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DFUV vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


DFUVVOO
YTD Return10.06%19.06%
1Y Return16.99%26.65%
Sharpe Ratio1.412.18
Daily Std Dev13.04%12.72%
Max Drawdown-15.35%-33.99%
Current Drawdown-2.45%-0.48%

Correlation

-0.50.00.51.00.8

The correlation between DFUV and VOO is 0.83, 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

DFUV vs. VOO - Performance Comparison

In the year-to-date period, DFUV achieves a 10.06% return, which is significantly lower than VOO's 19.06% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


20.00%25.00%30.00%35.00%40.00%45.00%AprilMayJuneJulyAugustSeptember
26.16%
46.35%
DFUV
VOO

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DFUV vs. VOO - Expense Ratio Comparison

DFUV has a 0.21% 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%.


DFUV
Dimensional US Marketwide Value ETF
Expense ratio chart for DFUV: current value at 0.21% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.21%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

DFUV vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional US Marketwide Value ETF (DFUV) 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.


DFUV
Sharpe ratio
The chart of Sharpe ratio for DFUV, currently valued at 1.41, compared to the broader market0.002.004.001.41
Sortino ratio
The chart of Sortino ratio for DFUV, currently valued at 2.00, compared to the broader market-2.000.002.004.006.008.0010.0012.002.00
Omega ratio
The chart of Omega ratio for DFUV, currently valued at 1.24, compared to the broader market0.501.001.502.002.503.001.24
Calmar ratio
The chart of Calmar ratio for DFUV, currently valued at 1.59, compared to the broader market0.005.0010.0015.001.59
Martin ratio
The chart of Martin ratio for DFUV, currently valued at 5.83, compared to the broader market0.0020.0040.0060.0080.00100.005.83
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 2.18, compared to the broader market0.002.004.002.18
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 2.93, compared to the broader market-2.000.002.004.006.008.0010.0012.002.93
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.39, compared to the broader market0.501.001.502.002.503.001.39
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 2.78, compared to the broader market0.005.0010.0015.002.78
Martin ratio
The chart of Martin ratio for VOO, currently valued at 10.59, compared to the broader market0.0020.0040.0060.0080.00100.0010.59

DFUV vs. VOO - Sharpe Ratio Comparison

The current DFUV Sharpe Ratio is 1.41, which is lower than the VOO Sharpe Ratio of 2.18. The chart below compares the 12-month rolling Sharpe Ratio of DFUV and VOO.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00AprilMayJuneJulyAugustSeptember
1.41
2.18
DFUV
VOO

Dividends

DFUV vs. VOO - Dividend Comparison

DFUV's dividend yield for the trailing twelve months is around 1.58%, more than VOO's 1.28% yield.


TTM20232022202120202019201820172016201520142013
DFUV
Dimensional US Marketwide Value ETF
1.58%1.72%1.34%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.28%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

DFUV vs. VOO - Drawdown Comparison

The maximum DFUV drawdown since its inception was -15.35%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for DFUV and VOO. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-2.45%
-0.48%
DFUV
VOO

Volatility

DFUV vs. VOO - Volatility Comparison

The current volatility for Dimensional US Marketwide Value ETF (DFUV) is 4.03%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.25%. This indicates that DFUV experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%AprilMayJuneJulyAugustSeptember
4.03%
4.25%
DFUV
VOO