DFSIX vs. SPY
Compare and contrast key facts about DFA U.S. Sustainability Core 1 Portfolio (DFSIX) and State Street SPDR S&P 500 ETF (SPY).
DFSIX is managed by Dimensional. It was launched on Mar 12, 2008. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Performance
DFSIX vs. SPY - Performance Comparison
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DFSIX vs. SPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFSIX DFA U.S. Sustainability Core 1 Portfolio | -8.15% | 15.92% | 23.19% | 25.70% | -17.85% | 27.38% | 21.25% | 32.52% | -6.72% | 20.80% |
SPY State Street SPDR S&P 500 ETF | -4.37% | 17.72% | 24.89% | 26.18% | -18.18% | 28.73% | 18.33% | 31.22% | -4.57% | 21.71% |
Returns By Period
In the year-to-date period, DFSIX achieves a -8.15% return, which is significantly lower than SPY's -4.37% return. Over the past 10 years, DFSIX has underperformed SPY with an annualized return of 13.25%, while SPY has yielded a comparatively higher 13.98% annualized return.
DFSIX
- 1D
- -0.40%
- 1M
- -8.45%
- YTD
- -8.15%
- 6M
- -5.85%
- 1Y
- 12.48%
- 3Y*
- 15.73%
- 5Y*
- 9.81%
- 10Y*
- 13.25%
SPY
- 1D
- 2.91%
- 1M
- -4.94%
- YTD
- -4.37%
- 6M
- -1.82%
- 1Y
- 17.59%
- 3Y*
- 18.19%
- 5Y*
- 11.69%
- 10Y*
- 13.98%
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DFSIX vs. SPY - Expense Ratio Comparison
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%.
Return for Risk
DFSIX vs. SPY — Risk / Return Rank
DFSIX
SPY
DFSIX vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Sustainability Core 1 Portfolio (DFSIX) and State Street 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.
| DFSIX | SPY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.71 | 0.93 | -0.22 |
Sortino ratioReturn per unit of downside risk | 1.13 | 1.45 | -0.32 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.22 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.68 | 1.53 | -0.84 |
Martin ratioReturn relative to average drawdown | 2.99 | 7.30 | -4.31 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DFSIX | SPY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.71 | 0.93 | -0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.69 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.78 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.56 | -0.03 |
Correlation
The correlation between DFSIX and SPY is 0.97, 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.
Dividends
DFSIX vs. SPY - Dividend Comparison
DFSIX's dividend yield for the trailing twelve months is around 0.97%, less than SPY's 1.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFSIX DFA U.S. Sustainability Core 1 Portfolio | 0.97% | 0.88% | 0.99% | 1.21% | 1.35% | 2.13% | 1.19% | 2.02% | 2.31% | 1.92% | 1.85% | 2.13% |
SPY State Street SPDR S&P 500 ETF | 1.14% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
Drawdowns
DFSIX vs. SPY - Drawdown Comparison
The maximum DFSIX drawdown since its inception was -53.77%, 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.
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Drawdown Indicators
| DFSIX | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.77% | -55.19% | +1.42% |
Max Drawdown (1Y)Largest decline over 1 year | -12.65% | -12.05% | -0.60% |
Max Drawdown (5Y)Largest decline over 5 years | -25.16% | -24.50% | -0.66% |
Max Drawdown (10Y)Largest decline over 10 years | -35.68% | -33.72% | -1.96% |
Current DrawdownCurrent decline from peak | -10.36% | -6.24% | -4.12% |
Average DrawdownAverage peak-to-trough decline | -6.95% | -9.09% | +2.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.02% | 2.52% | +0.50% |
Volatility
DFSIX vs. SPY - Volatility Comparison
The current volatility for DFA U.S. Sustainability Core 1 Portfolio (DFSIX) is 4.57%, while State Street SPDR S&P 500 ETF (SPY) has a volatility of 5.31%. This indicates that DFSIX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFSIX | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.57% | 5.31% | -0.74% |
Volatility (6M)Calculated over the trailing 6-month period | 9.33% | 9.47% | -0.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.82% | 19.05% | -0.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.52% | 17.06% | +0.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.24% | 17.92% | +0.32% |