HomePortfoliosAvantis vs DFA

Avantis vs DFA

Created byuser-znv05e
None Rebalancing
USD
Moderate Risk
0.5yr backtest

Performance Summary

Total Return+12.39%
Annualized Return+26.41%
Volatility+12.65%
Sharpe Ratio1.93
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.
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 $11,238.62
Histogram of Monthly Returns
The portfolio had a positive return during 6 of the 7 months (86%)
Monthly Returns Heatmap
Best month: +9.3% • Worst month: -7.1% • Best year: 2026 (+8.9%) • Worst year: 2025 (+3.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.2%+2.3%-7.1%+9.3%+1.5%-------+8.9%
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
+12.39%
Annualized Return
+26.41%
Avg Monthly Return
+1.78%
Risk
Volatility (Annual)
+12.65%
Max Drawdown
+7.86%
Positive Months
86%
Average Drawdown
-2.0%
Risk-Adjusted
Sharpe Ratio
1.93
Risk-free rate: 2.0%
Sortino Ratio
2.08
Downside risk adjusted
Return/Volatility
2.09
Calmar Ratio
3.36
Return/Max Drawdown
Ulcer Index
2.49
Drawdown depth & duration
Martin Ratio
0.10
Return/Ulcer Index
Backtest Configuration
Initial Investment
$10,000
Final Value
$11,238.62
Backtest Period
2025-11-14 to 2026-05-15
0.5 years
Rebalancing
none
Base Currency
USD