DFELX vs. VOO
Compare and contrast key facts about DFA Enhanced U.S. Large Company Portfolio (DFELX) and Vanguard S&P 500 ETF (VOO).
DFELX is managed by Dimensional Fund Advisors LP. It was launched on Jul 2, 1996. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 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: DFELX or VOO.
Correlation
The correlation between DFELX and VOO is 0.98, 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
DFELX vs. VOO - Performance Comparison
Key characteristics
DFELX:
1.90
VOO:
1.98
DFELX:
2.56
VOO:
2.65
DFELX:
1.35
VOO:
1.36
DFELX:
0.89
VOO:
2.98
DFELX:
11.61
VOO:
12.44
DFELX:
2.12%
VOO:
2.02%
DFELX:
12.97%
VOO:
12.69%
DFELX:
-58.50%
VOO:
-33.99%
DFELX:
-10.38%
VOO:
0.00%
Returns By Period
The year-to-date returns for both investments are quite close, with DFELX having a 4.02% return and VOO slightly higher at 4.06%. Over the past 10 years, DFELX has underperformed VOO with an annualized return of 3.93%, while VOO has yielded a comparatively higher 13.32% annualized return.
DFELX
4.02%
2.04%
10.33%
23.33%
3.68%
3.93%
VOO
4.06%
2.04%
10.75%
23.75%
14.44%
13.32%
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DFELX vs. VOO - Expense Ratio Comparison
DFELX has a 0.15% expense ratio, which is higher than VOO'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
DFELX vs. VOO — Risk-Adjusted Performance Rank
DFELX
VOO
DFELX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Enhanced U.S. Large Company Portfolio (DFELX) and Vanguard S&P 500 ETF (VOO). 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
DFELX vs. VOO - Dividend Comparison
DFELX's dividend yield for the trailing twelve months is around 3.55%, more than VOO's 1.20% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFELX DFA Enhanced U.S. Large Company Portfolio | 3.55% | 3.69% | 2.99% | 1.76% | 0.82% | 0.94% | 1.66% | 2.76% | 1.65% | 0.74% | 0.26% | 0.81% |
VOO Vanguard S&P 500 ETF | 1.20% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
Drawdowns
DFELX vs. VOO - Drawdown Comparison
The maximum DFELX drawdown since its inception was -58.50%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for DFELX and VOO. For additional features, visit the drawdowns tool.
Volatility
DFELX vs. VOO - Volatility Comparison
DFA Enhanced U.S. Large Company Portfolio (DFELX) and Vanguard S&P 500 ETF (VOO) have volatilities of 3.15% and 3.13%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.