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.
Correlation
The correlation between DFETX and SPLG is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
DFETX vs. SPLG - Performance Comparison
Key characteristics
DFETX:
0.99
SPLG:
1.89
DFETX:
1.42
SPLG:
2.54
DFETX:
1.18
SPLG:
1.35
DFETX:
0.38
SPLG:
2.83
DFETX:
2.88
SPLG:
11.76
DFETX:
4.50%
SPLG:
2.03%
DFETX:
13.07%
SPLG:
12.61%
DFETX:
-62.63%
SPLG:
-54.52%
DFETX:
-25.70%
SPLG:
-0.42%
Returns By Period
In the year-to-date period, DFETX achieves a 5.59% return, which is significantly higher than SPLG's 4.15% return. Over the past 10 years, DFETX has underperformed SPLG with an annualized return of 0.25%, while SPLG has yielded a comparatively higher 13.28% annualized return.
DFETX
5.59%
4.54%
3.89%
12.45%
-0.76%
0.25%
SPLG
4.15%
1.21%
10.48%
24.44%
14.69%
13.28%
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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.
Dividends
DFETX vs. SPLG - Dividend Comparison
DFETX's dividend yield for the trailing twelve months is around 3.32%, more than SPLG's 1.23% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFETX DFA Emerging Markets II Portfolio | 3.32% | 3.50% | 3.84% | 4.37% | 3.34% | 1.85% | 4.11% | 3.14% | 1.93% | 2.40% | 3.40% | 2.56% |
SPLG SPDR Portfolio S&P 500 ETF | 1.23% | 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. For additional features, visit the drawdowns tool.
Volatility
DFETX vs. SPLG - Volatility Comparison
DFA Emerging Markets II Portfolio (DFETX) has a higher volatility of 3.24% compared to SPDR Portfolio S&P 500 ETF (SPLG) at 2.91%. This indicates that DFETX's price experiences larger fluctuations and is considered to be riskier than SPLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.