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.
Key characteristics
| DFALX | VOO | |
|---|---|---|
| YTD Return | 5.67% | 26.94% |
| 1Y Return | 13.45% | 35.06% |
| 3Y Return (Ann) | 2.26% | 10.23% |
| 5Y Return (Ann) | 6.32% | 15.77% |
| 10Y Return (Ann) | 5.37% | 13.41% |
| Sharpe Ratio | 1.30 | 3.08 |
| Sortino Ratio | 1.85 | 4.09 |
| Omega Ratio | 1.23 | 1.58 |
| Calmar Ratio | 2.19 | 4.46 |
| Martin Ratio | 7.01 | 20.36 |
| Ulcer Index | 2.34% | 1.85% |
| Daily Std Dev | 12.65% | 12.23% |
| Max Drawdown | -59.59% | -33.99% |
| Current Drawdown | -7.50% | -0.25% |
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
In the year-to-date period, DFALX achieves a 5.67% return, which is significantly lower than VOO's 26.94% return. Over the past 10 years, DFALX has underperformed VOO with an annualized return of 5.37%, while VOO has yielded a comparatively higher 13.41% annualized 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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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 3.27%, more than VOO's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFALX DFA Large Cap International Portfolio | 3.27% | 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 | 1.23% | 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
The current volatility for DFA Large Cap International Portfolio (DFALX) is 3.59%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.78%. 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.