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.
Key characteristics
DFSVX | VOO | |
---|---|---|
YTD Return | 1.57% | 7.94% |
1Y Return | 29.61% | 28.21% |
3Y Return (Ann) | 7.27% | 8.82% |
5Y Return (Ann) | 11.03% | 13.59% |
10Y Return (Ann) | 8.44% | 12.69% |
Sharpe Ratio | 1.46 | 2.33 |
Daily Std Dev | 18.60% | 11.70% |
Max Drawdown | -66.70% | -33.99% |
Current Drawdown | -3.25% | -2.36% |
Correlation
The correlation between DFSVX 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
DFSVX vs. VOO - Performance Comparison
In the year-to-date period, DFSVX achieves a 1.57% return, which is significantly lower than VOO's 7.94% return. Over the past 10 years, DFSVX has underperformed VOO with an annualized return of 8.44%, while VOO has yielded a comparatively higher 12.69% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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.
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 3.62%, more than VOO's 1.36% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
DFA U.S. Small Cap Value Portfolio I | 3.62% | 3.67% | 6.77% | 10.40% | 1.96% | 2.83% | 7.54% | 5.62% | 4.53% | 5.83% | 4.53% | 5.09% |
Vanguard S&P 500 ETF | 1.36% | 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 5.07% 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.