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:
1.44
VOO:
1.76
DFQTX:
2.00
VOO:
2.37
DFQTX:
1.27
VOO:
1.32
DFQTX:
2.29
VOO:
2.66
DFQTX:
7.76
VOO:
11.10
DFQTX:
2.42%
VOO:
2.02%
DFQTX:
13.07%
VOO:
12.79%
DFQTX:
-59.35%
VOO:
-33.99%
DFQTX:
-3.29%
VOO:
-2.11%
Returns By Period
In the year-to-date period, DFQTX achieves a 1.94% return, which is significantly lower than VOO's 2.40% return. Over the past 10 years, DFQTX has underperformed VOO with an annualized return of 9.74%, while VOO has yielded a comparatively higher 13.03% annualized return.
DFQTX
1.94%
-1.99%
4.96%
16.71%
11.94%
9.74%
VOO
2.40%
-1.05%
7.47%
19.81%
14.27%
13.03%
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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 1.13%, less than VOO's 1.22% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFQTX DFA US Core Equity 2 Portfolio I | 1.13% | 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 | 1.22% | 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
DFA US Core Equity 2 Portfolio I (DFQTX) has a higher volatility of 3.57% compared to Vanguard S&P 500 ETF (VOO) at 3.38%. This indicates that DFQTX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.