DFUSX vs. VOO
Compare and contrast key facts about DFA U.S. Large Company Portfolio (DFUSX) and Vanguard S&P 500 ETF (VOO).
DFUSX is managed by Dimensional Fund Advisors LP. It was launched on Sep 23, 1999. 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: DFUSX or VOO.
Performance
DFUSX vs. VOO - Performance Comparison
Returns By Period
As of year-to-date, both investments have demonstrated similar returns, with DFUSX at 26.16% and VOO at 26.16%. Both investments have delivered pretty close results over the past 10 years, with DFUSX having a 13.15% annualized return and VOO not far ahead at 13.18%.
DFUSX
26.16%
1.78%
13.65%
32.30%
15.65%
13.15%
VOO
26.16%
1.77%
13.62%
32.33%
15.68%
13.18%
Key characteristics
| DFUSX | VOO | |
|---|---|---|
| Sharpe Ratio | 2.67 | 2.70 |
| Sortino Ratio | 3.56 | 3.60 |
| Omega Ratio | 1.50 | 1.50 |
| Calmar Ratio | 3.88 | 3.90 |
| Martin Ratio | 17.45 | 17.65 |
| Ulcer Index | 1.88% | 1.86% |
| Daily Std Dev | 12.27% | 12.19% |
| Max Drawdown | -54.96% | -33.99% |
| Current Drawdown | -0.80% | -0.86% |
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DFUSX vs. VOO - Expense Ratio Comparison
DFUSX has a 0.08% expense ratio, which is higher than VOO'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 DFUSX and VOO is 0.99, 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
DFUSX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Large Company Portfolio (DFUSX) 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
DFUSX vs. VOO - Dividend Comparison
DFUSX's dividend yield for the trailing twelve months is around 1.10%, less than VOO's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFUSX DFA U.S. Large Company Portfolio | 1.10% | 1.34% | 1.58% | 1.14% | 1.60% | 1.76% | 1.95% | 1.86% | 2.08% | 2.02% | 1.81% | 1.79% |
VOO Vanguard S&P 500 ETF | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
DFUSX vs. VOO - Drawdown Comparison
The maximum DFUSX drawdown since its inception was -54.96%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for DFUSX and VOO. For additional features, visit the drawdowns tool.
Volatility
DFUSX vs. VOO - Volatility Comparison
DFA U.S. Large Company Portfolio (DFUSX) and Vanguard S&P 500 ETF (VOO) have volatilities of 3.96% and 3.99%, 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.