DFSIX vs. VTSAX
Compare and contrast key facts about DFA U.S. Sustainability Core 1 Portfolio (DFSIX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX).
DFSIX is managed by Dimensional Fund Advisors LP. It was launched on Mar 12, 2008. VTSAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFSIX or VTSAX.
Key characteristics
| DFSIX | VTSAX | |
|---|---|---|
| YTD Return | 26.64% | 26.26% |
| 1Y Return | 42.22% | 40.42% |
| 3Y Return (Ann) | 9.62% | 8.66% |
| 5Y Return (Ann) | 16.09% | 15.35% |
| 10Y Return (Ann) | 13.20% | 12.89% |
| Sharpe Ratio | 3.05 | 3.08 |
| Sortino Ratio | 4.12 | 4.11 |
| Omega Ratio | 1.57 | 1.57 |
| Calmar Ratio | 4.78 | 4.19 |
| Martin Ratio | 20.03 | 20.10 |
| Ulcer Index | 2.04% | 1.95% |
| Daily Std Dev | 13.42% | 12.73% |
| Max Drawdown | -53.65% | -55.34% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between DFSIX and VTSAX is 0.99, 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. VTSAX - Performance Comparison
The year-to-date returns for both stocks are quite close, with DFSIX having a 26.64% return and VTSAX slightly lower at 26.26%. Both investments have delivered pretty close results over the past 10 years, with DFSIX having a 13.20% annualized return and VTSAX not far behind at 12.89%. 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. VTSAX - Expense Ratio Comparison
DFSIX has a 0.18% expense ratio, which is higher than VTSAX's 0.04% 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. VTSAX - 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 Total Stock Market Index Fund Admiral Shares (VTSAX). 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. VTSAX - Dividend Comparison
DFSIX's dividend yield for the trailing twelve months is around 1.02%, less than VTSAX's 1.25% 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% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.25% | 1.43% | 1.65% | 1.20% | 1.41% | 1.77% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
DFSIX vs. VTSAX - Drawdown Comparison
The maximum DFSIX drawdown since its inception was -53.65%, roughly equal to the maximum VTSAX drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for DFSIX and VTSAX. For additional features, visit the drawdowns tool.
Volatility
DFSIX vs. VTSAX - Volatility Comparison
DFA U.S. Sustainability Core 1 Portfolio (DFSIX) has a higher volatility of 4.45% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 4.07%. This indicates that DFSIX's price experiences larger fluctuations and is considered to be riskier than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.