HomePortfoliosAvantis vs DFA

Avantis vs DFA

Created byuser-znv05e
None Rebalancing
USD
Moderate Risk
0.4yr backtest

Performance Summary

Total Return+0.99%
Annualized Return+2.74%
Volatility+11.55%
Sharpe Ratio0.06
Max Drawdown+7.62%

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.
AssetTypeAllocationTER
AVGC.LSE
Avantis Global Equity UCITS ETF USD Acc • IE000RJECXS5
ETF
50.0%0.22%
DDGC.LSE
Dimensional Global Core Equity UCITS ETF USD (Acc) • IE000EGGFVG6
ETF
50.0%0.26%
Total100.0%0.24%

Performance

Portfolio Value Over Time
Starting with $10,000 investment → now worth $10,098.92
Histogram of Monthly Returns
The portfolio had a positive return during 4 of the 5 months (80%)
Monthly Returns Heatmap
Best month: +3.2% • Worst month: -7.4% • Best year: 2025 (+3.2%) • Worst year: 2026 (-2.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.2%+2.3%-7.4%----------2.2%
2025----------+1.4%+1.8%+3.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +7.62% • The longest drawdown period lasted for 28 days and was between February 2026 and March 2026. It reached a trough of -7.6%.

Detailed Metrics

Returns
Total Return
+0.99%
Annualized Return
+2.74%
Avg Monthly Return
+0.27%
Risk
Volatility (Annual)
+11.55%
Max Drawdown
+7.62%
Positive Months
80%
Average Drawdown
-2.0%
Risk-Adjusted
Sharpe Ratio
0.06
Risk-free rate: 2.0%
Sortino Ratio
0.06
Downside risk adjusted
Return/Volatility
0.24
Calmar Ratio
0.36
Return/Max Drawdown
Ulcer Index
2.44
Drawdown depth & duration
Martin Ratio
0.00
Return/Ulcer Index
Backtest Configuration
Initial Investment
$10,000
Final Value
$10,098.92
Backtest Period
2025-11-14 to 2026-03-27
0.4 years
Rebalancing
none
Base Currency
USD