DVAL vs SPY

DVAL vs SPY

Which is better, DVAL or SPY?

Large Cap Value against Large Cap Blend.

SPY has a lower expense ratio. SPY led over 1Y, 3Y and the full window. DVAL is less concentrated, with 34.4% of the fund in its ten largest positions against 38.0%.

Lower Fees: SPYHigher Returns: SPYLess Concentrated: DVAL

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

MetricDVALSPY
Expense Ratio0.49%0.09%Best
AUM$71M$814.4B
Dividend Yield1.77%1.01%
Holdings115505
YTD Return+15.19%Best+13.34%
1Y Return+16.91%+19.97%Best
3Y Return (annualized)+15.30%+21.20%Best
5Y Return (annualized)-+12.81%
Volatility (annualized)12.6%Best12.9%
Max Drawdown-15.9%Best-18.8%
$10,000 over 3.8 years$16,056$20,777Best
Top 10 Weight34.4%Best38.0%
Fund FamilyFranklin Templeton Investments (US)State Street Investment Management
CategoryEquityEquity
StyleLarge Cap ValueLarge Cap Blend
InceptionDec 27, 2006Jan 22, 1993

Volatility and max drawdown, and the $10,000 over 3.8 years row, are measured over the window both funds cover: Oct 31, 2022 to Sep 4, 2026 (3.8 years).

DVAL 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.

DVAL vs SPY Performance

BrandywineGLOBAL-Dynamic US Large Cap Value ETF (DVAL) is an ETF from Franklin Templeton Investments (US) and State Street SPDR S&P 500 ETF Trust (SPY) is an ETF from State Street Investment Management. Over the past year DVAL returned +16.91% while SPY returned +19.97%. Year to date, DVAL is up 15.19% versus a gain of 13.34% for SPY.

Over three years, DVAL compounded at +15.30% per year against +21.20% for SPY. Across the full 4-year window we track, SPY has the edge at +21.22% annualized vs +13.27%.

Past performance does not guarantee future results.

Risk: Volatility and Drawdowns

SPY has been the more volatile fund, with annualized monthly volatility of 12.9% compared with 12.6% for DVAL. 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 -15.9% for DVAL 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 0.73. They usually move together, but the gap leaves some room for diversification.

Fees and Cost Over Time

DVAL charges 0.49% per year while SPY charges 0.09%. On a $10,000 position that is $49 vs $9 annually, a gap of $40 per year that compounds over a long holding period. On income, DVAL currently yields 1.77% against 1.01% for SPY.

Holdings Overlap

DVAL already in SPY85.4%
SPY already in DVAL27.1%

85.4% of DVAL's money is in holdings SPY also owns. 27.1% of SPY's money is in holdings DVAL also owns.

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

64 positions in common, counted across the 103 positions we hold weights for in DVAL and 504 in SPY, against full books of 115 and 505.

What only one of them owns

Our book lists 433 positions for SPY that do not appear in our book for DVAL (72.4% of the fund), and 38 for DVAL that do not appear in SPY (13.0%).

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 DVALWeight in SPYDifference
AAPLApple, Inc1.94%6.83%4.89%
MSFTMicrosoft Corp 4.100 Feb 06 371.80%5.50%3.70%
AMZNAmazon.Com Inc2.37%4.08%1.71%
JPMJpmorgan Chase4.03%1.44%2.59%
GEGeneral Electric Co.4.53%0.59%3.94%
CSCOCisco Systems Inc. - Ordinary Shares4.40%0.72%3.68%
BACBank of America Corp.: Financials4.26%0.62%3.64%
WFCWells Fargo & Co.3.87%0.41%3.46%
LMTLockheed Martin Corp3.00%0.18%2.82%
UPSUnited Parcel Service, Inc2.90%0.12%2.78%

85.4% of DVAL 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.

DVALSPY

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Frequently Asked Questions

Which is cheaper, DVAL or SPY?

DVAL has an expense ratio of 0.49% while SPY charges 0.09%. SPY is the cheaper option, by $40 a year on a $10,000 investment.

Which performed better, DVAL or SPY?

Over the past year DVAL returned +16.91% vs +19.97% for SPY, so SPY leads on 1-year performance. Over the longest common window we track (4 years), DVAL annualized +13.27% vs +21.22% for SPY. Past performance does not guarantee future results. This is information, not a recommendation.

Which is riskier, DVAL or SPY?

SPY has been the more volatile fund at 12.9% annualized versus 12.6% for DVAL. Worst drawdown: DVAL -15.9% vs SPY -18.8%.

Should I hold both DVAL and SPY?

DVAL and SPY have a monthly-return correlation of 0.73, 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 DVAL and SPY?

85.4% of DVAL's money is in holdings SPY also owns. 27.1% of SPY's is in holdings DVAL also owns. They hold 64 positions in common, counted across the 103 positions we hold weights for in DVAL and 504 in SPY.

Which pays a higher dividend, DVAL or SPY?

DVAL yields 1.77% while SPY yields 1.01%, so DVAL currently pays the higher dividend yield.

Is SPY better than DVAL?

SPY has a lower expense ratio. SPY led over 1Y, 3Y and the full window. DVAL is less concentrated, with 34.4% of the fund in its ten largest positions against 38.0%. Which one suits a particular account depends on what it is for. This is information, not a recommendation.