DFSIX vs. SPY

In the year-to-date period, DFSIX achieves a 0.68% return, which is significantly lower than SPY's 1.69% return. Over the past 10 years, DFSIX has underperformed SPY with an annualized return of 11.67%, while SPY has yielded a comparatively higher 12.75% annualized return.

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DFSIX has a 0.18% expense ratio, which is higher than SPY's 0.09% 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%.

This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Sustainability Core 1 Portfolio (DFSIX) and SPDR S&P 500 ETF (SPY). 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.

The current DFSIX Sharpe Ratio is 0.60, which is comparable to the SPY Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of DFSIX and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DFSIX's dividend yield for the trailing twelve months is around 0.98%, less than SPY's 1.21% yield.

The maximum DFSIX drawdown since its inception was -53.65%, roughly equal to the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for DFSIX and SPY. For additional features, visit the drawdowns tool.

DFA U.S. Sustainability Core 1 Portfolio (DFSIX) and SPDR S&P 500 ETF (SPY) have volatilities of 5.68% and 5.51%, 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.