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.
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
Key characteristics
DFEOX:
1.85
VTI:
2.10
DFEOX:
2.53
VTI:
2.80
DFEOX:
1.35
VTI:
1.39
DFEOX:
2.87
VTI:
3.14
DFEOX:
11.52
VTI:
13.44
DFEOX:
2.06%
VTI:
2.00%
DFEOX:
12.82%
VTI:
12.79%
DFEOX:
-56.78%
VTI:
-55.45%
DFEOX:
-4.37%
VTI:
-3.03%
Returns By Period
In the year-to-date period, DFEOX achieves a 21.84% return, which is significantly lower than VTI's 24.89% return. Both investments have delivered pretty close results over the past 10 years, with DFEOX having a 11.94% annualized return and VTI not far ahead at 12.52%.
DFEOX
21.84%
-1.47%
8.12%
22.41%
13.66%
11.94%
VTI
24.89%
-0.60%
10.03%
25.20%
14.09%
12.52%
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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 0.87%, less than VTI's 0.93% 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% |
VTI Vanguard Total Stock Market ETF | 0.93% | 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) and Vanguard Total Stock Market ETF (VTI) have volatilities of 3.95% and 4.00%, 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.