VBK vs. DFAS
Compare and contrast key facts about Vanguard Small-Cap Growth ETF (VBK) and Dimensional U.S. Small Cap ETF (DFAS).
VBK and DFAS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VBK is a passively managed fund by Vanguard that tracks the performance of the MSCI US Small Cap Growth Index. It was launched on Jan 26, 2004. DFAS is an actively managed fund by Dimensional Fund Advisors LP. It was launched on Jun 14, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VBK or DFAS.
Performance
VBK vs. DFAS - Performance Comparison
Returns By Period
In the year-to-date period, VBK achieves a 18.78% return, which is significantly higher than DFAS's 14.10% return.
VBK
18.78%
4.47%
12.11%
32.96%
9.03%
9.41%
DFAS
14.10%
2.24%
9.68%
26.83%
N/A
N/A
Key characteristics
| VBK | DFAS | |
|---|---|---|
| Sharpe Ratio | 1.84 | 1.44 |
| Sortino Ratio | 2.53 | 2.12 |
| Omega Ratio | 1.31 | 1.26 |
| Calmar Ratio | 1.18 | 2.17 |
| Martin Ratio | 9.34 | 8.12 |
| Ulcer Index | 3.66% | 3.38% |
| Daily Std Dev | 18.59% | 19.07% |
| Max Drawdown | -58.69% | -24.77% |
| Current Drawdown | -4.75% | -3.87% |
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VBK vs. DFAS - Expense Ratio Comparison
VBK has a 0.07% expense ratio, which is lower than DFAS's 0.34% expense ratio.
Correlation
The correlation between VBK and DFAS is 0.91, 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.
Risk-Adjusted Performance
VBK vs. DFAS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Small-Cap Growth ETF (VBK) and Dimensional U.S. Small Cap ETF (DFAS). 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
VBK vs. DFAS - Dividend Comparison
VBK's dividend yield for the trailing twelve months is around 0.60%, less than DFAS's 0.88% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VBK Vanguard Small-Cap Growth ETF | 0.60% | 0.68% | 0.55% | 0.36% | 0.44% | 0.57% | 0.79% | 0.82% | 1.08% | 0.98% | 1.01% | 0.65% |
DFAS Dimensional U.S. Small Cap ETF | 0.88% | 1.00% | 1.03% | 3.24% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VBK vs. DFAS - Drawdown Comparison
The maximum VBK drawdown since its inception was -58.69%, which is greater than DFAS's maximum drawdown of -24.77%. Use the drawdown chart below to compare losses from any high point for VBK and DFAS. For additional features, visit the drawdowns tool.
Volatility
VBK vs. DFAS - Volatility Comparison
The current volatility for Vanguard Small-Cap Growth ETF (VBK) is 5.92%, while Dimensional U.S. Small Cap ETF (DFAS) has a volatility of 7.03%. This indicates that VBK experiences smaller price fluctuations and is considered to be less risky than DFAS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.