Home PortfoliosAvantis vs DFA

Avantis vs DFA

Created byuser-znv05e

None Rebalancing

USD

Moderate Risk

0.7yr backtest

Performance Summary

Total Return+19.73%

Annualized Return+28.05%

Volatility+12.17%

Sharpe Ratio2.14

Max Drawdown+7.86%

Holdings

Asset Allocation

Asset Class

Equity 100.0%

Holdings Details

A globally diversified equity portfolio blending two core ETFs for broad market exposure and long-term growth potential.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
AVGC.LSE Avantis Global Equity UCITS ETF USD Acc • IE000RJECXS5	IE000RJECXS5	Acc	ETF	50.0%	0.22%
DDGC.LSE Dimensional Global Core Equity UCITS ETF USD (Acc) • IE000EGGFVG6	IE000EGGFVG6	Acc	ETF	50.0%	0.26%
Total		Total			100.0%	0.24%

Performance

Portfolio Value Over Time

Starting with $10,000 investment → now worth $11,973.1

Histogram of Monthly Returns

The portfolio had a positive return during 8 of the 10 months (80%)

Monthly Returns Heatmap

Best month: +9.3% • Worst month: -7.1% • Best year: 2026 (+16.0%) • Worst year: 2025 (+3.2%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+3.2%	+2.3%	-7.1%	+9.3%	+4.2%	-0.1%	+0.2%	+3.7%	-	-	-	-	+16.0%
2025	-	-	-	-	-	-	-	-	-	-	+1.4%	+1.8%	+3.2%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +7.86% • The longest drawdown period lasted for 1 month and was between February 2026 and April 2026. It reached a trough of -7.9%.

Detailed Metrics

Returns

Total Return

+19.73%

Annualized Return

+28.05%

Avg Monthly Return

+1.89%

Risk

Volatility (Annual)

+12.17%

Max Drawdown

+7.86%

Positive Months

80%

Average Drawdown

-1.6%

Risk-Adjusted

Sharpe Ratio

2.14

Risk-free rate: 2.0%

Sortino Ratio

2.31

Downside risk adjusted

Return/Volatility

2.30

Calmar Ratio

3.57

Return/Max Drawdown

Ulcer Index

2.14

Drawdown depth & duration

Martin Ratio

0.12

Return/Ulcer Index

Backtest Configuration

Initial Investment

$10,000

Final Value

$11,973.1

Backtest Period

2025-11-14 to 2026-08-07
0.7 years

Rebalancing

none

Base Currency

USD