DFEOX vs. VTCLX
Compare and contrast key facts about DFA US Core Equity 1 Portfolio I (DFEOX) and Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares (VTCLX).
DFEOX is managed by Dimensional Fund Advisors LP. It was launched on Sep 15, 2005. VTCLX is managed by Blackrock. It was launched on Sep 6, 1994.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFEOX or VTCLX.
Key characteristics
| DFEOX | VTCLX | |
|---|---|---|
| YTD Return | 20.58% | 21.40% |
| 1Y Return | 33.34% | 33.72% |
| 3Y Return (Ann) | 8.33% | 7.92% |
| 5Y Return (Ann) | 14.43% | 15.00% |
| 10Y Return (Ann) | 12.08% | 12.96% |
| Sharpe Ratio | 2.67 | 2.74 |
| Sortino Ratio | 3.59 | 3.64 |
| Omega Ratio | 1.49 | 1.51 |
| Calmar Ratio | 4.00 | 3.95 |
| Martin Ratio | 16.95 | 17.44 |
| Ulcer Index | 1.96% | 1.94% |
| Daily Std Dev | 12.42% | 12.33% |
| Max Drawdown | -56.78% | -55.18% |
| Current Drawdown | -1.42% | -1.24% |
Correlation
The correlation between DFEOX and VTCLX 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.
Performance
DFEOX vs. VTCLX - Performance Comparison
The year-to-date returns for both investments are quite close, with DFEOX having a 20.58% return and VTCLX slightly higher at 21.40%. Over the past 10 years, DFEOX has underperformed VTCLX with an annualized return of 12.08%, while VTCLX has yielded a comparatively higher 12.96% 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. VTCLX - Expense Ratio Comparison
DFEOX has a 0.14% expense ratio, which is higher than VTCLX'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. VTCLX - 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 Tax-Managed Capital Appreciation Fund Admiral Shares (VTCLX). 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. VTCLX - Dividend Comparison
DFEOX's dividend yield for the trailing twelve months is around 1.22%, more than VTCLX's 1.10% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFEOX DFA US Core Equity 1 Portfolio I | 1.22% | 1.43% | 4.08% | 3.69% | 1.36% | 3.02% | 2.37% | 2.13% | 2.16% | 2.98% | 1.92% | 1.81% |
VTCLX Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares | 1.10% | 1.24% | 1.47% | 1.04% | 1.32% | 1.52% | 1.83% | 1.57% | 1.76% | 1.69% | 1.56% | 1.52% |
Drawdowns
DFEOX vs. VTCLX - Drawdown Comparison
The maximum DFEOX drawdown since its inception was -56.78%, roughly equal to the maximum VTCLX drawdown of -55.18%. Use the drawdown chart below to compare losses from any high point for DFEOX and VTCLX. For additional features, visit the drawdowns tool.
Volatility
DFEOX vs. VTCLX - Volatility Comparison
DFA US Core Equity 1 Portfolio I (DFEOX) and Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares (VTCLX) have volatilities of 3.06% and 3.22%, 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.