DFAE vs. VWO
Compare and contrast key facts about Dimensional Emerging Core Equity Market ETF (DFAE) and Vanguard FTSE Emerging Markets ETF (VWO).
DFAE and VWO 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. VWO is a passively managed fund by Vanguard that tracks the performance of the FTSE Emerging Index. It was launched on Mar 4, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFAE or VWO.
Correlation
The correlation between DFAE and VWO is 0.61, 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. VWO - Performance Comparison
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Key characteristics
DFAE:
0.43
VWO:
0.57
DFAE:
0.84
VWO:
1.03
DFAE:
1.11
VWO:
1.14
DFAE:
0.51
VWO:
0.62
DFAE:
1.50
VWO:
2.02
DFAE:
6.17%
VWO:
5.89%
DFAE:
18.64%
VWO:
18.58%
DFAE:
-32.21%
VWO:
-67.68%
DFAE:
-1.43%
VWO:
-3.42%
Returns By Period
The year-to-date returns for both stocks are quite close, with DFAE having a 8.75% return and VWO slightly lower at 8.49%.
DFAE
8.75%
10.38%
8.43%
7.21%
N/A
N/A
VWO
8.49%
10.23%
8.45%
9.75%
8.47%
3.84%
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DFAE vs. VWO - Expense Ratio Comparison
DFAE has a 0.35% expense ratio, which is higher than VWO's 0.08% expense ratio.
Risk-Adjusted Performance
DFAE vs. VWO — Risk-Adjusted Performance Rank
DFAE
VWO
DFAE vs. VWO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional Emerging Core Equity Market ETF (DFAE) and Vanguard FTSE Emerging Markets ETF (VWO). 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.
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Dividends
DFAE vs. VWO - Dividend Comparison
DFAE's dividend yield for the trailing twelve months is around 2.26%, less than VWO's 2.97% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFAE Dimensional Emerging Core Equity Market ETF | 2.26% | 2.35% | 2.43% | 2.85% | 1.64% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VWO Vanguard FTSE Emerging Markets ETF | 2.97% | 3.20% | 3.52% | 4.11% | 2.63% | 1.91% | 3.24% | 2.88% | 2.30% | 2.52% | 3.26% | 2.86% |
Drawdowns
DFAE vs. VWO - Drawdown Comparison
The maximum DFAE drawdown since its inception was -32.21%, smaller than the maximum VWO drawdown of -67.68%. Use the drawdown chart below to compare losses from any high point for DFAE and VWO. For additional features, visit the drawdowns tool.
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Volatility
DFAE vs. VWO - Volatility Comparison
Dimensional Emerging Core Equity Market ETF (DFAE) and Vanguard FTSE Emerging Markets ETF (VWO) have volatilities of 4.11% and 4.14%, 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.
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