DFVEX vs. IMCG
Compare and contrast key facts about DFA U.S. Vector Equity Fund (DFVEX) and iShares Morningstar Mid-Cap Growth ETF (IMCG).
DFVEX is managed by Dimensional Fund Advisors LP. It was launched on Dec 30, 2005. IMCG is a passively managed fund by iShares that tracks the performance of the Morningstar US Mid Cap Broad Growth Index. It was launched on Jun 28, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFVEX or IMCG.
Key characteristics
| DFVEX | IMCG | |
|---|---|---|
| YTD Return | 8.65% | 8.40% |
| 1Y Return | 29.78% | 26.37% |
| 3Y Return (Ann) | 6.57% | 3.62% |
| 5Y Return (Ann) | 12.38% | 12.38% |
| 10Y Return (Ann) | 9.52% | 12.19% |
| Sharpe Ratio | 1.92 | 1.66 |
| Daily Std Dev | 14.68% | 14.67% |
| Max Drawdown | -62.56% | -58.96% |
| Current Drawdown | -0.34% | -6.67% |
Correlation
The correlation between DFVEX and IMCG is 0.85, 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
DFVEX vs. IMCG - Performance Comparison
The year-to-date returns for both stocks are quite close, with DFVEX having a 8.65% return and IMCG slightly lower at 8.40%. Over the past 10 years, DFVEX has underperformed IMCG with an annualized return of 9.52%, while IMCG has yielded a comparatively higher 12.19% annualized 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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DFVEX vs. IMCG - Expense Ratio Comparison
DFVEX has a 0.28% expense ratio, which is higher than IMCG's 0.06% expense ratio.
Risk-Adjusted Performance
DFVEX vs. IMCG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Vector Equity Fund (DFVEX) and iShares Morningstar Mid-Cap Growth ETF (IMCG). 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
DFVEX vs. IMCG - Dividend Comparison
DFVEX's dividend yield for the trailing twelve months is around 3.08%, more than IMCG's 0.79% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFVEX DFA U.S. Vector Equity Fund | 3.08% | 3.33% | 4.94% | 7.77% | 1.28% | 2.98% | 4.09% | 4.88% | 3.78% | 5.08% | 4.44% | 2.35% |
IMCG iShares Morningstar Mid-Cap Growth ETF | 0.79% | 0.85% | 0.91% | 0.41% | 0.09% | 0.29% | 0.35% | 0.45% | 0.52% | 0.38% | 0.60% | 0.36% |
Drawdowns
DFVEX vs. IMCG - Drawdown Comparison
The maximum DFVEX drawdown since its inception was -62.56%, which is greater than IMCG's maximum drawdown of -58.96%. Use the drawdown chart below to compare losses from any high point for DFVEX and IMCG. For additional features, visit the drawdowns tool.
Volatility
DFVEX vs. IMCG - Volatility Comparison
The current volatility for DFA U.S. Vector Equity Fund (DFVEX) is 3.42%, while iShares Morningstar Mid-Cap Growth ETF (IMCG) has a volatility of 3.87%. This indicates that DFVEX experiences smaller price fluctuations and is considered to be less risky than IMCG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.