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DFUS vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


DFUSVTI
YTD Return10.17%9.95%
1Y Return32.53%31.95%
Sharpe Ratio2.882.84
Daily Std Dev11.97%11.94%
Max Drawdown-24.62%-55.45%
Current Drawdown0.00%0.00%

Correlation

1.00
-1.001.00

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.

Performance

DFUS vs. VTI - Performance Comparison

The year-to-date returns for both stocks are quite close, with DFUS having a 10.17% return and VTI slightly lower at 9.95%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%OctoberNovemberDecember2024FebruaryMarch
27.20%
22.84%
DFUS
VTI

Compare stocks, funds, or ETFs


Dimensional U.S. Equity ETF

Vanguard Total Stock Market ETF

DFUS vs. VTI - Expense Ratio Comparison

DFUS has a 0.11% expense ratio, which is higher than VTI's 0.03% expense ratio.

DFUS
Dimensional U.S. Equity ETF
0.50%1.00%1.50%2.00%0.11%
0.50%1.00%1.50%2.00%0.03%

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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
DFUS
Dimensional U.S. Equity ETF
2.88
VTI
Vanguard Total Stock Market ETF
2.84

DFUS vs. VTI - Sharpe Ratio Comparison

The current DFUS Sharpe Ratio is 2.88, which roughly equals the VTI Sharpe Ratio of 2.84. The chart below compares the 12-month rolling Sharpe Ratio of DFUS and VTI.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
2.88
2.84
DFUS
VTI

Dividends

DFUS vs. VTI - Dividend Comparison

DFUS's dividend yield for the trailing twelve months is around 1.18%, less than VTI's 1.36% yield.


TTM20232022202120202019201820172016201520142013
DFUS
Dimensional U.S. Equity ETF
1.18%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
1.36%1.44%1.66%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%. The drawdown chart below compares losses from any high point along the way for DFUS and VTI


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
DFUS
VTI

Volatility

DFUS vs. VTI - Volatility Comparison

Dimensional U.S. Equity ETF (DFUS) and Vanguard Total Stock Market ETF (VTI) have volatilities of 2.83% and 2.78%, 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.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%5.50%OctoberNovemberDecember2024FebruaryMarch
2.83%
2.78%
DFUS
VTI