DFSTX vs. VBK
Compare and contrast key facts about DFA U.S. Small Cap Portfolio (DFSTX) and Vanguard Small-Cap Growth ETF (VBK).
DFSTX is managed by Dimensional Fund Advisors LP. It was launched on Mar 19, 1992. VBK is a passively managed fund by Vanguard that tracks the performance of the MSCI US Small Cap Growth Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFSTX or VBK.
Correlation
The correlation between DFSTX and VBK is 0.92, 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
DFSTX vs. VBK - Performance Comparison
Key characteristics
DFSTX:
-0.45
VBK:
-0.49
DFSTX:
-0.50
VBK:
-0.53
DFSTX:
0.94
VBK:
0.93
DFSTX:
-0.40
VBK:
-0.42
DFSTX:
-1.47
VBK:
-1.62
DFSTX:
6.35%
VBK:
6.43%
DFSTX:
20.56%
VBK:
21.23%
DFSTX:
-63.18%
VBK:
-58.69%
DFSTX:
-23.28%
VBK:
-25.10%
Returns By Period
In the year-to-date period, DFSTX achieves a -16.26% return, which is significantly higher than VBK's -18.76% return. Over the past 10 years, DFSTX has underperformed VBK with an annualized return of 3.52%, while VBK has yielded a comparatively higher 6.21% annualized return.
DFSTX
-16.26%
-12.02%
-15.26%
-8.41%
14.96%
3.52%
VBK
-18.76%
-14.79%
-14.91%
-9.50%
10.84%
6.21%
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DFSTX vs. VBK - Expense Ratio Comparison
DFSTX has a 0.27% expense ratio, which is higher than VBK'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
DFSTX vs. VBK — Risk-Adjusted Performance Rank
DFSTX
VBK
DFSTX vs. VBK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Small Cap Portfolio (DFSTX) and Vanguard Small-Cap Growth ETF (VBK). 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
DFSTX vs. VBK - Dividend Comparison
DFSTX's dividend yield for the trailing twelve months is around 1.29%, more than VBK's 0.66% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFSTX DFA U.S. Small Cap Portfolio | 1.29% | 1.05% | 1.15% | 1.14% | 0.99% | 1.08% | 1.00% | 1.13% | 1.02% | 0.98% | 1.20% | 0.86% |
VBK Vanguard Small-Cap Growth ETF | 0.66% | 0.54% | 0.68% | 0.55% | 0.36% | 0.44% | 0.57% | 0.79% | 0.82% | 1.08% | 0.98% | 1.01% |
Drawdowns
DFSTX vs. VBK - Drawdown Comparison
The maximum DFSTX drawdown since its inception was -63.18%, which is greater than VBK's maximum drawdown of -58.69%. Use the drawdown chart below to compare losses from any high point for DFSTX and VBK. For additional features, visit the drawdowns tool.
Volatility
DFSTX vs. VBK - Volatility Comparison
The current volatility for DFA U.S. Small Cap Portfolio (DFSTX) is 10.08%, while Vanguard Small-Cap Growth ETF (VBK) has a volatility of 11.22%. This indicates that DFSTX experiences smaller price fluctuations and is considered to be less risky than VBK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.