DFALX vs. VOO
Compare and contrast key facts about DFA Large Cap International Portfolio (DFALX) and Vanguard S&P 500 ETF (VOO).
DFALX is managed by Dimensional Fund Advisors LP. It was launched on Jul 17, 1991. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFALX or VOO.
Correlation
The correlation between DFALX and VOO is 0.81, 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
DFALX vs. VOO - Performance Comparison
Key characteristics
DFALX:
0.47
VOO:
2.04
DFALX:
0.71
VOO:
2.72
DFALX:
1.09
VOO:
1.38
DFALX:
0.61
VOO:
3.02
DFALX:
1.90
VOO:
13.60
DFALX:
3.09%
VOO:
1.88%
DFALX:
12.62%
VOO:
12.52%
DFALX:
-59.59%
VOO:
-33.99%
DFALX:
-9.57%
VOO:
-3.52%
Returns By Period
In the year-to-date period, DFALX achieves a 3.31% return, which is significantly lower than VOO's 24.65% return. Over the past 10 years, DFALX has underperformed VOO with an annualized return of 5.35%, while VOO has yielded a comparatively higher 13.02% annualized return.
DFALX
3.31%
-2.63%
-1.94%
4.90%
5.36%
5.35%
VOO
24.65%
-0.29%
7.63%
24.77%
14.57%
13.02%
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DFALX vs. VOO - Expense Ratio Comparison
DFALX has a 0.18% expense ratio, which is higher than VOO'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%.
Risk-Adjusted Performance
DFALX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Large Cap International Portfolio (DFALX) and Vanguard S&P 500 ETF (VOO). 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
DFALX vs. VOO - Dividend Comparison
DFALX's dividend yield for the trailing twelve months is around 2.28%, more than VOO's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFALX DFA Large Cap International Portfolio | 2.28% | 3.24% | 2.85% | 3.00% | 1.88% | 2.88% | 3.07% | 2.55% | 2.89% | 2.95% | 3.54% | 2.53% |
VOO Vanguard S&P 500 ETF | 1.26% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
DFALX vs. VOO - Drawdown Comparison
The maximum DFALX drawdown since its inception was -59.59%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for DFALX and VOO. For additional features, visit the drawdowns tool.
Volatility
DFALX vs. VOO - Volatility Comparison
DFA Large Cap International Portfolio (DFALX) and Vanguard S&P 500 ETF (VOO) have volatilities of 3.69% and 3.58%, 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.