DCOR vs. DFEOX
Compare and contrast key facts about Dimensional US Core Equity 1 ETF (DCOR) and DFA US Core Equity 1 Portfolio I (DFEOX).
DCOR is an actively managed fund by Dimensional. It was launched on Sep 12, 2023. DFEOX is managed by Dimensional Fund Advisors LP. It was launched on Sep 15, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DCOR or DFEOX.
Correlation
The correlation between DCOR and DFEOX is 0.99, 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
DCOR vs. DFEOX - Performance Comparison
Key characteristics
DCOR:
1.86
DFEOX:
1.85
DCOR:
2.53
DFEOX:
2.53
DCOR:
1.34
DFEOX:
1.35
DCOR:
2.92
DFEOX:
2.87
DCOR:
11.70
DFEOX:
11.52
DCOR:
2.01%
DFEOX:
2.06%
DCOR:
12.68%
DFEOX:
12.82%
DCOR:
-8.98%
DFEOX:
-56.78%
DCOR:
-4.32%
DFEOX:
-4.37%
Returns By Period
The year-to-date returns for both investments are quite close, with DCOR having a 21.68% return and DFEOX slightly higher at 21.84%.
DCOR
21.68%
-1.29%
8.75%
22.20%
N/A
N/A
DFEOX
21.84%
-1.47%
8.12%
22.41%
13.66%
11.94%
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DCOR vs. DFEOX - Expense Ratio Comparison
Both DCOR and DFEOX have an expense ratio of 0.14%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
DCOR vs. DFEOX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional US Core Equity 1 ETF (DCOR) and DFA US Core Equity 1 Portfolio I (DFEOX). 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
DCOR vs. DFEOX - Dividend Comparison
DCOR's dividend yield for the trailing twelve months is around 0.60%, less than DFEOX's 0.87% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DCOR Dimensional US Core Equity 1 ETF | 0.60% | 0.40% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DFEOX DFA US Core Equity 1 Portfolio I | 0.87% | 1.43% | 1.57% | 1.12% | 1.36% | 1.41% | 1.67% | 1.58% | 1.72% | 1.74% | 1.48% | 1.38% |
Drawdowns
DCOR vs. DFEOX - Drawdown Comparison
The maximum DCOR drawdown since its inception was -8.98%, smaller than the maximum DFEOX drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for DCOR and DFEOX. For additional features, visit the drawdowns tool.
Volatility
DCOR vs. DFEOX - Volatility Comparison
Dimensional US Core Equity 1 ETF (DCOR) and DFA US Core Equity 1 Portfolio I (DFEOX) have volatilities of 3.96% and 3.95%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.