DCMSX vs. VOO
Compare and contrast key facts about DFA Commodity Strategy Portfolio (DCMSX) and Vanguard S&P 500 ETF (VOO).
DCMSX is managed by Dimensional Fund Advisors LP. It was launched on Nov 8, 2010. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DCMSX or VOO.
Correlation
The correlation between DCMSX and VOO is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
DCMSX vs. VOO - Performance Comparison
Key characteristics
DCMSX:
0.96
VOO:
1.88
DCMSX:
1.42
VOO:
2.52
DCMSX:
1.17
VOO:
1.35
DCMSX:
0.33
VOO:
2.83
DCMSX:
2.17
VOO:
11.96
DCMSX:
5.06%
VOO:
2.00%
DCMSX:
11.47%
VOO:
12.70%
DCMSX:
-60.37%
VOO:
-33.99%
DCMSX:
-24.68%
VOO:
-3.91%
Returns By Period
In the year-to-date period, DCMSX achieves a 4.02% return, which is significantly higher than VOO's -0.66% return. Over the past 10 years, DCMSX has underperformed VOO with an annualized return of 1.89%, while VOO has yielded a comparatively higher 13.26% annualized return.
DCMSX
4.02%
4.48%
5.37%
10.44%
7.31%
1.89%
VOO
-0.66%
-3.35%
3.78%
23.82%
13.79%
13.26%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DCMSX vs. VOO - Expense Ratio Comparison
DCMSX has a 0.31% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
DCMSX vs. VOO — Risk-Adjusted Performance Rank
DCMSX
VOO
DCMSX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Commodity Strategy Portfolio (DCMSX) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
DCMSX's dividend yield for the trailing twelve months is around 2.75%, more than VOO's 1.25% 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% |
VOO Vanguard S&P 500 ETF | 1.25% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
Drawdowns
DCMSX vs. VOO - Drawdown Comparison
The maximum DCMSX drawdown since its inception was -60.37%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for DCMSX and VOO. For additional features, visit the drawdowns tool.
Volatility
DCMSX vs. VOO - Volatility Comparison
The current volatility for DFA Commodity Strategy Portfolio (DCMSX) is 3.98%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.56%. This indicates that DCMSX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.