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.
Key characteristics
| DFQTX | VOO | |
|---|---|---|
| YTD Return | 6.27% | 7.31% |
| 1Y Return | 23.49% | 25.21% |
| 3Y Return (Ann) | 7.18% | 8.45% |
| 5Y Return (Ann) | 12.59% | 13.50% |
| 10Y Return (Ann) | 10.90% | 12.57% |
| Sharpe Ratio | 2.09 | 2.36 |
| Daily Std Dev | 12.33% | 11.75% |
| Max Drawdown | -59.35% | -33.99% |
| Current Drawdown | -3.40% | -2.94% |
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
In the year-to-date period, DFQTX achieves a 6.27% return, which is significantly lower than VOO's 7.31% return. Over the past 10 years, DFQTX has underperformed VOO with an annualized return of 10.90%, while VOO has yielded a comparatively higher 12.57% annualized 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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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 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 1.65%, more than VOO's 1.37% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFQTX DFA US Core Equity 2 Portfolio I | 1.65% | 1.74% | 4.43% | 4.74% | 1.29% | 3.50% | 2.84% | 2.52% | 2.28% | 3.78% | 2.17% | 2.29% |
VOO Vanguard S&P 500 ETF | 1.37% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
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
DFA US Core Equity 2 Portfolio I (DFQTX) and Vanguard S&P 500 ETF (VOO) have volatilities of 3.53% and 3.60%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.