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:
0.57
VOO:
2.21
DGSIX:
0.74
VOO:
2.93
DGSIX:
1.13
VOO:
1.41
DGSIX:
0.63
VOO:
3.25
DGSIX:
3.55
VOO:
14.47
DGSIX:
1.50%
VOO:
1.90%
DGSIX:
9.30%
VOO:
12.43%
DGSIX:
-38.20%
VOO:
-33.99%
DGSIX:
-8.47%
VOO:
-2.87%
Returns By Period
In the year-to-date period, DGSIX achieves a 4.87% return, which is significantly lower than VOO's 25.49% return. Over the past 10 years, DGSIX has underperformed VOO with an annualized return of 6.10%, while VOO has yielded a comparatively higher 13.04% annualized return.
DGSIX
4.87%
-6.71%
-1.78%
6.18%
6.07%
6.10%
VOO
25.49%
0.01%
8.65%
27.45%
14.70%
13.04%
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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 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 1.34%, more than VOO's 0.91% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGSIX DFA Global Allocation 60/40 Portfolio | 1.34% | 2.55% | 1.69% | 1.69% | 1.20% | 1.94% | 2.60% | 1.82% | 1.88% | 1.92% | 1.98% | 1.62% |
VOO Vanguard S&P 500 ETF | 0.91% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
DGSIX vs. VOO - Drawdown Comparison
The maximum DGSIX drawdown since its inception was -38.20%, 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 6.13% compared to Vanguard S&P 500 ETF (VOO) at 3.64%. 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.