DFWIX vs. DNL
Compare and contrast key facts about DFA World ex U.S. Core Equity Portfolio (DFWIX) and WisdomTree Global ex-U.S. Quality Dividend Growth Fund (DNL).
DFWIX is managed by Dimensional Fund Advisors LP. It was launched on Apr 9, 2013. DNL is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Global ex-U.S. Quality Dividend Growth Index. It was launched on Jun 16, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFWIX or DNL.
Correlation
The correlation between DFWIX and DNL is 0.89, 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
DFWIX vs. DNL - Performance Comparison
Key characteristics
DFWIX:
0.51
DNL:
0.17
DFWIX:
0.77
DNL:
0.33
DFWIX:
1.09
DNL:
1.04
DFWIX:
0.65
DNL:
0.18
DFWIX:
1.99
DNL:
0.53
DFWIX:
3.06%
DNL:
4.51%
DFWIX:
11.87%
DNL:
14.39%
DFWIX:
-41.80%
DNL:
-44.53%
DFWIX:
-9.15%
DNL:
-10.53%
Returns By Period
In the year-to-date period, DFWIX achieves a 2.94% return, which is significantly higher than DNL's -0.15% return. Over the past 10 years, DFWIX has underperformed DNL with an annualized return of 5.32%, while DNL has yielded a comparatively higher 6.30% annualized return.
DFWIX
2.94%
-2.33%
-1.61%
4.48%
5.10%
5.32%
DNL
-0.15%
0.14%
-6.70%
0.57%
4.69%
6.30%
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DFWIX vs. DNL - Expense Ratio Comparison
DFWIX has a 0.31% expense ratio, which is lower than DNL's 0.58% expense ratio.
Risk-Adjusted Performance
DFWIX vs. DNL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA World ex U.S. Core Equity Portfolio (DFWIX) and WisdomTree Global ex-U.S. Quality Dividend Growth Fund (DNL). 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
DFWIX vs. DNL - Dividend Comparison
DFWIX's dividend yield for the trailing twelve months is around 2.25%, more than DNL's 1.95% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFWIX DFA World ex U.S. Core Equity Portfolio | 2.25% | 3.36% | 3.11% | 2.88% | 1.81% | 2.36% | 2.97% | 2.36% | 2.59% | 2.31% | 2.41% | 2.19% |
DNL WisdomTree Global ex-U.S. Quality Dividend Growth Fund | 1.95% | 1.81% | 4.82% | 1.37% | 1.76% | 1.93% | 2.55% | 1.86% | 2.51% | 1.98% | 2.37% | 2.30% |
Drawdowns
DFWIX vs. DNL - Drawdown Comparison
The maximum DFWIX drawdown since its inception was -41.80%, smaller than the maximum DNL drawdown of -44.53%. Use the drawdown chart below to compare losses from any high point for DFWIX and DNL. For additional features, visit the drawdowns tool.
Volatility
DFWIX vs. DNL - Volatility Comparison
The current volatility for DFA World ex U.S. Core Equity Portfolio (DFWIX) is 3.16%, while WisdomTree Global ex-U.S. Quality Dividend Growth Fund (DNL) has a volatility of 4.00%. This indicates that DFWIX experiences smaller price fluctuations and is considered to be less risky than DNL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.