DFUS vs. VTI
Compare and contrast key facts about Dimensional U.S. Equity ETF (DFUS) and Vanguard Total Stock Market ETF (VTI).
DFUS and VTI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DFUS is an actively managed fund by Dimensional Fund Advisors LP. It was launched on Jun 14, 2021. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFUS or VTI.
Performance
DFUS vs. VTI - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with DFUS having a 26.67% return and VTI slightly lower at 26.27%.
DFUS
26.67%
4.11%
13.76%
33.61%
N/A
N/A
VTI
26.27%
4.02%
13.98%
33.61%
15.21%
12.73%
Key characteristics
| DFUS | VTI | |
|---|---|---|
| Sharpe Ratio | 2.65 | 2.69 |
| Sortino Ratio | 3.51 | 3.58 |
| Omega Ratio | 1.49 | 1.49 |
| Calmar Ratio | 3.88 | 3.92 |
| Martin Ratio | 17.05 | 17.17 |
| Ulcer Index | 1.97% | 1.96% |
| Daily Std Dev | 12.69% | 12.51% |
| Max Drawdown | -24.62% | -55.45% |
| Current Drawdown | -0.40% | -0.35% |
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DFUS vs. VTI - Expense Ratio Comparison
DFUS has a 0.11% expense ratio, which is higher than VTI'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%.
Correlation
The correlation between DFUS and VTI is 1.00, 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
DFUS vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional U.S. Equity ETF (DFUS) and Vanguard Total Stock Market ETF (VTI). 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. VTI - Dividend Comparison
DFUS's dividend yield for the trailing twelve months is around 1.03%, less than VTI's 1.26% 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% |
VTI Vanguard Total Stock Market ETF | 1.26% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
DFUS vs. VTI - Drawdown Comparison
The maximum DFUS drawdown since its inception was -24.62%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for DFUS and VTI. For additional features, visit the drawdowns tool.
Volatility
DFUS vs. VTI - Volatility Comparison
Dimensional U.S. Equity ETF (DFUS) and Vanguard Total Stock Market ETF (VTI) have volatilities of 4.30% and 4.20%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.