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. 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.
Performance
DFEOX vs. VOO - Performance Comparison
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DFEOX vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFEOX DFA US Core Equity 1 Portfolio I | -4.34% | 16.00% | 21.35% | 22.97% | -14.99% | 27.51% | 16.44% | 30.20% | -7.81% | 20.26% |
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
The year-to-date returns for both stocks are quite close, with DFEOX having a -4.34% return and VOO slightly lower at -4.42%. Over the past 10 years, DFEOX has underperformed VOO with an annualized return of 12.94%, while VOO has yielded a comparatively higher 14.05% annualized return.
DFEOX
- 1D
- -0.49%
- 1M
- -7.30%
- YTD
- -4.34%
- 6M
- -1.81%
- 1Y
- 15.78%
- 3Y*
- 16.13%
- 5Y*
- 10.46%
- 10Y*
- 12.94%
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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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%.
Return for Risk
DFEOX vs. VOO — Risk / Return Rank
DFEOX
VOO
DFEOX vs. VOO - Risk-Adjusted Trends 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.
| DFEOX | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.93 | 0.98 | -0.05 |
Sortino ratioReturn per unit of downside risk | 1.43 | 1.50 | -0.07 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.23 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.98 | 1.53 | -0.56 |
Martin ratioReturn relative to average drawdown | 4.74 | 7.29 | -2.55 |
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
| DFEOX | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 0.98 | -0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.70 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | 0.78 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.83 | -0.32 |
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.
Dividends
DFEOX vs. VOO - Dividend Comparison
DFEOX's dividend yield for the trailing twelve months is around 1.12%, less than VOO's 1.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFEOX DFA US Core Equity 1 Portfolio I | 1.12% | 1.06% | 1.13% | 1.43% | 4.08% | 3.69% | 1.36% | 3.02% | 2.37% | 1.61% | 1.61% | 2.98% |
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
DFEOX vs. VOO - Drawdown Comparison
The maximum DFEOX drawdown since its inception was -56.77%, 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.
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Drawdown Indicators
| DFEOX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.77% | -33.99% | -22.78% |
Max Drawdown (1Y)Largest decline over 1 year | -12.58% | -11.98% | -0.60% |
Max Drawdown (5Y)Largest decline over 5 years | -22.86% | -24.52% | +1.66% |
Max Drawdown (10Y)Largest decline over 10 years | -36.55% | -33.99% | -2.56% |
Current DrawdownCurrent decline from peak | -8.28% | -6.29% | -1.99% |
Average DrawdownAverage peak-to-trough decline | -7.25% | -3.72% | -3.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.69% | 2.52% | +0.17% |
Volatility
DFEOX vs. VOO - Volatility Comparison
The current volatility for DFA US Core Equity 1 Portfolio I (DFEOX) is 4.20%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.29%. This indicates that DFEOX 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
| DFEOX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.20% | 5.29% | -1.09% |
Volatility (6M)Calculated over the trailing 6-month period | 8.49% | 9.44% | -0.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.87% | 18.10% | -0.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.88% | 16.82% | +0.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.98% | 17.99% | -0.01% |