Correlation
The correlation between DFJSX and VOO is 0.53, 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.
DFJSX vs. VOO
Compare and contrast key facts about DFA Japanese Small Company Portfolio (DFJSX) and Vanguard S&P 500 ETF (VOO).
DFJSX is managed by Dimensional Fund Advisors LP. It was launched on Jan 30, 1986. 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: DFJSX or VOO.
Performance
DFJSX vs. VOO - Performance Comparison
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Key characteristics
DFJSX:
1.02
VOO:
0.74
DFJSX:
1.42
VOO:
1.04
DFJSX:
1.19
VOO:
1.15
DFJSX:
1.33
VOO:
0.68
DFJSX:
3.74
VOO:
2.58
DFJSX:
4.75%
VOO:
4.93%
DFJSX:
17.92%
VOO:
19.54%
DFJSX:
-76.17%
VOO:
-33.99%
DFJSX:
0.00%
VOO:
-3.55%
Returns By Period
In the year-to-date period, DFJSX achieves a 13.16% return, which is significantly higher than VOO's 0.90% return. Over the past 10 years, DFJSX has underperformed VOO with an annualized return of 6.11%, while VOO has yielded a comparatively higher 12.81% annualized return.
DFJSX
13.16%
4.74%
10.40%
16.54%
12.67%
7.09%
6.11%
VOO
0.90%
5.53%
-1.46%
13.29%
14.31%
15.89%
12.81%
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DFJSX vs. VOO - Expense Ratio Comparison
DFJSX has a 0.42% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
DFJSX vs. VOO — Risk-Adjusted Performance Rank
DFJSX
VOO
DFJSX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Japanese Small Company Portfolio (DFJSX) 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.
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Dividends
DFJSX vs. VOO - Dividend Comparison
DFJSX's dividend yield for the trailing twelve months is around 2.79%, more than VOO's 1.29% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFJSX DFA Japanese Small Company Portfolio | 2.79% | 3.16% | 6.45% | 5.44% | 5.26% | 2.14% | 3.98% | 7.50% | 2.41% | 1.96% | 1.38% | 1.64% |
VOO Vanguard S&P 500 ETF | 1.29% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
Drawdowns
DFJSX vs. VOO - Drawdown Comparison
The maximum DFJSX drawdown since its inception was -76.17%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for DFJSX and VOO.
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Volatility
DFJSX vs. VOO - Volatility Comparison
The current volatility for DFA Japanese Small Company Portfolio (DFJSX) is 3.50%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.84%. This indicates that DFJSX 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.
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