DFAW vs. VTI
Compare and contrast key facts about Dimensional World Equity ETF (DFAW) and Vanguard Total Stock Market ETF (VTI).
DFAW and VTI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DFAW is an actively managed fund by Dimensional. It was launched on Sep 26, 2023. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFAW or VTI.
Key characteristics
| DFAW | VTI | |
|---|---|---|
| YTD Return | 18.77% | 26.21% |
| 1Y Return | 31.45% | 38.35% |
| Sharpe Ratio | 2.61 | 3.04 |
| Sortino Ratio | 3.56 | 4.05 |
| Omega Ratio | 1.48 | 1.57 |
| Calmar Ratio | 3.97 | 4.46 |
| Martin Ratio | 17.08 | 19.72 |
| Ulcer Index | 1.84% | 1.94% |
| Daily Std Dev | 12.08% | 12.58% |
| Max Drawdown | -7.94% | -55.45% |
| Current Drawdown | -0.72% | -0.39% |
Correlation
The correlation between DFAW and VTI is 0.93, 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
DFAW vs. VTI - Performance Comparison
In the year-to-date period, DFAW achieves a 18.77% return, which is significantly lower than VTI's 26.21% 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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DFAW vs. VTI - Expense Ratio Comparison
DFAW has a 0.25% 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
DFAW vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional World Equity ETF (DFAW) 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.
Dividends
DFAW vs. VTI - Dividend Comparison
DFAW's dividend yield for the trailing twelve months is around 1.32%, more than VTI's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFAW Dimensional World Equity ETF | 1.32% | 0.42% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.26% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
DFAW vs. VTI - Drawdown Comparison
The maximum DFAW drawdown since its inception was -7.94%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for DFAW and VTI. For additional features, visit the drawdowns tool.
Volatility
DFAW vs. VTI - Volatility Comparison
The current volatility for Dimensional World Equity ETF (DFAW) is 3.60%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.06%. This indicates that DFAW 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.