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.
Key characteristics
| DFEOX | VOO | |
|---|---|---|
| YTD Return | 8.68% | 9.19% |
| 1Y Return | 26.89% | 27.28% |
| 3Y Return (Ann) | 7.64% | 8.68% |
| 5Y Return (Ann) | 13.66% | 14.46% |
| 10Y Return (Ann) | 11.72% | 12.76% |
| Sharpe Ratio | 2.25 | 2.36 |
| Daily Std Dev | 11.91% | 11.57% |
| Max Drawdown | -56.78% | -33.99% |
| Current Drawdown | -1.64% | -1.24% |
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
In the year-to-date period, DFEOX achieves a 8.68% return, which is significantly lower than VOO's 9.19% return. Over the past 10 years, DFEOX has underperformed VOO with an annualized return of 11.72%, while VOO has yielded a comparatively higher 12.76% annualized 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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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 1.34%, which matches VOO's 1.35% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFEOX DFA US Core Equity 1 Portfolio I | 1.34% | 1.43% | 4.08% | 3.69% | 1.36% | 3.02% | 2.37% | 2.13% | 2.16% | 2.98% | 1.92% | 1.81% |
VOO Vanguard S&P 500 ETF | 1.35% | 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) and Vanguard S&P 500 ETF (VOO) have volatilities of 4.04% and 4.07%, 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.