DREIX vs. VTI
Compare and contrast key facts about DFA World Core Equity Portfolio (DREIX) and Vanguard Total Stock Market ETF (VTI).
DREIX is managed by Dimensional Fund Advisors LP. It was launched on Mar 6, 2012. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DREIX or VTI.
Correlation
The correlation between DREIX and VTI is 0.94, 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. VTI - Performance Comparison
Key characteristics
DREIX:
1.35
VTI:
1.78
DREIX:
1.87
VTI:
2.41
DREIX:
1.24
VTI:
1.33
DREIX:
2.00
VTI:
2.68
DREIX:
6.72
VTI:
10.67
DREIX:
2.36%
VTI:
2.15%
DREIX:
11.79%
VTI:
12.90%
DREIX:
-36.65%
VTI:
-55.45%
DREIX:
-0.98%
VTI:
-0.54%
Returns By Period
In the year-to-date period, DREIX achieves a 4.71% return, which is significantly higher than VTI's 4.03% return. Over the past 10 years, DREIX has underperformed VTI with an annualized return of 8.56%, while VTI has yielded a comparatively higher 12.64% annualized return.
DREIX
4.71%
1.60%
5.20%
16.03%
10.13%
8.56%
VTI
4.03%
0.79%
10.68%
23.73%
13.92%
12.64%
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DREIX vs. VTI - Expense Ratio Comparison
DREIX has a 0.27% expense ratio, which is higher than VTI'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
DREIX vs. VTI — Risk-Adjusted Performance Rank
DREIX
VTI
DREIX vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA World Core Equity Portfolio (DREIX) and Vanguard Total Stock Market ETF (VTI). 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. VTI - Dividend Comparison
DREIX's dividend yield for the trailing twelve months is around 1.77%, more than VTI's 1.22% 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% |
VTI Vanguard Total Stock Market ETF | 1.22% | 1.27% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% |
Drawdowns
DREIX vs. VTI - Drawdown Comparison
The maximum DREIX drawdown since its inception was -36.65%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for DREIX and VTI. For additional features, visit the drawdowns tool.
Volatility
DREIX vs. VTI - Volatility Comparison
The current volatility for DFA World Core Equity Portfolio (DREIX) is 2.77%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 2.95%. This indicates that DREIX experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.