DGEIX vs. VOO
Compare and contrast key facts about DFA Global Equity Portfolio Institutional Class (DGEIX) and Vanguard S&P 500 ETF (VOO).
DGEIX is managed by Dimensional Fund Advisors LP. It was launched on Dec 24, 2003. 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DGEIX or VOO.
Correlation
The correlation between DGEIX and VOO 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.
Performance
DGEIX vs. VOO - Performance Comparison
Key characteristics
DGEIX:
1.08
VOO:
2.04
DGEIX:
1.49
VOO:
2.72
DGEIX:
1.20
VOO:
1.38
DGEIX:
1.67
VOO:
3.02
DGEIX:
6.60
VOO:
13.60
DGEIX:
1.99%
VOO:
1.88%
DGEIX:
12.23%
VOO:
12.52%
DGEIX:
-59.77%
VOO:
-33.99%
DGEIX:
-7.28%
VOO:
-3.52%
Returns By Period
In the year-to-date period, DGEIX achieves a 12.45% return, which is significantly lower than VOO's 24.65% return. Over the past 10 years, DGEIX has underperformed VOO with an annualized return of 9.26%, while VOO has yielded a comparatively higher 13.02% annualized return.
DGEIX
12.45%
-4.67%
2.31%
14.71%
10.18%
9.26%
VOO
24.65%
-0.29%
7.63%
24.77%
14.57%
13.02%
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DGEIX vs. VOO - Expense Ratio Comparison
DGEIX has a 0.25% 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%.
Risk-Adjusted Performance
DGEIX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Global Equity Portfolio Institutional Class (DGEIX) 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.
Dividends
DGEIX vs. VOO - Dividend Comparison
DGEIX's dividend yield for the trailing twelve months is around 1.18%, less than VOO's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGEIX DFA Global Equity Portfolio Institutional Class | 1.18% | 1.97% | 1.89% | 1.67% | 1.44% | 1.73% | 1.99% | 1.83% | 1.91% | 1.99% | 1.88% | 1.70% |
VOO Vanguard S&P 500 ETF | 0.92% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
DGEIX vs. VOO - Drawdown Comparison
The maximum DGEIX drawdown since its inception was -59.77%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for DGEIX and VOO. For additional features, visit the drawdowns tool.
Volatility
DGEIX vs. VOO - Volatility Comparison
DFA Global Equity Portfolio Institutional Class (DGEIX) has a higher volatility of 4.21% compared to Vanguard S&P 500 ETF (VOO) at 3.56%. This indicates that DGEIX'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.