DFAE vs. VUG
Compare and contrast key facts about Dimensional Emerging Core Equity Market ETF (DFAE) and Vanguard Growth ETF (VUG).
DFAE and VUG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DFAE is an actively managed fund by Dimensional Fund Advisors LP. It was launched on Dec 2, 2020. VUG is a passively managed fund by Vanguard that tracks the performance of the CRSP U.S. Large Cap Growth Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFAE or VUG.
Key characteristics
| DFAE | VUG | |
|---|---|---|
| YTD Return | 6.06% | 9.19% |
| 1Y Return | 14.69% | 38.11% |
| 3Y Return (Ann) | -1.27% | 8.66% |
| Sharpe Ratio | 1.15 | 2.39 |
| Daily Std Dev | 13.83% | 15.67% |
| Max Drawdown | -32.21% | -50.68% |
| Current Drawdown | -8.98% | -2.10% |
Correlation
The correlation between DFAE and VUG is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
DFAE vs. VUG - Performance Comparison
In the year-to-date period, DFAE achieves a 6.06% return, which is significantly lower than VUG's 9.19% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DFAE vs. VUG - Expense Ratio Comparison
DFAE has a 0.35% expense ratio, which is higher than VUG's 0.04% expense ratio.
Risk-Adjusted Performance
DFAE vs. VUG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional Emerging Core Equity Market ETF (DFAE) and Vanguard Growth ETF (VUG). 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
DFAE vs. VUG - Dividend Comparison
DFAE's dividend yield for the trailing twelve months is around 2.29%, more than VUG's 0.54% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFAE Dimensional Emerging Core Equity Market ETF | 2.29% | 2.43% | 2.85% | 1.63% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VUG Vanguard Growth ETF | 0.54% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
Drawdowns
DFAE vs. VUG - Drawdown Comparison
The maximum DFAE drawdown since its inception was -32.21%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for DFAE and VUG. For additional features, visit the drawdowns tool.
Volatility
DFAE vs. VUG - Volatility Comparison
The current volatility for Dimensional Emerging Core Equity Market ETF (DFAE) is 4.64%, while Vanguard Growth ETF (VUG) has a volatility of 5.84%. This indicates that DFAE experiences smaller price fluctuations and is considered to be less risky than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.