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DIA vs. VFIAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DIA vs. VFIAX

Last updated Jun 4, 2026

DIA (State Street SPDR Dow Jones Industrial Average ETF Trust) and VFIAX (Vanguard 500 Index Fund Admiral Shares) are both funds - DIA is a Large Cap Blend Equities fund tracking the Dow Jones Industrial Average, while VFIAX is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, DIA returned 13.21%/yr vs 15.63%/yr for VFIAX. Their correlation of 0.92 suggests significant overlap in exposure. DIA charges 0.16%/yr vs 0.04%/yr for VFIAX.

Performance

DIA vs. VFIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street SPDR Dow Jones Industrial Average ETF Trust (DIA) and Vanguard 500 Index Fund Admiral Shares (VFIAX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DIA achieves a 6.26% return, which is significantly lower than VFIAX's 11.69% return. Over the past 10 years, DIA has underperformed VFIAX with an annualized return of 13.21%, while VFIAX has yielded a comparatively higher 15.63% annualized return.

DIA

1D
-1.13%
1M
3.88%
YTD
6.26%
6M
6.75%
1Y
21.13%
3Y*
16.45%
5Y*
9.76%
10Y*
13.21%

VFIAX

1D
0.13%
1M
5.80%
YTD
11.69%
6M
11.73%
1Y
28.95%
3Y*
22.72%
5Y*
14.24%
10Y*
15.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DIA vs. VFIAX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
DIA
State Street SPDR Dow Jones Industrial Average ETF Trust		6.26%14.71%14.82%16.02%-7.02%20.83%9.59%24.70%-3.74%28.08%
VFIAX
Vanguard 500 Index Fund Admiral Shares		11.69%17.83%24.97%26.24%-18.16%28.65%18.32%31.46%-4.45%21.78%

Correlation

The correlation between DIA and VFIAX is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.82

Correlation (3Y)
Calculated over the trailing 3-year period

0.82

Correlation (5Y)
Calculated over the trailing 5-year period

0.87

Correlation (10Y)
Calculated over the trailing 10-year period

0.89

Correlation (All Time)
Calculated using the full available price history since Nov 14, 2000

0.92

The correlation between DIA and VFIAX shifts across timeframes, from 0.82 (3 years) to 0.92 (all time), reflecting how their relationship changes across market environments.

DIA vs. VFIAX - Sectors Allocation Comparison

Sectors
DIA
VFIAX

Financial Services

27.2%
11.6%

Industrials

18.4%
8.3%

Technology

17.1%
35.7%

Healthcare

13.1%
8.5%

Consumer Cyclical

11.6%
10.2%

Consumer Defensive

4.4%
4.9%

Basic Materials

4.0%
1.8%

Energy

2.4%
3.5%

Communication Services

1.9%
11.3%

Real Estate

-

1.9%

Utilities

-

2.4%

Financial Services

DIA
27.2%
VFIAX
11.6%

Industrials

DIA
18.4%
VFIAX
8.3%

Technology

DIA
17.1%
VFIAX
35.7%

Healthcare

DIA
13.1%
VFIAX
8.5%

Consumer Cyclical

DIA
11.6%
VFIAX
10.2%

Consumer Defensive

DIA
4.4%
VFIAX
4.9%

Basic Materials

DIA
4.0%
VFIAX
1.8%

Energy

DIA
2.4%
VFIAX
3.5%

Communication Services

DIA
1.9%
VFIAX
11.3%

Real Estate

DIA

-

VFIAX
1.9%

Utilities

DIA

-

VFIAX
2.4%

Compare stocks, funds, or ETFs

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State Street SPDR Dow Jones Industrial Average ETF Trust

Vanguard 500 Index Fund Admiral Shares

Often compared with DIA:
DIA vs. QQQDIA vs. SPYDIA vs. VOODIA vs. DJDDIA vs. SCHDDIA vs. IYYDIA vs. ^DJI
Often compared with VFIAX:
VFIAX vs. VOOVFIAX vs. VTIVFIAX vs. SPYVFIAX vs. VITAXVFIAX vs. VVIAXVFIAX vs. VFIFXVFIAX vs. VBIAX

Return for Risk

DIA vs. VFIAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DIA
DIA Risk / Return Rank: 4848
Overall Rank
DIA Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
DIA Sortino Ratio Rank: 5252
Sortino Ratio Rank
DIA Omega Ratio Rank: 4949
Omega Ratio Rank
DIA Calmar Ratio Rank: 4343
Calmar Ratio Rank
DIA Martin Ratio Rank: 4949
Martin Ratio Rank
VFIAX
VFIAX Risk / Return Rank: 7373
Overall Rank
VFIAX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
VFIAX Sortino Ratio Rank: 6767
Sortino Ratio Rank
VFIAX Omega Ratio Rank: 6767
Omega Ratio Rank
VFIAX Calmar Ratio Rank: 7474
Calmar Ratio Rank
VFIAX Martin Ratio Rank: 8383
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DIA vs. VFIAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street SPDR Dow Jones Industrial Average ETF Trust (DIA) and Vanguard 500 Index Fund Admiral Shares (VFIAX). 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.

DIAVFIAXDifference
Sharpe ratioReturn per unit of total volatility
1.76
2.52

-0.76

Sortino ratioReturn per unit of downside risk
2.57
3.42

-0.85

Omega ratioGain probability vs. loss probability

1.31

1.46

-0.15

Calmar ratioReturn relative to maximum drawdown

2.18

3.35

-1.18

Martin ratioReturn relative to average drawdown

8.42

15.66

-7.25

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DIA vs. VFIAX - Sharpe Ratio Comparison

The current DIA Sharpe Ratio is 1.76, which is lower than the VFIAX Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of DIA and VFIAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

DIAVFIAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.76

2.52

-0.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

0.85

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

0.87

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.47

+0.02

Drawdowns

DIA vs. VFIAX - Drawdown Comparison

The maximum DIA drawdown since its inception was -51.87%, smaller than the maximum VFIAX drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for DIA and VFIAX.

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Drawdown Indicators

DIAVFIAXDifference

Max Drawdown

Largest peak-to-trough decline

-51.87%

-55.20%

+3.33%

Max Drawdown (1Y)

Largest decline over 1 year

-9.76%

-8.90%

-0.86%

Max Drawdown (3Y)

Largest decline over 3 years

-15.95%

-18.75%

+2.80%

Max Drawdown (5Y)

Largest decline over 5 years

-20.76%

-24.53%

+3.77%

Max Drawdown (10Y)

Largest decline over 10 years

-36.70%

-33.83%

-2.87%

Current Drawdown

Current decline from peak

-1.13%

0.00%

-1.13%

Average Drawdown

Average peak-to-trough decline

-7.14%

-9.40%

+2.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.52%

1.90%

+0.62%

Volatility

DIA vs. VFIAX - Volatility Comparison

State Street SPDR Dow Jones Industrial Average ETF Trust (DIA) has a higher volatility of 2.97% compared to Vanguard 500 Index Fund Admiral Shares (VFIAX) at 2.82%. This indicates that DIA's price experiences larger fluctuations and is considered to be riskier than VFIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

DIAVFIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.97%

2.82%

+0.15%

Volatility (6M)

Calculated over the trailing 6-month period

9.28%

8.98%

+0.30%

Volatility (1Y)

Calculated over the trailing 1-year period

12.10%

11.86%

+0.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.78%

16.90%

-2.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.53%

18.07%

-0.54%

DIA vs. VFIAX - Expense Ratio Comparison

DIA has a 0.16% expense ratio, which is higher than VFIAX's 0.04% 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%.

Dividends

DIA vs. VFIAX - Dividend Comparison

DIA's dividend yield for the trailing twelve months is around 1.38%, more than VFIAX's 1.01% yield.

PositionTTM20252024202320222021202020192018201720162015
DIA
State Street SPDR Dow Jones Industrial Average ETF Trust		1.38%1.43%1.61%1.81%1.91%1.58%1.87%1.85%2.24%1.97%2.26%2.33%
VFIAX
Vanguard 500 Index Fund Admiral Shares		1.01%1.12%1.24%1.45%1.68%1.24%1.53%1.87%2.05%1.78%2.02%2.10%

Frequently Asked Questions

DIA and VFIAX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DIA has higher volatility (2.97%) compared to VFIAX (2.82%). In terms of maximum drawdown, DIA dropped -51.87% vs VFIAX's -55.20%.

VFIAX currently has the higher Sharpe Ratio (2.52 vs 1.76), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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