DFUSX vs. VWENX
Compare and contrast key facts about DFA U.S. Large Company Portfolio (DFUSX) and Vanguard Wellington Fund Admiral Shares (VWENX).
DFUSX is managed by Dimensional Fund Advisors LP. It was launched on Sep 23, 1999. VWENX is managed by Vanguard. It was launched on May 14, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFUSX or VWENX.
Performance
DFUSX vs. VWENX - Performance Comparison
Returns By Period
In the year-to-date period, DFUSX achieves a 26.61% return, which is significantly higher than VWENX's 15.49% return. Over the past 10 years, DFUSX has outperformed VWENX with an annualized return of 13.20%, while VWENX has yielded a comparatively lower 4.26% annualized return.
DFUSX
26.61%
3.09%
13.24%
32.76%
15.72%
13.20%
VWENX
15.49%
1.71%
8.47%
20.21%
4.58%
4.26%
Key characteristics
| DFUSX | VWENX | |
|---|---|---|
| Sharpe Ratio | 2.67 | 2.42 |
| Sortino Ratio | 3.56 | 3.36 |
| Omega Ratio | 1.50 | 1.45 |
| Calmar Ratio | 3.87 | 1.19 |
| Martin Ratio | 17.42 | 16.55 |
| Ulcer Index | 1.88% | 1.22% |
| Daily Std Dev | 12.27% | 8.34% |
| Max Drawdown | -54.96% | -38.68% |
| Current Drawdown | -0.45% | -0.86% |
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DFUSX vs. VWENX - Expense Ratio Comparison
DFUSX has a 0.08% expense ratio, which is lower than VWENX's 0.16% expense ratio. Despite the difference, 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 VWENX is 0.95, 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. VWENX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Large Company Portfolio (DFUSX) and Vanguard Wellington Fund Admiral Shares (VWENX). 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. VWENX - Dividend Comparison
DFUSX's dividend yield for the trailing twelve months is around 1.10%, less than VWENX's 5.48% 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% |
VWENX Vanguard Wellington Fund Admiral Shares | 5.48% | 6.08% | 2.34% | 1.79% | 2.15% | 2.61% | 3.10% | 2.53% | 2.64% | 2.81% | 2.63% | 2.58% |
Drawdowns
DFUSX vs. VWENX - Drawdown Comparison
The maximum DFUSX drawdown since its inception was -54.96%, which is greater than VWENX's maximum drawdown of -38.68%. Use the drawdown chart below to compare losses from any high point for DFUSX and VWENX. For additional features, visit the drawdowns tool.
Volatility
DFUSX vs. VWENX - Volatility Comparison
DFA U.S. Large Company Portfolio (DFUSX) has a higher volatility of 3.97% compared to Vanguard Wellington Fund Admiral Shares (VWENX) at 2.65%. This indicates that DFUSX's price experiences larger fluctuations and is considered to be riskier than VWENX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.