Correlation
The correlation between DFETX and SPLG is 0.72, 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.
DFETX vs. SPLG
Compare and contrast key facts about DFA Emerging Markets II Portfolio (DFETX) and SPDR Portfolio S&P 500 ETF (SPLG).
DFETX is managed by Dimensional Fund Advisors LP. It was launched on Aug 13, 1997. SPLG is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Nov 15, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFETX or SPLG.
Performance
DFETX vs. SPLG - Performance Comparison
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Key characteristics
DFETX:
0.60
SPLG:
0.73
DFETX:
0.76
SPLG:
1.04
DFETX:
1.10
SPLG:
1.15
DFETX:
0.21
SPLG:
0.68
DFETX:
1.37
SPLG:
2.58
DFETX:
5.52%
SPLG:
4.93%
DFETX:
16.02%
SPLG:
19.61%
DFETX:
-62.63%
SPLG:
-54.52%
DFETX:
-23.85%
SPLG:
-3.53%
Returns By Period
In the year-to-date period, DFETX achieves a 8.22% return, which is significantly higher than SPLG's 0.89% return. Over the past 10 years, DFETX has underperformed SPLG with an annualized return of 0.42%, while SPLG has yielded a comparatively higher 12.72% annualized return.
DFETX
8.22%
4.71%
6.93%
9.51%
4.17%
2.97%
0.42%
SPLG
0.89%
6.33%
-1.55%
14.28%
14.31%
15.91%
12.72%
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DFETX vs. SPLG - Expense Ratio Comparison
DFETX has a 0.37% expense ratio, which is higher than SPLG's 0.03% expense ratio.
Risk-Adjusted Performance
DFETX vs. SPLG — Risk-Adjusted Performance Rank
DFETX
SPLG
DFETX vs. SPLG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Emerging Markets II Portfolio (DFETX) and SPDR Portfolio S&P 500 ETF (SPLG). 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.
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Dividends
DFETX vs. SPLG - Dividend Comparison
DFETX's dividend yield for the trailing twelve months is around 3.24%, more than SPLG's 1.29% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFETX DFA Emerging Markets II Portfolio | 3.24% | 3.50% | 3.84% | 9.30% | 19.29% | 11.79% | 12.48% | 8.49% | 1.93% | 2.40% | 3.40% | 2.56% |
SPLG SPDR Portfolio S&P 500 ETF | 1.29% | 1.28% | 1.44% | 1.69% | 1.25% | 1.54% | 1.79% | 2.23% | 1.75% | 1.97% | 1.98% | 1.79% |
Drawdowns
DFETX vs. SPLG - Drawdown Comparison
The maximum DFETX drawdown since its inception was -62.63%, which is greater than SPLG's maximum drawdown of -54.52%. Use the drawdown chart below to compare losses from any high point for DFETX and SPLG.
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Volatility
DFETX vs. SPLG - Volatility Comparison
The current volatility for DFA Emerging Markets II Portfolio (DFETX) is 3.53%, while SPDR Portfolio S&P 500 ETF (SPLG) has a volatility of 4.80%. This indicates that DFETX experiences smaller price fluctuations and is considered to be less risky than SPLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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