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.
Key characteristics
| DGSIX | VOO | |
|---|---|---|
| YTD Return | 12.56% | 26.13% |
| 1Y Return | 18.60% | 33.91% |
| 3Y Return (Ann) | 4.34% | 9.98% |
| 5Y Return (Ann) | 8.05% | 15.61% |
| 10Y Return (Ann) | 6.86% | 13.33% |
| Sharpe Ratio | 2.58 | 2.82 |
| Sortino Ratio | 3.68 | 3.76 |
| Omega Ratio | 1.49 | 1.53 |
| Calmar Ratio | 3.86 | 4.05 |
| Martin Ratio | 17.33 | 18.48 |
| Ulcer Index | 1.08% | 1.85% |
| Daily Std Dev | 7.25% | 12.12% |
| Max Drawdown | -38.20% | -33.99% |
| Current Drawdown | -0.97% | -0.88% |
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
In the year-to-date period, DGSIX achieves a 12.56% return, which is significantly lower than VOO's 26.13% return. Over the past 10 years, DGSIX has underperformed VOO with an annualized return of 6.86%, while VOO has yielded a comparatively higher 13.33% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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 2.52%, more than VOO's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGSIX DFA Global Allocation 60/40 Portfolio | 2.52% | 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 | 1.24% | 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
The current volatility for DFA Global Allocation 60/40 Portfolio (DGSIX) is 2.09%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.84%. This indicates that DGSIX 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.