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DFAC vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


DFACVTI
YTD Return17.90%20.31%
1Y Return31.55%33.75%
3Y Return (Ann)9.46%9.35%
Sharpe Ratio2.502.70
Sortino Ratio3.393.60
Omega Ratio1.441.49
Calmar Ratio2.582.46
Martin Ratio14.9116.36
Ulcer Index2.18%2.11%
Daily Std Dev13.04%12.81%
Max Drawdown-23.12%-55.45%
Current Drawdown-0.29%-0.22%

Correlation

-0.50.00.51.01.0

The correlation between DFAC and VTI 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

DFAC vs. VTI - Performance Comparison

In the year-to-date period, DFAC achieves a 17.90% return, which is significantly lower than VTI's 20.31% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%MayJuneJulyAugustSeptemberOctober
8.76%
10.30%
DFAC
VTI

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DFAC vs. VTI - Expense Ratio Comparison

DFAC has a 0.19% expense ratio, which is higher than VTI's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


DFAC
Dimensional U.S. Core Equity 2 ETF
Expense ratio chart for DFAC: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%
Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

DFAC vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional U.S. Core Equity 2 ETF (DFAC) and Vanguard Total Stock Market ETF (VTI). 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.


DFAC
Sharpe ratio
The chart of Sharpe ratio for DFAC, currently valued at 2.50, compared to the broader market0.002.004.006.002.50
Sortino ratio
The chart of Sortino ratio for DFAC, currently valued at 3.39, compared to the broader market0.005.0010.003.39
Omega ratio
The chart of Omega ratio for DFAC, currently valued at 1.44, compared to the broader market1.001.502.002.503.001.44
Calmar ratio
The chart of Calmar ratio for DFAC, currently valued at 2.58, compared to the broader market0.005.0010.0015.002.58
Martin ratio
The chart of Martin ratio for DFAC, currently valued at 14.91, compared to the broader market0.0020.0040.0060.0080.00100.0014.91
VTI
Sharpe ratio
The chart of Sharpe ratio for VTI, currently valued at 2.70, compared to the broader market0.002.004.006.002.70
Sortino ratio
The chart of Sortino ratio for VTI, currently valued at 3.60, compared to the broader market0.005.0010.003.60
Omega ratio
The chart of Omega ratio for VTI, currently valued at 1.49, compared to the broader market1.001.502.002.503.001.49
Calmar ratio
The chart of Calmar ratio for VTI, currently valued at 2.46, compared to the broader market0.005.0010.0015.002.46
Martin ratio
The chart of Martin ratio for VTI, currently valued at 16.36, compared to the broader market0.0020.0040.0060.0080.00100.0016.36

DFAC vs. VTI - Sharpe Ratio Comparison

The current DFAC Sharpe Ratio is 2.50, which roughly equals the VTI Sharpe Ratio of 2.70. The chart below compares the historical Sharpe Ratios of DFAC and VTI, offering insights into how both instruments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00MayJuneJulyAugustSeptemberOctober
2.50
2.70
DFAC
VTI

Dividends

DFAC vs. VTI - Dividend Comparison

DFAC's dividend yield for the trailing twelve months is around 1.05%, less than VTI's 1.32% yield.


TTM20232022202120202019201820172016201520142013
DFAC
Dimensional U.S. Core Equity 2 ETF
1.05%1.20%1.50%0.88%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTI
Vanguard Total Stock Market ETF
1.32%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

DFAC vs. VTI - Drawdown Comparison

The maximum DFAC drawdown since its inception was -23.12%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for DFAC and VTI. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober
-0.29%
-0.22%
DFAC
VTI

Volatility

DFAC vs. VTI - Volatility Comparison

Dimensional U.S. Core Equity 2 ETF (DFAC) and Vanguard Total Stock Market ETF (VTI) have volatilities of 2.96% and 2.90%, 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.


2.00%3.00%4.00%5.00%6.00%MayJuneJulyAugustSeptemberOctober
2.96%
2.90%
DFAC
VTI