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 0.94, 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:
0.25
VOO:
0.63
DGEIX:
0.43
VOO:
0.92
DGEIX:
1.05
VOO:
1.12
DGEIX:
0.35
VOO:
0.87
DGEIX:
0.97
VOO:
2.88
DGEIX:
3.40%
VOO:
3.04%
DGEIX:
13.00%
VOO:
13.87%
DGEIX:
-60.58%
VOO:
-33.99%
DGEIX:
-7.89%
VOO:
-8.18%
Returns By Period
In the year-to-date period, DGEIX achieves a -1.65% return, which is significantly higher than VOO's -3.94% return. Over the past 10 years, DGEIX has underperformed VOO with an annualized return of 7.80%, while VOO has yielded a comparatively higher 12.55% annualized return.
DGEIX
-1.65%
-3.68%
-4.11%
3.69%
15.46%
7.80%
VOO
-3.94%
-5.26%
-0.67%
8.88%
19.28%
12.55%
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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 Rank
DGEIX
VOO
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 1.51%, more than VOO's 1.35% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGEIX DFA Global Equity Portfolio Institutional Class | 1.51% | 1.71% | 1.97% | 1.89% | 1.67% | 1.44% | 1.73% | 1.99% | 1.83% | 1.91% | 1.99% | 1.88% |
VOO Vanguard S&P 500 ETF | 1.35% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
Drawdowns
DGEIX vs. VOO - Drawdown Comparison
The maximum DGEIX drawdown since its inception was -60.58%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for DGEIX and VOO. For additional features, visit the drawdowns tool.
Volatility
DGEIX vs. VOO - Volatility Comparison
The current volatility for DFA Global Equity Portfolio Institutional Class (DGEIX) is 5.13%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.76%. This indicates that DGEIX 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.