DFAX vs. TRBCX
Compare and contrast key facts about Dimensional World ex US Core Equity 2 ETF (DFAX) and T. Rowe Price Blue Chip Growth Fund (TRBCX).
DFAX is a passively managed fund by Dimensional Fund Advisors LP that tracks the performance of the MSCI All Country World ex USA Index. It was launched on Mar 6, 2008. TRBCX is managed by T. Rowe Price. It was launched on Jun 30, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFAX or TRBCX.
Key characteristics
| DFAX | TRBCX | |
|---|---|---|
| YTD Return | 8.29% | 35.92% |
| 1Y Return | 19.63% | 47.46% |
| 3Y Return (Ann) | 2.10% | 6.45% |
| Sharpe Ratio | 1.50 | 2.55 |
| Sortino Ratio | 2.11 | 3.31 |
| Omega Ratio | 1.26 | 1.47 |
| Calmar Ratio | 1.60 | 2.35 |
| Martin Ratio | 8.76 | 14.04 |
| Ulcer Index | 2.21% | 3.30% |
| Daily Std Dev | 12.88% | 18.17% |
| Max Drawdown | -28.15% | -54.56% |
| Current Drawdown | -4.81% | 0.00% |
Correlation
The correlation between DFAX and TRBCX is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
DFAX vs. TRBCX - Performance Comparison
In the year-to-date period, DFAX achieves a 8.29% return, which is significantly lower than TRBCX's 35.92% 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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DFAX vs. TRBCX - Expense Ratio Comparison
DFAX has a 0.30% expense ratio, which is lower than TRBCX's 0.69% expense ratio.
Risk-Adjusted Performance
DFAX vs. TRBCX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional World ex US Core Equity 2 ETF (DFAX) and T. Rowe Price Blue Chip Growth Fund (TRBCX). 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
DFAX vs. TRBCX - Dividend Comparison
DFAX's dividend yield for the trailing twelve months is around 2.63%, more than TRBCX's 2.57% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
DFAX Dimensional World ex US Core Equity 2 ETF | 2.63% | 3.01% | 3.30% | 1.40% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TRBCX T. Rowe Price Blue Chip Growth Fund | 2.57% | 3.49% | 5.87% | 9.38% | 1.19% | 0.36% | 2.44% | 2.94% | 0.67% | 3.26% | 4.85% |
Drawdowns
DFAX vs. TRBCX - Drawdown Comparison
The maximum DFAX drawdown since its inception was -28.15%, smaller than the maximum TRBCX drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for DFAX and TRBCX. For additional features, visit the drawdowns tool.
Volatility
DFAX vs. TRBCX - Volatility Comparison
The current volatility for Dimensional World ex US Core Equity 2 ETF (DFAX) is 4.08%, while T. Rowe Price Blue Chip Growth Fund (TRBCX) has a volatility of 4.93%. This indicates that DFAX experiences smaller price fluctuations and is considered to be less risky than TRBCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.