DFSPX vs. VEU
Compare and contrast key facts about DFA International Sustainability Core 1 Portfolio (DFSPX) and Vanguard FTSE All-World ex-US ETF (VEU).
DFSPX is managed by Dimensional Fund Advisors LP. It was launched on Mar 12, 2008. VEU is a passively managed fund by Vanguard that tracks the performance of the FTSE All-World ex US Index. It was launched on Mar 2, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFSPX or VEU.
Correlation
The correlation between DFSPX and VEU is 0.81, 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
DFSPX vs. VEU - Performance Comparison
Key characteristics
DFSPX:
0.92
VEU:
0.68
DFSPX:
1.35
VEU:
1.07
DFSPX:
1.18
VEU:
1.14
DFSPX:
1.20
VEU:
0.85
DFSPX:
3.40
VEU:
2.65
DFSPX:
4.38%
VEU:
4.37%
DFSPX:
16.23%
VEU:
16.93%
DFSPX:
-55.89%
VEU:
-61.52%
DFSPX:
0.00%
VEU:
-0.71%
Returns By Period
In the year-to-date period, DFSPX achieves a 11.82% return, which is significantly higher than VEU's 8.92% return. Over the past 10 years, DFSPX has outperformed VEU with an annualized return of 6.01%, while VEU has yielded a comparatively lower 5.05% annualized return.
DFSPX
11.82%
5.29%
8.34%
15.72%
12.38%
6.01%
VEU
8.92%
2.77%
5.00%
12.47%
11.21%
5.05%
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DFSPX vs. VEU - Expense Ratio Comparison
DFSPX has a 0.24% expense ratio, which is higher than VEU's 0.07% 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
DFSPX vs. VEU — Risk-Adjusted Performance Rank
DFSPX
VEU
DFSPX vs. VEU - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Sustainability Core 1 Portfolio (DFSPX) and Vanguard FTSE All-World ex-US ETF (VEU). 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
DFSPX vs. VEU - Dividend Comparison
DFSPX's dividend yield for the trailing twelve months is around 2.78%, less than VEU's 2.95% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFSPX DFA International Sustainability Core 1 Portfolio | 2.78% | 3.06% | 2.60% | 2.27% | 2.63% | 1.45% | 2.52% | 2.61% | 2.33% | 2.49% | 2.42% | 3.10% |
VEU Vanguard FTSE All-World ex-US ETF | 2.95% | 3.24% | 3.32% | 3.12% | 3.07% | 2.00% | 3.10% | 3.27% | 2.66% | 2.96% | 2.95% | 3.52% |
Drawdowns
DFSPX vs. VEU - Drawdown Comparison
The maximum DFSPX drawdown since its inception was -55.89%, smaller than the maximum VEU drawdown of -61.52%. Use the drawdown chart below to compare losses from any high point for DFSPX and VEU. For additional features, visit the drawdowns tool.
Volatility
DFSPX vs. VEU - Volatility Comparison
The current volatility for DFA International Sustainability Core 1 Portfolio (DFSPX) is 10.06%, while Vanguard FTSE All-World ex-US ETF (VEU) has a volatility of 11.15%. This indicates that DFSPX experiences smaller price fluctuations and is considered to be less risky than VEU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.