DFUS vs. VBTLX
Compare and contrast key facts about Dimensional U.S. Equity ETF (DFUS) and Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX).
DFUS is an actively managed fund by Dimensional Fund Advisors LP. It was launched on Jun 14, 2021. VBTLX is managed by Vanguard. It was launched on Nov 12, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFUS or VBTLX.
Key characteristics
| DFUS | VBTLX | |
|---|---|---|
| YTD Return | 26.24% | 2.01% |
| 1Y Return | 38.73% | 7.82% |
| 3Y Return (Ann) | 9.51% | -2.38% |
| Sharpe Ratio | 3.01 | 1.42 |
| Sortino Ratio | 3.99 | 2.10 |
| Omega Ratio | 1.56 | 1.26 |
| Calmar Ratio | 4.47 | 0.52 |
| Martin Ratio | 19.79 | 5.07 |
| Ulcer Index | 1.96% | 1.63% |
| Daily Std Dev | 12.86% | 5.83% |
| Max Drawdown | -24.62% | -19.05% |
| Current Drawdown | 0.00% | -8.70% |
Correlation
The correlation between DFUS and VBTLX is 0.12, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
DFUS vs. VBTLX - Performance Comparison
In the year-to-date period, DFUS achieves a 26.24% return, which is significantly higher than VBTLX's 2.01% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DFUS vs. VBTLX - Expense Ratio Comparison
DFUS has a 0.11% expense ratio, which is higher than VBTLX's 0.05% 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
DFUS vs. VBTLX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional U.S. Equity ETF (DFUS) and Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX). 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
DFUS vs. VBTLX - Dividend Comparison
DFUS's dividend yield for the trailing twelve months is around 1.03%, less than VBTLX's 3.58% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFUS Dimensional U.S. Equity ETF | 1.03% | 1.33% | 1.48% | 0.85% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 3.58% | 3.11% | 2.51% | 1.90% | 2.23% | 2.74% | 2.78% | 2.51% | 2.49% | 2.48% | 2.55% | 2.56% |
Drawdowns
DFUS vs. VBTLX - Drawdown Comparison
The maximum DFUS drawdown since its inception was -24.62%, which is greater than VBTLX's maximum drawdown of -19.05%. Use the drawdown chart below to compare losses from any high point for DFUS and VBTLX. For additional features, visit the drawdowns tool.
Volatility
DFUS vs. VBTLX - Volatility Comparison
Dimensional U.S. Equity ETF (DFUS) has a higher volatility of 4.29% compared to Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX) at 1.65%. This indicates that DFUS's price experiences larger fluctuations and is considered to be riskier than VBTLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.