DFEOX vs. SPY
Compare and contrast key facts about DFA US Core Equity 1 Portfolio I (DFEOX) and SPDR S&P 500 ETF (SPY).
DFEOX is managed by Dimensional Fund Advisors LP. It was launched on Sep 15, 2005. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFEOX or SPY.
Correlation
The correlation between DFEOX and SPY is 0.97, 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.
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DFEOX vs. SPY - Performance Comparison
Key characteristics
DFEOX:
1.90
SPY:
2.22
DFEOX:
2.58
SPY:
2.95
DFEOX:
1.35
SPY:
1.41
DFEOX:
2.94
SPY:
3.32
DFEOX:
11.27
SPY:
14.42
DFEOX:
2.16%
SPY:
1.93%
DFEOX:
12.87%
SPY:
12.58%
DFEOX:
-56.78%
SPY:
-55.19%
DFEOX:
-3.95%
SPY:
-2.28%
Returns By Period
In the year-to-date period, DFEOX achieves a 1.09% return, which is significantly higher than SPY's 1.00% return. Over the past 10 years, DFEOX has underperformed SPY with an annualized return of 12.44%, while SPY has yielded a comparatively higher 13.46% annualized return.
DFEOX
1.09%
-3.95%
7.54%
24.79%
13.70%
12.44%
SPY
1.00%
-2.26%
7.41%
28.30%
14.67%
13.46%
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DFEOX vs. SPY - Expense Ratio Comparison
DFEOX has a 0.14% expense ratio, which is higher than SPY's 0.09% 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
DFEOX vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA US Core Equity 1 Portfolio I (DFEOX) and SPDR S&P 500 ETF (SPY). 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
DFEOX vs. SPY - Dividend Comparison
DFEOX's dividend yield for the trailing twelve months is around 0.86%, less than SPY's 1.19% yield.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
DFA US Core Equity 1 Portfolio I | 0.86% | 0.87% | 1.43% | 1.57% | 1.12% | 1.36% | 1.41% | 1.67% | 1.58% | 1.72% | 1.74% | 1.48% |
SPDR S&P 500 ETF | 1.19% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
DFEOX vs. SPY - Drawdown Comparison
The maximum DFEOX drawdown since its inception was -56.78%, roughly equal to the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for DFEOX and SPY. For additional features, visit the drawdowns tool.
Volatility
DFEOX vs. SPY - Volatility Comparison
DFA US Core Equity 1 Portfolio I (DFEOX) and SPDR S&P 500 ETF (SPY) have volatilities of 4.23% and 4.37%, 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.
User Portfolios with DFEOX or SPY
Recent discussions
Discrepancy between SPY and ^GSPC?
Hello, from the charts, SPY seems to be outperforming its benchmark ^GSPC. That looks strange. From my understanding, SPY is designed to closely track the S&P 500.
Could there be an error in the charts?
Hedge Cat
Additions to Wishlist: Monte-Carlo Simulations
Hello Dmitry,
Is it possible to add Monte-Carlo simulations to the list of available tools? Since Portfolioslab doesn't have it, I need to use some other Websites just to run Monte-Carlos of my portfolios. Thank you!
Investing_4Fun
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michael