DFUS vs. VUG
Compare and contrast key facts about Dimensional U.S. Equity ETF (DFUS) and Vanguard Growth ETF (VUG).
DFUS and VUG 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. VUG is a passively managed fund by Vanguard that tracks the performance of the CRSP U.S. Large Cap Growth Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFUS or VUG.
Key characteristics
| DFUS | VUG | |
|---|---|---|
| YTD Return | 26.67% | 31.99% |
| 1Y Return | 38.29% | 42.58% |
| 3Y Return (Ann) | 9.78% | 9.23% |
| Sharpe Ratio | 3.00 | 2.53 |
| Sortino Ratio | 3.97 | 3.26 |
| Omega Ratio | 1.56 | 1.46 |
| Calmar Ratio | 4.42 | 3.28 |
| Martin Ratio | 19.56 | 12.97 |
| Ulcer Index | 1.95% | 3.28% |
| Daily Std Dev | 12.75% | 16.79% |
| Max Drawdown | -24.62% | -50.68% |
| Current Drawdown | -0.40% | 0.00% |
Correlation
The correlation between DFUS and VUG is 0.94, 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. VUG - Performance Comparison
In the year-to-date period, DFUS achieves a 26.67% return, which is significantly lower than VUG's 31.99% 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. VUG - Expense Ratio Comparison
DFUS has a 0.11% expense ratio, which is higher than VUG's 0.04% 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. VUG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional U.S. Equity ETF (DFUS) and Vanguard Growth ETF (VUG). 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. VUG - Dividend Comparison
DFUS's dividend yield for the trailing twelve months is around 1.03%, more than VUG's 0.48% 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% |
VUG Vanguard Growth ETF | 0.48% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
Drawdowns
DFUS vs. VUG - Drawdown Comparison
The maximum DFUS drawdown since its inception was -24.62%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for DFUS and VUG. For additional features, visit the drawdowns tool.
Volatility
DFUS vs. VUG - Volatility Comparison
The current volatility for Dimensional U.S. Equity ETF (DFUS) is 4.23%, while Vanguard Growth ETF (VUG) has a volatility of 5.05%. This indicates that DFUS experiences smaller price fluctuations and is considered to be less risky than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.