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 0.95, 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:
0.96
VEU:
1.02
DFSPX:
1.40
VEU:
1.47
DFSPX:
1.17
VEU:
1.18
DFSPX:
1.22
VEU:
1.31
DFSPX:
2.94
VEU:
3.23
DFSPX:
4.15%
VEU:
3.97%
DFSPX:
12.70%
VEU:
12.61%
DFSPX:
-55.89%
VEU:
-61.52%
DFSPX:
-1.83%
VEU:
-1.58%
Returns By Period
The year-to-date returns for both investments are quite close, with DFSPX having a 7.37% return and VEU slightly higher at 7.42%. Over the past 10 years, DFSPX has outperformed VEU with an annualized return of 5.97%, while VEU has yielded a comparatively lower 5.38% annualized return.
DFSPX
7.37%
4.28%
2.61%
11.73%
6.93%
5.97%
VEU
7.42%
4.69%
3.70%
12.41%
6.34%
5.38%
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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 2.85%, less than VEU's 3.02% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFSPX DFA International Sustainability Core 1 Portfolio | 2.85% | 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 | 3.02% | 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
DFA International Sustainability Core 1 Portfolio (DFSPX) and Vanguard FTSE All-World ex-US ETF (VEU) have volatilities of 3.22% and 3.12%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.