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.
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.
Performance
DGSIX vs. VOO - Performance Comparison
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Key characteristics
DGSIX:
0.38
VOO:
0.74
DGSIX:
0.51
VOO:
1.04
DGSIX:
1.08
VOO:
1.15
DGSIX:
0.27
VOO:
0.68
DGSIX:
0.79
VOO:
2.58
DGSIX:
4.64%
VOO:
4.93%
DGSIX:
11.30%
VOO:
19.54%
DGSIX:
-42.05%
VOO:
-33.99%
DGSIX:
-4.09%
VOO:
-3.55%
Returns By Period
In the year-to-date period, DGSIX achieves a 3.10% return, which is significantly higher than VOO's 0.90% return. Over the past 10 years, DGSIX has underperformed VOO with an annualized return of 4.95%, while VOO has yielded a comparatively higher 12.81% annualized return.
DGSIX
3.10%
3.61%
-3.80%
4.32%
4.60%
5.96%
4.95%
VOO
0.90%
6.28%
-1.46%
14.27%
14.31%
15.89%
12.81%
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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.
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Dividends
DGSIX vs. VOO - Dividend Comparison
DGSIX's dividend yield for the trailing twelve months is around 7.12%, more than VOO's 1.29% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGSIX DFA Global Allocation 60/40 Portfolio | 7.12% | 7.25% | 5.27% | 4.55% | 4.94% | 3.40% | 2.61% | 3.00% | 2.11% | 2.03% | 1.92% | 1.98% |
VOO Vanguard S&P 500 ETF | 1.29% | 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.
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Volatility
DGSIX vs. VOO - Volatility Comparison
The current volatility for DFA Global Allocation 60/40 Portfolio (DGSIX) is 2.44%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.84%. 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.
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