DFSVX vs. VOO
Compare and contrast key facts about DFA U.S. Small Cap Value Portfolio I (DFSVX) and Vanguard S&P 500 ETF (VOO).
DFSVX is managed by Dimensional Fund Advisors LP. It was launched on Mar 2, 1993. 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: DFSVX or VOO.
Performance
DFSVX vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, DFSVX achieves a 14.54% return, which is significantly lower than VOO's 25.02% return. Over the past 10 years, DFSVX has underperformed VOO with an annualized return of 9.30%, while VOO has yielded a comparatively higher 13.11% annualized return.
DFSVX
14.54%
2.85%
9.29%
28.01%
14.68%
9.30%
VOO
25.02%
0.63%
11.74%
32.35%
15.50%
13.11%
Key characteristics
| DFSVX | VOO | |
|---|---|---|
| Sharpe Ratio | 1.49 | 2.67 |
| Sortino Ratio | 2.23 | 3.56 |
| Omega Ratio | 1.27 | 1.50 |
| Calmar Ratio | 2.98 | 3.85 |
| Martin Ratio | 8.16 | 17.51 |
| Ulcer Index | 3.65% | 1.86% |
| Daily Std Dev | 20.00% | 12.23% |
| Max Drawdown | -66.70% | -33.99% |
| Current Drawdown | -3.12% | -1.76% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DFSVX vs. VOO - Expense Ratio Comparison
DFSVX has a 0.30% expense ratio, which is higher than VOO's 0.03% expense ratio.
Correlation
The correlation between DFSVX and VOO is 0.79, 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.
Risk-Adjusted Performance
DFSVX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Small Cap Value Portfolio I (DFSVX) 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
DFSVX vs. VOO - Dividend Comparison
DFSVX's dividend yield for the trailing twelve months is around 3.28%, more than VOO's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFSVX DFA U.S. Small Cap Value Portfolio I | 3.28% | 3.67% | 6.77% | 10.40% | 1.96% | 2.83% | 7.54% | 5.62% | 4.53% | 5.83% | 4.53% | 5.09% |
VOO Vanguard S&P 500 ETF | 1.25% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
DFSVX vs. VOO - Drawdown Comparison
The maximum DFSVX drawdown since its inception was -66.70%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for DFSVX and VOO. For additional features, visit the drawdowns tool.
Volatility
DFSVX vs. VOO - Volatility Comparison
DFA U.S. Small Cap Value Portfolio I (DFSVX) has a higher volatility of 8.22% compared to Vanguard S&P 500 ETF (VOO) at 4.09%. This indicates that DFSVX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.