX's 0.14% 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
VOE vs. DFUVX — Risk / Return Rank
VOE
DFUVX
VOE vs. DFUVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Mid-Cap Value ETF (VOE) and DFA U.S. Large Cap Value III Portfolio (DFUVX). 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.
| VOE | DFUVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.06 | 1.13 | -0.07 |
Sortino ratioReturn per unit of downside risk | 1.55 | 1.63 | -0.08 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.24 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.41 | 1.31 | +0.09 |
Martin ratioReturn relative to average drawdown | 6.51 | 5.65 | +0.86 |
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
| VOE | DFUVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.06 | 1.13 | -0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.55 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.57 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.44 | -0.01 |
Correlation
The correlation between VOE and DFUVX is 0.95, 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
VOE vs. DFUVX - Dividend Comparison
VOE's dividend yield for the trailing twelve months is around 1.99%, more than DFUVX's 1.68% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VOE Vanguard Mid-Cap Value ETF | 1.99% | 2.10% | 2.11% | 2.27% | 2.27% | 1.78% | 2.36% | 2.05% | 2.75% | 1.86% | 1.92% | 2.05% |
DFUVX DFA U.S. Large Cap Value III Portfolio | 1.68% | 1.31% | 1.94% | 5.68% | 5.84% | 1.77% | 2.09% | 5.04% | 9.79% | 7.99% | 4.90% | 8.03% |
Drawdowns
VOE vs. DFUVX - Drawdown Comparison
The maximum VOE drawdown since its inception was -61.50%, smaller than the maximum DFUVX drawdown of -65.60%. Use the drawdown chart below to compare losses from any high point for VOE and DFUVX.
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Drawdown Indicators
| VOE | DFUVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.50% | -65.60% | +4.10% |
Max Drawdown (1Y)Largest decline over 1 year | -12.42% | -12.26% | -0.16% |
Max Drawdown (5Y)Largest decline over 5 years | -19.70% | -20.33% | +0.63% |
Max Drawdown (10Y)Largest decline over 10 years | -43.18% | -41.76% | -1.42% |
Current DrawdownCurrent decline from peak | -4.54% | -4.06% | -0.48% |
Average DrawdownAverage peak-to-trough decline | -8.41% | -9.90% | +1.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.68% | 2.97% | -0.29% |
Volatility
VOE vs. DFUVX - Volatility Comparison
Vanguard Mid-Cap Value ETF (VOE) and DFA U.S. Large Cap Value III Portfolio (DFUVX) have volatilities of 4.01% and 4.16%, 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
| VOE | DFUVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.01% | 4.16% | -0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 8.77% | 8.50% | +0.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.46% | 16.55% | -0.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.11% | 16.01% | +0.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.84% | 18.42% | +0.42% |