DREIX vs. VT
Compare and contrast key facts about DFA World Core Equity Portfolio (DREIX) and Vanguard Total World Stock ETF (VT).
DREIX is managed by Dimensional Fund Advisors LP. It was launched on Mar 6, 2012. VT is a passively managed fund by Vanguard that tracks the performance of the FTSE Global All Cap Index. It was launched on Jun 24, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DREIX or VT.
Correlation
The correlation between DREIX and VT is 0.97, 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
DREIX vs. VT - Performance Comparison
Key characteristics
DREIX:
1.34
VT:
1.59
DREIX:
1.86
VT:
2.17
DREIX:
1.24
VT:
1.29
DREIX:
1.99
VT:
2.33
DREIX:
6.69
VT:
9.25
DREIX:
2.36%
VT:
2.04%
DREIX:
11.79%
VT:
11.95%
DREIX:
-36.65%
VT:
-50.27%
DREIX:
-0.78%
VT:
-0.12%
Returns By Period
In the year-to-date period, DREIX achieves a 4.91% return, which is significantly lower than VT's 5.40% return. Over the past 10 years, DREIX has underperformed VT with an annualized return of 8.56%, while VT has yielded a comparatively higher 9.45% annualized return.
DREIX
4.91%
3.04%
4.63%
16.47%
10.18%
8.56%
VT
5.40%
3.63%
7.27%
19.52%
10.92%
9.45%
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DREIX vs. VT - Expense Ratio Comparison
DREIX has a 0.27% expense ratio, which is higher than VT's 0.07% 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
DREIX vs. VT — Risk-Adjusted Performance Rank
DREIX
VT
DREIX vs. VT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA World Core Equity Portfolio (DREIX) and Vanguard Total World Stock ETF (VT). 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
DREIX vs. VT - Dividend Comparison
DREIX's dividend yield for the trailing twelve months is around 1.77%, less than VT's 1.85% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DREIX DFA World Core Equity Portfolio | 1.77% | 1.85% | 2.16% | 2.12% | 1.76% | 1.47% | 1.95% | 2.09% | 1.90% | 2.09% | 2.05% | 1.92% |
VT Vanguard Total World Stock ETF | 1.85% | 1.95% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% | 2.44% |
Drawdowns
DREIX vs. VT - Drawdown Comparison
The maximum DREIX drawdown since its inception was -36.65%, smaller than the maximum VT drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for DREIX and VT. For additional features, visit the drawdowns tool.
Volatility
DREIX vs. VT - Volatility Comparison
DFA World Core Equity Portfolio (DREIX) and Vanguard Total World Stock ETF (VT) have volatilities of 2.97% and 3.00%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.