PortfoliosLab logo
DFAU vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DFAU and VTI is 0.99, 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

DFAU vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional US Core Equity Market ETF (DFAU) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

40.00%50.00%60.00%70.00%80.00%December2025FebruaryMarchAprilMay
63.49%
60.34%
DFAU
VTI

Key characteristics

Sharpe Ratio

DFAU:

0.52

VTI:

0.56

Sortino Ratio

DFAU:

0.85

VTI:

0.92

Omega Ratio

DFAU:

1.12

VTI:

1.14

Calmar Ratio

DFAU:

0.52

VTI:

0.58

Martin Ratio

DFAU:

2.00

VTI:

2.25

Ulcer Index

DFAU:

5.06%

VTI:

5.00%

Daily Std Dev

DFAU:

19.54%

VTI:

19.99%

Max Drawdown

DFAU:

-23.61%

VTI:

-55.45%

Current Drawdown

DFAU:

-9.25%

VTI:

-8.97%

Returns By Period

In the year-to-date period, DFAU achieves a -5.17% return, which is significantly lower than VTI's -4.79% return.


DFAU

YTD

-5.17%

1M

10.34%

6M

-3.55%

1Y

7.65%

5Y*

N/A

10Y*

N/A

VTI

YTD

-4.79%

1M

10.67%

6M

-2.97%

1Y

8.75%

5Y*

15.47%

10Y*

11.57%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DFAU vs. VTI - Expense Ratio Comparison

DFAU has a 0.12% expense ratio, which is higher than VTI'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

DFAU vs. VTI — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DFAU
The Risk-Adjusted Performance Rank of DFAU is 5252
Overall Rank
The Sharpe Ratio Rank of DFAU is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of DFAU is 5151
Sortino Ratio Rank
The Omega Ratio Rank of DFAU is 5353
Omega Ratio Rank
The Calmar Ratio Rank of DFAU is 5656
Calmar Ratio Rank
The Martin Ratio Rank of DFAU is 5353
Martin Ratio Rank

VTI
The Risk-Adjusted Performance Rank of VTI is 5656
Overall Rank
The Sharpe Ratio Rank of VTI is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of VTI is 5454
Sortino Ratio Rank
The Omega Ratio Rank of VTI is 5757
Omega Ratio Rank
The Calmar Ratio Rank of VTI is 5959
Calmar Ratio Rank
The Martin Ratio Rank of VTI is 5757
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DFAU vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional US Core Equity Market ETF (DFAU) and Vanguard Total Stock Market ETF (VTI). 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.


The current DFAU Sharpe Ratio is 0.52, which is comparable to the VTI Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of DFAU and VTI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.52
0.56
DFAU
VTI

Dividends

DFAU vs. VTI - Dividend Comparison

DFAU's dividend yield for the trailing twelve months is around 1.20%, less than VTI's 1.36% yield.


TTM20242023202220212020201920182017201620152014
DFAU
Dimensional US Core Equity Market ETF
1.20%1.10%1.29%1.40%1.00%0.13%0.00%0.00%0.00%0.00%0.00%0.00%
VTI
Vanguard Total Stock Market ETF
1.36%1.27%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%

Drawdowns

DFAU vs. VTI - Drawdown Comparison

The maximum DFAU drawdown since its inception was -23.61%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for DFAU and VTI. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-9.25%
-8.97%
DFAU
VTI

Volatility

DFAU vs. VTI - Volatility Comparison

The current volatility for Dimensional US Core Equity Market ETF (DFAU) is 11.42%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 12.15%. This indicates that DFAU experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
11.42%
12.15%
DFAU
VTI