DFAAX vs. SPY
Compare and contrast key facts about DFA Global Core Plus Real Return Portfolio (DFAAX) and SPDR S&P 500 ETF (SPY).
DFAAX is managed by Dimensional Fund Advisors. It was launched on May 5, 2021. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFAAX or SPY.
Correlation
The correlation between DFAAX and SPY is 0.29, 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
DFAAX vs. SPY - Performance Comparison
Key characteristics
DFAAX:
2.09
SPY:
1.87
DFAAX:
3.12
SPY:
2.52
DFAAX:
1.39
SPY:
1.35
DFAAX:
1.03
SPY:
2.81
DFAAX:
9.81
SPY:
11.69
DFAAX:
0.70%
SPY:
2.02%
DFAAX:
3.29%
SPY:
12.65%
DFAAX:
-17.35%
SPY:
-55.19%
DFAAX:
-0.21%
SPY:
0.00%
Returns By Period
In the year-to-date period, DFAAX achieves a 1.80% return, which is significantly lower than SPY's 4.58% return.
DFAAX
1.80%
1.27%
2.64%
6.85%
N/A
N/A
SPY
4.58%
2.57%
10.04%
24.97%
14.73%
13.23%
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DFAAX vs. SPY - Expense Ratio Comparison
DFAAX has a 0.29% expense ratio, which is higher than SPY's 0.09% expense ratio.
Risk-Adjusted Performance
DFAAX vs. SPY — Risk-Adjusted Performance Rank
DFAAX
SPY
DFAAX vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Global Core Plus Real Return Portfolio (DFAAX) and SPDR S&P 500 ETF (SPY). 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
DFAAX vs. SPY - Dividend Comparison
DFAAX's dividend yield for the trailing twelve months is around 4.01%, more than SPY's 1.15% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFAAX DFA Global Core Plus Real Return Portfolio | 4.01% | 4.08% | 3.97% | 2.06% | 0.83% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPY SPDR S&P 500 ETF | 1.15% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
DFAAX vs. SPY - Drawdown Comparison
The maximum DFAAX drawdown since its inception was -17.35%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for DFAAX and SPY. For additional features, visit the drawdowns tool.
Volatility
DFAAX vs. SPY - Volatility Comparison
The current volatility for DFA Global Core Plus Real Return Portfolio (DFAAX) is 0.91%, while SPDR S&P 500 ETF (SPY) has a volatility of 3.00%. This indicates that DFAAX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.