DCMSX vs. VCMDX
Compare and contrast key facts about DFA Commodity Strategy Portfolio (DCMSX) and Vanguard Commodity Strategy Fund Admiral Shares (VCMDX).
DCMSX is managed by Dimensional Fund Advisors LP. It was launched on Nov 8, 2010. VCMDX is managed by Vanguard. It was launched on Jun 25, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DCMSX or VCMDX.
Correlation
The correlation between DCMSX and VCMDX is 0.97, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
DCMSX vs. VCMDX - Performance Comparison
Key characteristics
DCMSX:
0.96
VCMDX:
0.94
DCMSX:
1.42
VCMDX:
1.38
DCMSX:
1.17
VCMDX:
1.16
DCMSX:
0.33
VCMDX:
0.40
DCMSX:
2.17
VCMDX:
2.22
DCMSX:
5.06%
VCMDX:
4.61%
DCMSX:
11.47%
VCMDX:
10.94%
DCMSX:
-60.37%
VCMDX:
-26.67%
DCMSX:
-24.68%
VCMDX:
-15.94%
Returns By Period
In the year-to-date period, DCMSX achieves a 4.02% return, which is significantly higher than VCMDX's 3.58% return.
DCMSX
4.02%
4.48%
5.37%
10.44%
7.31%
1.89%
VCMDX
3.58%
3.47%
4.27%
9.71%
10.53%
N/A
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DCMSX vs. VCMDX - Expense Ratio Comparison
DCMSX has a 0.31% expense ratio, which is higher than VCMDX's 0.20% expense ratio.
Risk-Adjusted Performance
DCMSX vs. VCMDX — Risk-Adjusted Performance Rank
DCMSX
VCMDX
DCMSX vs. VCMDX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Commodity Strategy Portfolio (DCMSX) and Vanguard Commodity Strategy Fund Admiral Shares (VCMDX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
DCMSX vs. VCMDX - Dividend Comparison
DCMSX's dividend yield for the trailing twelve months is around 2.75%, more than VCMDX's 2.11% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DCMSX DFA Commodity Strategy Portfolio | 2.75% | 2.86% | 2.53% | 7.47% | 45.50% | 0.37% | 1.52% | 1.63% | 3.10% | 1.17% | 0.15% | 1.23% |
VCMDX Vanguard Commodity Strategy Fund Admiral Shares | 2.11% | 2.19% | 2.50% | 14.21% | 30.56% | 0.50% | 0.61% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DCMSX vs. VCMDX - Drawdown Comparison
The maximum DCMSX drawdown since its inception was -60.37%, which is greater than VCMDX's maximum drawdown of -26.67%. Use the drawdown chart below to compare losses from any high point for DCMSX and VCMDX. For additional features, visit the drawdowns tool.
Volatility
DCMSX vs. VCMDX - Volatility Comparison
DFA Commodity Strategy Portfolio (DCMSX) has a higher volatility of 3.98% compared to Vanguard Commodity Strategy Fund Admiral Shares (VCMDX) at 3.49%. This indicates that DCMSX's price experiences larger fluctuations and is considered to be riskier than VCMDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.