DIHRX vs. VOO
Compare and contrast key facts about DFA International High Relative Profitability Portfolio (DIHRX) and Vanguard S&P 500 ETF (VOO).
DIHRX is managed by Dimensional. It was launched on May 16, 2017. 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.
Performance
DIHRX vs. VOO - Performance Comparison
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DIHRX vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DIHRX DFA International High Relative Profitability Portfolio | -1.47% | 27.03% | -0.03% | 18.09% | -16.61% | 13.39% | 13.21% | 24.50% | -13.48% | 9.68% |
VOO Vanguard S&P 500 ETF | -4.42% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 12.87% |
Returns By Period
In the year-to-date period, DIHRX achieves a -1.47% return, which is significantly higher than VOO's -4.42% return.
DIHRX
- 1D
- 0.22%
- 1M
- -10.86%
- YTD
- -1.47%
- 6M
- 2.35%
- 1Y
- 17.37%
- 3Y*
- 10.56%
- 5Y*
- 6.30%
- 10Y*
- —
VOO
- 1D
- 2.86%
- 1M
- -5.01%
- YTD
- -4.42%
- 6M
- -1.84%
- 1Y
- 17.67%
- 3Y*
- 18.27%
- 5Y*
- 11.75%
- 10Y*
- 14.05%
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DIHRX vs. VOO - Expense Ratio Comparison
DIHRX has a 0.30% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
DIHRX vs. VOO — Risk / Return Rank
DIHRX
VOO
DIHRX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International High Relative Profitability Portfolio (DIHRX) 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.
| DIHRX | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.04 | 0.98 | +0.06 |
Sortino ratioReturn per unit of downside risk | 1.47 | 1.50 | -0.03 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.23 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.38 | 1.53 | -0.15 |
Martin ratioReturn relative to average drawdown | 5.56 | 7.29 | -1.73 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DIHRX | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.04 | 0.98 | +0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.70 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.83 | -0.37 |
Correlation
The correlation between DIHRX and VOO is 0.78, 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.
Dividends
DIHRX vs. VOO - Dividend Comparison
DIHRX's dividend yield for the trailing twelve months is around 2.64%, more than VOO's 1.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DIHRX DFA International High Relative Profitability Portfolio | 2.64% | 2.76% | 2.33% | 2.59% | 3.06% | 2.95% | 1.40% | 2.11% | 2.35% | 0.87% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.19% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
DIHRX vs. VOO - Drawdown Comparison
The maximum DIHRX drawdown since its inception was -33.30%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for DIHRX and VOO.
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Drawdown Indicators
| DIHRX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.30% | -33.99% | +0.69% |
Max Drawdown (1Y)Largest decline over 1 year | -11.35% | -11.98% | +0.63% |
Max Drawdown (5Y)Largest decline over 5 years | -30.35% | -24.52% | -5.83% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.99% | — |
Current DrawdownCurrent decline from peak | -10.86% | -6.29% | -4.57% |
Average DrawdownAverage peak-to-trough decline | -6.60% | -3.72% | -2.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | 2.52% | +0.30% |
Volatility
DIHRX vs. VOO - Volatility Comparison
DFA International High Relative Profitability Portfolio (DIHRX) has a higher volatility of 6.69% compared to Vanguard S&P 500 ETF (VOO) at 5.29%. This indicates that DIHRX'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.
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Volatility by Period
| DIHRX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.69% | 5.29% | +1.40% |
Volatility (6M)Calculated over the trailing 6-month period | 10.29% | 9.44% | +0.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.00% | 18.10% | -2.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.73% | 16.82% | -1.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.97% | 17.99% | -2.02% |