DFVQX vs. VOO
Compare and contrast key facts about DFA International Vector Equity Portfolio (DFVQX) and Vanguard S&P 500 ETF (VOO).
DFVQX is managed by Dimensional. It was launched on Aug 13, 2008. 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.
Performance
DFVQX vs. VOO - Performance Comparison
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DFVQX vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFVQX DFA International Vector Equity Portfolio | 0.91% | 38.02% | 4.55% | 17.05% | -12.54% | 15.01% | 6.10% | 20.87% | -19.03% | 27.51% |
VOO Vanguard S&P 500 ETF | -4.42% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, DFVQX achieves a 0.91% return, which is significantly higher than VOO's -4.42% return. Over the past 10 years, DFVQX has underperformed VOO with an annualized return of 9.38%, while VOO has yielded a comparatively higher 14.05% annualized return.
DFVQX
- 1D
- -0.03%
- 1M
- -10.37%
- YTD
- 0.91%
- 6M
- 6.52%
- 1Y
- 29.67%
- 3Y*
- 16.78%
- 5Y*
- 9.77%
- 10Y*
- 9.38%
VOO
- 1D
- 2.86%
- 1M
- -5.01%
- YTD
- -4.42%
- 6M
- -1.84%
- 1Y
- 17.67%
- 3Y*
- 18.27%
- 5Y*
- 11.75%
- 10Y*
- 14.05%
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DFVQX vs. VOO - Expense Ratio Comparison
DFVQX has a 0.36% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
DFVQX vs. VOO — Risk / Return Rank
DFVQX
VOO
DFVQX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Vector Equity Portfolio (DFVQX) 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.
| DFVQX | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.86 | 0.98 | +0.88 |
Sortino ratioReturn per unit of downside risk | 2.41 | 1.50 | +0.91 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.23 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 2.21 | 1.53 | +0.68 |
Martin ratioReturn relative to average drawdown | 9.17 | 7.29 | +1.88 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DFVQX | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.86 | 0.98 | +0.88 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.70 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.78 | -0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.83 | -0.26 |
Correlation
The correlation between DFVQX and VOO is 0.75, 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.
Dividends
DFVQX vs. VOO - Dividend Comparison
DFVQX's dividend yield for the trailing twelve months is around 3.22%, more than VOO's 1.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFVQX DFA International Vector Equity Portfolio | 3.22% | 3.06% | 3.56% | 3.47% | 2.73% | 4.76% | 1.79% | 2.68% | 5.96% | 1.81% | 2.15% | 2.77% |
VOO Vanguard S&P 500 ETF | 1.19% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
DFVQX vs. VOO - Drawdown Comparison
The maximum DFVQX drawdown since its inception was -44.58%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for DFVQX and VOO.
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Drawdown Indicators
| DFVQX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.58% | -33.99% | -10.59% |
Max Drawdown (1Y)Largest decline over 1 year | -10.98% | -11.98% | +1.00% |
Max Drawdown (5Y)Largest decline over 5 years | -28.33% | -24.52% | -3.81% |
Max Drawdown (10Y)Largest decline over 10 years | -44.58% | -33.99% | -10.59% |
Current DrawdownCurrent decline from peak | -10.37% | -6.29% | -4.08% |
Average DrawdownAverage peak-to-trough decline | -7.92% | -3.72% | -4.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.85% | 2.52% | +0.33% |
Volatility
DFVQX vs. VOO - Volatility Comparison
DFA International Vector Equity Portfolio (DFVQX) has a higher volatility of 6.20% compared to Vanguard S&P 500 ETF (VOO) at 5.29%. This indicates that DFVQX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFVQX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.20% | 5.29% | +0.91% |
Volatility (6M)Calculated over the trailing 6-month period | 9.84% | 9.44% | +0.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.48% | 18.10% | -2.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.52% | 16.82% | -1.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.48% | 17.99% | -1.51% |