DFEOX vs. VOO
Compare and contrast key facts about DFA US Core Equity 1 Portfolio I (DFEOX) and Vanguard S&P 500 ETF (VOO).
DFEOX is managed by Dimensional Fund Advisors LP. It was launched on Sep 15, 2005. 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: DFEOX or VOO.
Correlation
The correlation between DFEOX and VOO 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.
Performance
DFEOX vs. VOO - Performance Comparison
Key characteristics
DFEOX:
1.85
VOO:
2.21
DFEOX:
2.53
VOO:
2.93
DFEOX:
1.35
VOO:
1.41
DFEOX:
2.87
VOO:
3.25
DFEOX:
11.52
VOO:
14.47
DFEOX:
2.06%
VOO:
1.90%
DFEOX:
12.82%
VOO:
12.43%
DFEOX:
-56.78%
VOO:
-33.99%
DFEOX:
-4.37%
VOO:
-2.87%
Returns By Period
In the year-to-date period, DFEOX achieves a 21.84% return, which is significantly lower than VOO's 25.49% return. Over the past 10 years, DFEOX has underperformed VOO with an annualized return of 11.94%, while VOO has yielded a comparatively higher 13.04% annualized return.
DFEOX
21.84%
-1.47%
8.12%
22.41%
13.66%
11.94%
VOO
25.49%
0.01%
8.65%
27.45%
14.70%
13.04%
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DFEOX vs. VOO - Expense Ratio Comparison
DFEOX has a 0.14% 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
DFEOX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA US Core Equity 1 Portfolio I (DFEOX) 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
DFEOX vs. VOO - Dividend Comparison
DFEOX's dividend yield for the trailing twelve months is around 0.87%, less than VOO's 0.91% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFEOX DFA US Core Equity 1 Portfolio I | 0.87% | 1.43% | 1.57% | 1.12% | 1.36% | 1.41% | 1.67% | 1.58% | 1.72% | 1.74% | 1.48% | 1.38% |
VOO Vanguard S&P 500 ETF | 0.91% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
DFEOX vs. VOO - Drawdown Comparison
The maximum DFEOX drawdown since its inception was -56.78%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for DFEOX and VOO. For additional features, visit the drawdowns tool.
Volatility
DFEOX vs. VOO - Volatility Comparison
DFA US Core Equity 1 Portfolio I (DFEOX) has a higher volatility of 3.95% compared to Vanguard S&P 500 ETF (VOO) at 3.64%. This indicates that DFEOX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.