DFSIX vs. VOO
Compare and contrast key facts about DFA U.S. Sustainability Core 1 Portfolio (DFSIX) and Vanguard S&P 500 ETF (VOO).
DFSIX is managed by Dimensional Fund Advisors LP. It was launched on Mar 12, 2008. 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: DFSIX or VOO.
Key characteristics
| DFSIX | VOO | |
|---|---|---|
| YTD Return | 26.69% | 26.88% |
| 1Y Return | 40.27% | 37.59% |
| 3Y Return (Ann) | 9.63% | 10.23% |
| 5Y Return (Ann) | 16.14% | 15.93% |
| 10Y Return (Ann) | 13.21% | 13.41% |
| Sharpe Ratio | 3.01 | 3.06 |
| Sortino Ratio | 4.07 | 4.08 |
| Omega Ratio | 1.56 | 1.58 |
| Calmar Ratio | 4.88 | 4.43 |
| Martin Ratio | 19.63 | 20.25 |
| Ulcer Index | 2.04% | 1.85% |
| Daily Std Dev | 13.32% | 12.23% |
| Max Drawdown | -53.65% | -33.99% |
| Current Drawdown | -0.42% | -0.30% |
Correlation
The correlation between DFSIX and VOO 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.
Performance
DFSIX vs. VOO - Performance Comparison
The year-to-date returns for both investments are quite close, with DFSIX having a 26.69% return and VOO slightly higher at 26.88%. Both investments have delivered pretty close results over the past 10 years, with DFSIX having a 13.21% annualized return and VOO not far ahead at 13.41%. 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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DFSIX vs. VOO - Expense Ratio Comparison
DFSIX has a 0.18% 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
DFSIX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Sustainability Core 1 Portfolio (DFSIX) 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
DFSIX vs. VOO - Dividend Comparison
DFSIX's dividend yield for the trailing twelve months is around 1.02%, less than VOO's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFSIX DFA U.S. Sustainability Core 1 Portfolio | 1.02% | 1.21% | 1.35% | 0.95% | 1.19% | 1.18% | 1.34% | 1.43% | 1.49% | 1.55% | 1.36% | 1.23% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
DFSIX vs. VOO - Drawdown Comparison
The maximum DFSIX drawdown since its inception was -53.65%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for DFSIX and VOO. For additional features, visit the drawdowns tool.
Volatility
DFSIX vs. VOO - Volatility Comparison
DFA U.S. Sustainability Core 1 Portfolio (DFSIX) has a higher volatility of 4.40% compared to Vanguard S&P 500 ETF (VOO) at 3.89%. This indicates that DFSIX'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.