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. 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.
Performance
DFSIX vs. VOO - Performance Comparison
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DFSIX vs. VOO - 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% |
VOO Vanguard S&P 500 ETF | -4.42% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, DFSIX achieves a -8.15% return, which is significantly lower than VOO's -4.42% return. Over the past 10 years, DFSIX has underperformed VOO with an annualized return of 13.25%, while VOO has yielded a comparatively higher 14.05% 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%
VOO
- 1D
- 2.86%
- 1M
- -5.01%
- YTD
- -4.42%
- 6M
- -1.84%
- 1Y
- 17.67%
- 3Y*
- 18.27%
- 5Y*
- 11.75%
- 10Y*
- 14.05%
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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%.
Return for Risk
DFSIX vs. VOO — Risk / Return Rank
DFSIX
VOO
DFSIX vs. VOO - Risk-Adjusted Trends 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.
| DFSIX | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.71 | 0.98 | -0.28 |
Sortino ratioReturn per unit of downside risk | 1.13 | 1.50 | -0.36 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.23 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.68 | 1.53 | -0.85 |
Martin ratioReturn relative to average drawdown | 2.99 | 7.29 | -4.30 |
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 | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.71 | 0.98 | -0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.70 | -0.14 |
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 | 0.83 | -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.
Dividends
DFSIX vs. VOO - Dividend Comparison
DFSIX's dividend yield for the trailing twelve months is around 0.97%, less than VOO's 1.19% 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% |
VOO Vanguard S&P 500 ETF | 1.19% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
DFSIX vs. VOO - Drawdown Comparison
The maximum DFSIX drawdown since its inception was -53.77%, 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.
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Drawdown Indicators
| DFSIX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.77% | -33.99% | -19.78% |
Max Drawdown (1Y)Largest decline over 1 year | -12.65% | -11.98% | -0.67% |
Max Drawdown (5Y)Largest decline over 5 years | -25.16% | -24.52% | -0.64% |
Max Drawdown (10Y)Largest decline over 10 years | -35.68% | -33.99% | -1.69% |
Current DrawdownCurrent decline from peak | -10.36% | -6.29% | -4.07% |
Average DrawdownAverage peak-to-trough decline | -6.95% | -3.72% | -3.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.02% | 2.52% | +0.50% |
Volatility
DFSIX vs. VOO - Volatility Comparison
The current volatility for DFA U.S. Sustainability Core 1 Portfolio (DFSIX) is 4.57%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.29%. This indicates that DFSIX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFSIX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.57% | 5.29% | -0.72% |
Volatility (6M)Calculated over the trailing 6-month period | 9.33% | 9.44% | -0.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.82% | 18.10% | +0.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.52% | 16.82% | +0.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.24% | 17.99% | +0.25% |