DFLV vs SPY

DFLV vs SPY

Which is better, DFLV or SPY?

Large Cap Value against Large Cap Blend.

SPY has a lower expense ratio. DFLV led over 1Y, SPY over 3Y and the full window. DFLV is less concentrated, with 24.9% of the fund in its ten largest positions against 37.8%.

Lower Fees: SPYHigher Returns: splitLess Concentrated: DFLV

MarketXLS is not an investment adviser. This comparison is generated automatically from market data and is for information only. A Best mark means the better reading on that one measure, not a recommendation to buy.

Side-by-Side Comparison

MetricDFLVSPY
Expense Ratio0.21%0.09%Best
AUM$7.1B$804.7B
Dividend Yield1.33%0.98%
Holdings339505
YTD Return+20.89%Best+11.45%
1Y Return+29.50%Best+15.87%
3Y Return (annualized)+19.68%+20.93%Best
5Y Return (annualized)-+12.59%
Volatility (annualized)13.1%12.6%Best
Max Drawdown-16.8%Best-18.8%
$10,000 over 3.8 years$17,936$20,344Best
Top 10 Weight24.9%Best37.8%
Fund FamilyDimensionalState Street Investment Management
CategoryEquityEquity
StyleLarge Cap ValueLarge Cap Blend
InceptionDec 6, 2022Jan 22, 1993

Volatility and max drawdown, and the $10,000 over 3.8 years row, are measured over the window both funds cover: Dec 7, 2022 to Sep 15, 2026 (3.8 years).

DFLV vs SPY growth

Month-end closes. Both lines start at 0% in the first month shown, so the gap between them is the difference in growth across that window. The full view covers the 3.8 years both funds cover.

DFLV vs SPY Performance

Dimensional US Large Cap Value ETF (DFLV) is an ETF from Dimensional and State Street SPDR S&P 500 ETF Trust (SPY) is an ETF from State Street Investment Management. Over the past year DFLV returned +29.50% while SPY returned +15.87%. Year to date, DFLV is up 20.89% versus a gain of 11.45% for SPY.

Over three years, DFLV compounded at +19.68% per year against +20.93% for SPY. Across the full 4-year window we track, SPY has the edge at +20.55% annualized vs +16.62%.

Past performance does not guarantee future results.

Risk: Volatility and Drawdowns

DFLV has been the more volatile fund, with annualized monthly volatility of 13.1% compared with 12.6% for SPY. Lower volatility generally means a smoother ride, though it often comes with lower long-run returns.

The deepest peak-to-trough decline in our data was -16.8% for DFLV and -18.8% for SPY. Drawdown depth is what each fund did in the worst stretch of the window measured above.

The two funds' monthly returns correlate at 0.75. They usually move together, but the gap leaves some room for diversification.

Fees and Cost Over Time

DFLV charges 0.21% per year while SPY charges 0.09%. On a $10,000 position that is $21 vs $9 annually, a gap of $12 per year that compounds over a long holding period. On income, DFLV currently yields 1.33% against 0.98% for SPY.

Holdings Overlap

DFLV already in SPY95.8%
SPY already in DFLV38.7%

95.8% of DFLV's money is in holdings SPY also owns. 38.7% of SPY's money is in holdings DFLV also owns.

Most of DFLV is already inside SPY. Owning both mostly buys the same companies twice.

252 positions in common, counted across the 334 positions we hold weights for in DFLV and 504 in SPY, against full books of 339 and 505.

What only one of them owns

Our book lists 249 positions for SPY that do not appear in our book for DFLV (60.9% of the fund), and 48 for DFLV that do not appear in SPY (3.4%).

Some of those will be the same company recorded under a different code in one of the two books, so the real difference in what you would own is no larger than this and may be smaller. We do not name the individual positions here for that reason.

Top Shared Holdings

StockWeight in DFLVWeight in SPYDifference
AMZNAmazon.Com Inc4.19%3.79%0.40%
JPMJpmorgan Chase4.70%1.45%3.25%
XOMExxon Mobil Corp.3.58%1.04%2.54%
METAMeta Platforms Inc1.71%1.93%0.22%
MUMicron Technology, Inc.1.80%1.60%0.20%
JNJJohnson & Johnson - Common2.36%0.99%1.37%
BRK.BBerkshire Hathaway Inc Brk/B Us Equity1.80%1.40%0.40%
CVXChevron Corp1.89%0.60%1.29%
UNHUnitedhealth Group Incorporated1.46%0.55%0.91%
MRKMerck & Company Inc1.42%0.56%0.86%

95.8% of DFLV is already inside SPY.

You probably hold more than these two. Add the rest and see how much of the whole book is the same companies twice.

DFLVSPY

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Frequently Asked Questions

Which is cheaper, DFLV or SPY?

DFLV has an expense ratio of 0.21% while SPY charges 0.09%. SPY is the cheaper option, by $12 a year on a $10,000 investment.

Which performed better, DFLV or SPY?

Over the past year DFLV returned +29.50% vs +15.87% for SPY, so DFLV leads on 1-year performance. Over the longest common window we track (4 years), DFLV annualized +16.62% vs +20.55% for SPY. Past performance does not guarantee future results. This is information, not a recommendation.

Which is riskier, DFLV or SPY?

DFLV has been the more volatile fund at 13.1% annualized versus 12.6% for SPY. Worst drawdown: DFLV -16.8% vs SPY -18.8%.

Should I hold both DFLV and SPY?

DFLV and SPY have a monthly-return correlation of 0.75, so their returns are far enough apart for the mix to behave differently from either one alone. This is information, not a recommendation.

What is the holdings overlap between DFLV and SPY?

95.8% of DFLV's money is in holdings SPY also owns. 38.7% of SPY's is in holdings DFLV also owns. They hold 252 positions in common, counted across the 334 positions we hold weights for in DFLV and 504 in SPY.

Which pays a higher dividend, DFLV or SPY?

DFLV yields 1.33% while SPY yields 0.98%, so DFLV currently pays the higher dividend yield.

Is SPY better than DFLV?

SPY has a lower expense ratio. DFLV led over 1Y, SPY over 3Y and the full window. DFLV is less concentrated, with 24.9% of the fund in its ten largest positions against 37.8%. Which one suits a particular account depends on what it is for. This is information, not a recommendation.