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:
0.85
VOO:
2.21
DFALX:
1.23
VOO:
2.93
DFALX:
1.15
VOO:
1.41
DFALX:
1.13
VOO:
3.35
DFALX:
2.80
VOO:
14.09
DFALX:
3.78%
VOO:
2.01%
DFALX:
12.42%
VOO:
12.78%
DFALX:
-60.14%
VOO:
-33.99%
DFALX:
-5.39%
VOO:
-0.46%
Returns By Period
In the year-to-date period, DFALX achieves a 3.37% return, which is significantly higher than VOO's 2.90% return. Over the past 10 years, DFALX has underperformed VOO with an annualized return of 5.91%, while VOO has yielded a comparatively higher 13.46% annualized return.
DFALX
3.37%
4.03%
0.14%
9.99%
6.14%
5.91%
VOO
2.90%
2.05%
9.63%
26.44%
14.54%
13.46%
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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 Rank
DFALX
VOO
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 3.08%, more than VOO's 1.21% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFALX DFA Large Cap International Portfolio | 3.08% | 3.18% | 3.24% | 2.85% | 3.00% | 1.88% | 2.88% | 3.07% | 2.55% | 2.89% | 2.95% | 3.54% |
VOO Vanguard S&P 500 ETF | 1.21% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
Drawdowns
DFALX vs. VOO - Drawdown Comparison
The maximum DFALX drawdown since its inception was -60.14%, 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
The current volatility for DFA Large Cap International Portfolio (DFALX) is 4.00%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.12%. This indicates that DFALX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.