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. 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.
Performance
DFALX vs. VOO - Performance Comparison
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DFALX vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFALX DFA Large Cap International Portfolio | -0.30% | 33.60% | 4.55% | 17.88% | -13.04% | 12.79% | 8.13% | 22.05% | -14.15% | 25.35% |
VOO Vanguard S&P 500 ETF | -4.42% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, DFALX achieves a -0.30% return, which is significantly higher than VOO's -4.42% return. Over the past 10 years, DFALX has underperformed VOO with an annualized return of 9.29%, while VOO has yielded a comparatively higher 14.05% annualized return.
DFALX
- 1D
- 0.22%
- 1M
- -10.08%
- YTD
- -0.30%
- 6M
- 5.08%
- 1Y
- 24.32%
- 3Y*
- 15.00%
- 5Y*
- 9.01%
- 10Y*
- 9.29%
VOO
- 1D
- 2.86%
- 1M
- -5.01%
- YTD
- -4.42%
- 6M
- -1.84%
- 1Y
- 17.67%
- 3Y*
- 18.27%
- 5Y*
- 11.75%
- 10Y*
- 14.05%
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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%.
Return for Risk
DFALX vs. VOO — Risk / Return Rank
DFALX
VOO
DFALX vs. VOO - Risk-Adjusted Trends 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.
| DFALX | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.47 | 0.98 | +0.48 |
Sortino ratioReturn per unit of downside risk | 1.98 | 1.50 | +0.48 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.23 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.89 | 1.53 | +0.35 |
Martin ratioReturn relative to average drawdown | 7.81 | 7.29 | +0.52 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DFALX | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.47 | 0.98 | +0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.70 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.78 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.83 | -0.47 |
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.
Dividends
DFALX vs. VOO - Dividend Comparison
DFALX's dividend yield for the trailing twelve months is around 3.03%, more than VOO's 1.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFALX DFA Large Cap International Portfolio | 3.03% | 2.89% | 3.18% | 3.24% | 2.86% | 3.00% | 1.88% | 2.88% | 3.07% | 2.55% | 2.89% | 2.94% |
VOO Vanguard S&P 500 ETF | 1.19% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
DFALX vs. VOO - Drawdown Comparison
The maximum DFALX drawdown since its inception was -59.76%, 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.
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Drawdown Indicators
| DFALX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.76% | -33.99% | -25.77% |
Max Drawdown (1Y)Largest decline over 1 year | -10.70% | -11.98% | +1.28% |
Max Drawdown (5Y)Largest decline over 5 years | -27.52% | -24.52% | -3.00% |
Max Drawdown (10Y)Largest decline over 10 years | -35.58% | -33.99% | -1.59% |
Current DrawdownCurrent decline from peak | -10.08% | -6.29% | -3.79% |
Average DrawdownAverage peak-to-trough decline | -12.06% | -3.72% | -8.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.83% | 2.52% | +0.31% |
Volatility
DFALX vs. VOO - Volatility Comparison
DFA Large Cap International Portfolio (DFALX) has a higher volatility of 6.53% compared to Vanguard S&P 500 ETF (VOO) at 5.29%. This indicates that DFALX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFALX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.53% | 5.29% | +1.24% |
Volatility (6M)Calculated over the trailing 6-month period | 10.23% | 9.44% | +0.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.06% | 18.10% | -2.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.51% | 16.82% | -1.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.12% | 17.99% | -1.87% |