DFGR vs. VOO
Compare and contrast key facts about Dimensional Global Real Estate ETF (DFGR) and Vanguard S&P 500 ETF (VOO).
DFGR and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DFGR is an actively managed fund by Dimensional. It was launched on Dec 6, 2022. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFGR or VOO.
Key characteristics
| DFGR | VOO | |
|---|---|---|
| YTD Return | 13.37% | 19.06% |
| 1Y Return | 24.65% | 26.65% |
| Sharpe Ratio | 1.60 | 2.18 |
| Daily Std Dev | 16.88% | 12.72% |
| Max Drawdown | -21.28% | -33.99% |
| Current Drawdown | 0.00% | -0.48% |
Correlation
The correlation between DFGR and VOO 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
DFGR vs. VOO - Performance Comparison
In the year-to-date period, DFGR achieves a 13.37% return, which is significantly lower than VOO's 19.06% 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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DFGR vs. VOO - Expense Ratio Comparison
DFGR has a 0.22% expense ratio, which is higher than VOO'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
DFGR vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional Global Real Estate ETF (DFGR) and Vanguard S&P 500 ETF (VOO). 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
DFGR vs. VOO - Dividend Comparison
DFGR's dividend yield for the trailing twelve months is around 2.62%, more than VOO's 1.28% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFGR Dimensional Global Real Estate ETF | 2.62% | 2.77% | 0.59% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.28% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
DFGR vs. VOO - Drawdown Comparison
The maximum DFGR drawdown since its inception was -21.28%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for DFGR and VOO. For additional features, visit the drawdowns tool.
Volatility
DFGR vs. VOO - Volatility Comparison
The current volatility for Dimensional Global Real Estate ETF (DFGR) is 2.67%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.25%. This indicates that DFGR experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.