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:
0.07
VOO:
0.32
DGSIX:
0.17
VOO:
0.57
DGSIX:
1.03
VOO:
1.08
DGSIX:
0.06
VOO:
0.32
DGSIX:
0.19
VOO:
1.42
DGSIX:
4.11%
VOO:
4.19%
DGSIX:
11.06%
VOO:
18.73%
DGSIX:
-42.05%
VOO:
-33.99%
DGSIX:
-9.98%
VOO:
-13.85%
Returns By Period
In the year-to-date period, DGSIX achieves a -3.22% return, which is significantly higher than VOO's -9.88% return. Over the past 10 years, DGSIX has underperformed VOO with an annualized return of 4.27%, while VOO has yielded a comparatively higher 11.66% annualized return.
DGSIX
-3.22%
-3.68%
-8.57%
1.07%
5.78%
4.27%
VOO
-9.88%
-6.86%
-9.35%
6.85%
14.69%
11.66%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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 2.88%, more than VOO's 1.44% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGSIX DFA Global Allocation 60/40 Portfolio | 2.88% | 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 | 1.44% | 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
The current volatility for DFA Global Allocation 60/40 Portfolio (DGSIX) is 6.90%, while Vanguard S&P 500 ETF (VOO) has a volatility of 13.31%. 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.