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:
0.77
VOO:
0.59
DFALX:
1.15
VOO:
0.94
DFALX:
1.16
VOO:
1.14
DFALX:
0.96
VOO:
0.60
DFALX:
2.92
VOO:
2.34
DFALX:
4.25%
VOO:
4.80%
DFALX:
16.10%
VOO:
19.10%
DFALX:
-60.14%
VOO:
-33.99%
DFALX:
-0.17%
VOO:
-8.16%
Returns By Period
In the year-to-date period, DFALX achieves a 12.59% return, which is significantly higher than VOO's -3.92% return. Over the past 10 years, DFALX has underperformed VOO with an annualized return of 5.82%, while VOO has yielded a comparatively higher 12.27% annualized return.
DFALX
12.59%
16.13%
9.24%
11.46%
12.56%
5.82%
VOO
-3.92%
11.29%
-4.41%
9.97%
15.75%
12.27%
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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 2.85%, more than VOO's 1.35% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFALX DFA Large Cap International Portfolio | 2.85% | 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 | 1.35% | 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 6.70%, while Vanguard S&P 500 ETF (VOO) has a volatility of 11.23%. 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.