DGSIX vs. VOO
Compare and contrast key facts about DFA Global Allocation 60/40 Portfolio (DGSIX) and Vanguard S&P 500 ETF (VOO).
DGSIX is managed by Dimensional Fund Advisors LP. It was launched on Dec 23, 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: DGSIX or VOO.
Correlation
The correlation between DGSIX and VOO is 0.93, 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
DGSIX vs. VOO - Performance Comparison
Key characteristics
DGSIX:
0.91
VOO:
2.04
DGSIX:
1.18
VOO:
2.72
DGSIX:
1.19
VOO:
1.38
DGSIX:
0.85
VOO:
3.09
DGSIX:
3.61
VOO:
13.04
DGSIX:
2.18%
VOO:
2.00%
DGSIX:
8.66%
VOO:
12.79%
DGSIX:
-42.05%
VOO:
-33.99%
DGSIX:
-6.27%
VOO:
-2.15%
Returns By Period
In the year-to-date period, DGSIX achieves a 0.76% return, which is significantly lower than VOO's 1.16% return. Over the past 10 years, DGSIX has underperformed VOO with an annualized return of 5.13%, while VOO has yielded a comparatively higher 13.46% annualized return.
DGSIX
0.76%
-1.13%
-1.62%
8.52%
3.94%
5.13%
VOO
1.16%
-1.97%
7.17%
26.51%
14.13%
13.46%
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DGSIX vs. VOO - Expense Ratio Comparison
DGSIX has a 0.24% 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
DGSIX vs. VOO — Risk-Adjusted Performance Rank
DGSIX
VOO
DGSIX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Global Allocation 60/40 Portfolio (DGSIX) 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
DGSIX vs. VOO - Dividend Comparison
DGSIX's dividend yield for the trailing twelve months is around 2.69%, more than VOO's 1.23% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGSIX DFA Global Allocation 60/40 Portfolio | 2.69% | 2.71% | 2.55% | 1.69% | 1.69% | 1.20% | 1.94% | 2.60% | 1.82% | 1.88% | 1.92% | 1.98% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
Drawdowns
DGSIX vs. VOO - Drawdown Comparison
The maximum DGSIX drawdown since its inception was -42.05%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for DGSIX and VOO. For additional features, visit the drawdowns tool.
Volatility
DGSIX vs. VOO - Volatility Comparison
DFA Global Allocation 60/40 Portfolio (DGSIX) has a higher volatility of 5.21% compared to Vanguard S&P 500 ETF (VOO) at 4.96%. This indicates that DGSIX'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.