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:
0.14
VOO:
0.57
DCMSX:
0.28
VOO:
0.92
DCMSX:
1.04
VOO:
1.13
DCMSX:
0.06
VOO:
0.59
DCMSX:
0.34
VOO:
2.33
DCMSX:
5.33%
VOO:
4.70%
DCMSX:
13.17%
VOO:
19.10%
DCMSX:
-60.37%
VOO:
-33.99%
DCMSX:
-25.37%
VOO:
-8.61%
Returns By Period
In the year-to-date period, DCMSX achieves a 3.07% return, which is significantly higher than VOO's -4.39% return. Over the past 10 years, DCMSX has underperformed VOO with an annualized return of 1.74%, while VOO has yielded a comparatively higher 12.23% annualized return.
DCMSX
3.07%
-5.36%
4.45%
4.76%
12.60%
1.74%
VOO
-4.39%
-0.47%
-1.13%
13.11%
16.41%
12.23%
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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 3.33%, more than VOO's 1.36% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DCMSX DFA Commodity Strategy Portfolio | 3.33% | 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 | 1.36% | 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 6.88%, while Vanguard S&P 500 ETF (VOO) has a volatility of 13.84%. 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.