DFAS vs. VIOV
Compare and contrast key facts about Dimensional U.S. Small Cap ETF (DFAS) and Vanguard S&P Small-Cap 600 Value ETF (VIOV).
DFAS and VIOV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DFAS is an actively managed fund by Dimensional Fund Advisors LP. It was launched on Jun 14, 2021. VIOV is a passively managed fund by Vanguard that tracks the performance of the S&P SmallCap 600 Value 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: DFAS or VIOV.
Key characteristics
| DFAS | VIOV | |
|---|---|---|
| YTD Return | -1.55% | -6.00% |
| 1Y Return | 16.94% | 10.45% |
| Sharpe Ratio | 0.81 | 0.38 |
| Daily Std Dev | 18.07% | 21.22% |
| Max Drawdown | -24.77% | -47.36% |
| Current Drawdown | -6.00% | -8.90% |
Correlation
The correlation between DFAS and VIOV is 0.97, 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
DFAS vs. VIOV - Performance Comparison
In the year-to-date period, DFAS achieves a -1.55% return, which is significantly higher than VIOV's -6.00% 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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DFAS vs. VIOV - Expense Ratio Comparison
DFAS has a 0.34% expense ratio, which is higher than VIOV's 0.15% expense ratio.
Risk-Adjusted Performance
DFAS vs. VIOV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional U.S. Small Cap ETF (DFAS) and Vanguard S&P Small-Cap 600 Value ETF (VIOV). 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
DFAS vs. VIOV - Dividend Comparison
DFAS's dividend yield for the trailing twelve months is around 1.00%, less than VIOV's 2.34% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFAS Dimensional U.S. Small Cap ETF | 1.00% | 1.00% | 1.03% | 3.24% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VIOV Vanguard S&P Small-Cap 600 Value ETF | 2.34% | 2.18% | 1.81% | 1.59% | 1.42% | 1.60% | 1.76% | 1.43% | 1.17% | 1.32% | 1.27% | 0.91% |
Drawdowns
DFAS vs. VIOV - Drawdown Comparison
The maximum DFAS drawdown since its inception was -24.77%, smaller than the maximum VIOV drawdown of -47.36%. Use the drawdown chart below to compare losses from any high point for DFAS and VIOV. For additional features, visit the drawdowns tool.
Volatility
DFAS vs. VIOV - Volatility Comparison
The current volatility for Dimensional U.S. Small Cap ETF (DFAS) is 4.78%, while Vanguard S&P Small-Cap 600 Value ETF (VIOV) has a volatility of 5.47%. This indicates that DFAS experiences smaller price fluctuations and is considered to be less risky than VIOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.