Performance

DFSV+23.12%AVUV+24.41%

RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe	Div. Yield
DFSV	+0.28%	+19.77%	+23.12%	—	-9.39%	1.19	1.40%
AVUV	+0.50%	+21.44%	+24.41%	+11.16%	-8.22%	1.25	1.24%

Summary

DFSV vs AVUV

Over the past year, AVUV returned +24.41% against +23.12% for DFSV. AVUV had the higher Sharpe ratio over the past year (1.25 vs 1.19), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -8.22% for AVUV and -9.39% for DFSV. Dividends over the past year came to 1.40% of DFSV's price, against 1.24% for AVUV.

Current Drawdown

DFSV-4.25%AVUV-4.40%

Rolling Volatility

DFSV+0.77%AVUV+0.73%

METRICS

Correlation Matrix

	DFSV	AVUV
DFSV	1.00	0.98
AVUV	0.98	1.00

Metrics

Risk Indicators

DFSVAVUV

Alpha

10.84%

11.66%

Beta

0.69x

0.71x

Sharpe

1.19

1.25

Sortino

1.85

1.97

Omega

1.21

1.22

Calmar

2.46

2.97

Martin

5.35

6.04

Comparisons

More DFSV comparisons

DFSV vs VBR
DFSV vs DFAT
DFSV vs VOO
DFSV vs DFAS
DFSV vs VTI

More AVUV comparisons

AVUV vs VBR
AVUV vs VOO
AVUV vs AVDV
AVUV vs VB
AVUV vs VTI
AVUV vs IWM

DFSV vs AVUV: returns, Sharpe ratio and drawdown

DFSV vs AVUV

More DFSV comparisons

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