DFSPX vs. VOO
Compare and contrast key facts about DFA International Sustainability Core 1 Portfolio (DFSPX) and Vanguard S&P 500 ETF (VOO).
DFSPX 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: DFSPX or VOO.
Correlation
The correlation between DFSPX and VOO is 0.80, 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. VOO - Performance Comparison
Key characteristics
DFSPX:
0.83
VOO:
0.57
DFSPX:
1.24
VOO:
0.92
DFSPX:
1.17
VOO:
1.13
DFSPX:
1.09
VOO:
0.59
DFSPX:
3.08
VOO:
2.33
DFSPX:
4.38%
VOO:
4.70%
DFSPX:
16.19%
VOO:
19.10%
DFSPX:
-55.89%
VOO:
-33.99%
DFSPX:
-0.57%
VOO:
-8.61%
Returns By Period
In the year-to-date period, DFSPX achieves a 11.18% return, which is significantly higher than VOO's -4.39% return. Over the past 10 years, DFSPX has underperformed VOO with an annualized return of 5.94%, while VOO has yielded a comparatively higher 12.23% annualized return.
DFSPX
11.18%
4.53%
8.63%
15.15%
12.24%
5.94%
VOO
-4.39%
-0.47%
-1.13%
13.11%
16.41%
12.23%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DFSPX vs. VOO - Expense Ratio Comparison
DFSPX has a 0.24% 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
DFSPX vs. VOO — Risk-Adjusted Performance Rank
DFSPX
VOO
DFSPX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Sustainability Core 1 Portfolio (DFSPX) 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
DFSPX vs. VOO - Dividend Comparison
DFSPX's dividend yield for the trailing twelve months is around 2.79%, more than VOO's 1.36% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFSPX DFA International Sustainability Core 1 Portfolio | 2.79% | 3.06% | 2.60% | 2.27% | 2.63% | 1.45% | 2.52% | 2.61% | 2.33% | 2.49% | 2.42% | 3.10% |
VOO Vanguard S&P 500 ETF | 1.36% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
Drawdowns
DFSPX vs. VOO - Drawdown Comparison
The maximum DFSPX drawdown since its inception was -55.89%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for DFSPX and VOO. For additional features, visit the drawdowns tool.
Volatility
DFSPX vs. VOO - Volatility Comparison
The current volatility for DFA International Sustainability Core 1 Portfolio (DFSPX) is 10.09%, while Vanguard S&P 500 ETF (VOO) has a volatility of 13.84%. This indicates that DFSPX 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.