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. 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.
Performance
DFELX vs. VOO - Performance Comparison
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DFELX vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFELX DFA Enhanced U.S. Large Company Portfolio | -7.31% | 16.16% | 24.57% | 26.57% | -22.41% | -10.98% | 18.48% | 32.76% | -5.48% | 20.57% |
VOO Vanguard S&P 500 ETF | -4.42% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, DFELX achieves a -7.31% return, which is significantly lower than VOO's -4.42% return. Over the past 10 years, DFELX has underperformed VOO with an annualized return of 8.68%, while VOO has yielded a comparatively higher 14.05% annualized return.
DFELX
- 1D
- -0.37%
- 1M
- -7.93%
- YTD
- -7.31%
- 6M
- -5.07%
- 1Y
- 12.99%
- 3Y*
- 16.34%
- 5Y*
- 2.02%
- 10Y*
- 8.68%
VOO
- 1D
- 2.86%
- 1M
- -5.01%
- YTD
- -4.42%
- 6M
- -1.84%
- 1Y
- 17.67%
- 3Y*
- 18.27%
- 5Y*
- 11.75%
- 10Y*
- 14.05%
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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%.
Return for Risk
DFELX vs. VOO — Risk / Return Rank
DFELX
VOO
DFELX vs. VOO - Risk-Adjusted Trends 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.
| DFELX | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 0.98 | -0.18 |
Sortino ratioReturn per unit of downside risk | 1.26 | 1.50 | -0.24 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.23 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.37 | 1.53 | -1.16 |
Martin ratioReturn relative to average drawdown | 1.59 | 7.29 | -5.71 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DFELX | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 0.98 | -0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.10 | 0.70 | -0.61 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.78 | -0.35 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.83 | -0.43 |
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.
Dividends
DFELX vs. VOO - Dividend Comparison
DFELX's dividend yield for the trailing twelve months is around 18.81%, more than VOO's 1.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFELX DFA Enhanced U.S. Large Company Portfolio | 18.81% | 17.26% | 3.77% | 3.00% | 1.76% | 1.21% | 7.55% | 9.97% | 7.79% | 16.57% | 3.36% | 6.99% |
VOO Vanguard S&P 500 ETF | 1.19% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
DFELX vs. VOO - Drawdown Comparison
The maximum DFELX drawdown since its inception was -55.54%, 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.
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Drawdown Indicators
| DFELX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.54% | -33.99% | -21.55% |
Max Drawdown (1Y)Largest decline over 1 year | -12.35% | -11.98% | -0.37% |
Max Drawdown (5Y)Largest decline over 5 years | -49.14% | -24.52% | -24.62% |
Max Drawdown (10Y)Largest decline over 10 years | -49.14% | -33.99% | -15.15% |
Current DrawdownCurrent decline from peak | -9.09% | -6.29% | -2.80% |
Average DrawdownAverage peak-to-trough decline | -12.77% | -3.72% | -9.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.94% | 2.52% | +1.42% |
Volatility
DFELX vs. VOO - Volatility Comparison
The current volatility for DFA Enhanced U.S. Large Company Portfolio (DFELX) is 4.32%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.29%. This indicates that DFELX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFELX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.32% | 5.29% | -0.97% |
Volatility (6M)Calculated over the trailing 6-month period | 8.98% | 9.44% | -0.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.85% | 18.10% | +0.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.73% | 16.82% | +4.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.32% | 17.99% | +2.33% |