DFQTX vs. VOO
Compare and contrast key facts about DFA US Core Equity 2 Portfolio I (DFQTX) and Vanguard S&P 500 ETF (VOO).
DFQTX is managed by Dimensional Fund Advisors LP. 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: DFQTX or VOO.
Correlation
The correlation between DFQTX and VOO is 0.95, 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
DFQTX vs. VOO - Performance Comparison
Key characteristics
DFQTX:
0.46
VOO:
0.34
DFQTX:
0.71
VOO:
0.53
DFQTX:
1.09
VOO:
1.07
DFQTX:
0.59
VOO:
0.42
DFQTX:
1.87
VOO:
1.60
DFQTX:
3.45%
VOO:
3.13%
DFQTX:
14.16%
VOO:
14.67%
DFQTX:
-59.35%
VOO:
-33.99%
DFQTX:
-7.99%
VOO:
-12.03%
Returns By Period
In the year-to-date period, DFQTX achieves a -3.02% return, which is significantly higher than VOO's -7.97% return. Over the past 10 years, DFQTX has underperformed VOO with an annualized return of 9.30%, while VOO has yielded a comparatively higher 11.99% annualized return.
DFQTX
-3.02%
-2.36%
-1.13%
7.39%
19.12%
9.30%
VOO
-7.97%
-6.52%
-4.67%
4.91%
18.59%
11.99%
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DFQTX vs. VOO - Expense Ratio Comparison
DFQTX has a 0.19% 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
DFQTX vs. VOO — Risk-Adjusted Performance Rank
DFQTX
VOO
DFQTX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA US Core Equity 2 Portfolio I (DFQTX) 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
DFQTX vs. VOO - Dividend Comparison
DFQTX's dividend yield for the trailing twelve months is around 1.21%, less than VOO's 1.41% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFQTX DFA US Core Equity 2 Portfolio I | 1.21% | 1.15% | 1.34% | 1.51% | 1.10% | 1.30% | 1.39% | 1.64% | 1.58% | 1.61% | 1.73% | 1.49% |
VOO Vanguard S&P 500 ETF | 1.41% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
Drawdowns
DFQTX vs. VOO - Drawdown Comparison
The maximum DFQTX drawdown since its inception was -59.35%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for DFQTX and VOO. For additional features, visit the drawdowns tool.
Volatility
DFQTX vs. VOO - Volatility Comparison
The current volatility for DFA US Core Equity 2 Portfolio I (DFQTX) is 5.44%, while Vanguard S&P 500 ETF (VOO) has a volatility of 7.31%. This indicates that DFQTX 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.