DFEOX vs. VTI
Compare and contrast key facts about DFA US Core Equity 1 Portfolio I (DFEOX) and Vanguard Total Stock Market ETF (VTI).
DFEOX is managed by Dimensional Fund Advisors LP. It was launched on Sep 15, 2005. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFEOX or VTI.
Key characteristics
| DFEOX | VTI | |
|---|---|---|
| YTD Return | 25.42% | 26.35% |
| 1Y Return | 39.89% | 40.48% |
| 3Y Return (Ann) | 9.74% | 8.68% |
| 5Y Return (Ann) | 15.25% | 15.37% |
| 10Y Return (Ann) | 12.48% | 12.90% |
| Sharpe Ratio | 3.02 | 3.10 |
| Sortino Ratio | 4.10 | 4.13 |
| Omega Ratio | 1.57 | 1.58 |
| Calmar Ratio | 4.67 | 4.21 |
| Martin Ratio | 19.82 | 20.25 |
| Ulcer Index | 1.95% | 1.94% |
| Daily Std Dev | 12.81% | 12.68% |
| Max Drawdown | -56.78% | -55.45% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between DFEOX and VTI 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. VTI - Performance Comparison
The year-to-date returns for both investments are quite close, with DFEOX having a 25.42% return and VTI slightly higher at 26.35%. Both investments have delivered pretty close results over the past 10 years, with DFEOX having a 12.48% annualized return and VTI not far ahead at 12.90%. 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. VTI - Expense Ratio Comparison
DFEOX has a 0.14% expense ratio, which is higher than VTI'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. VTI - 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 Total Stock Market ETF (VTI). 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. VTI - Dividend Comparison
DFEOX's dividend yield for the trailing twelve months is around 1.17%, less than VTI's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFEOX DFA US Core Equity 1 Portfolio I | 1.17% | 1.43% | 1.57% | 1.12% | 1.36% | 1.41% | 1.67% | 1.58% | 1.72% | 1.74% | 1.48% | 1.38% |
VTI Vanguard Total Stock Market ETF | 1.26% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
DFEOX vs. VTI - Drawdown Comparison
The maximum DFEOX drawdown since its inception was -56.78%, roughly equal to the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for DFEOX and VTI. For additional features, visit the drawdowns tool.
Volatility
DFEOX vs. VTI - Volatility Comparison
DFA US Core Equity 1 Portfolio I (DFEOX) has a higher volatility of 4.33% compared to Vanguard Total Stock Market ETF (VTI) at 4.11%. This indicates that DFEOX's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.