DRIKX vs. VTSAX
Compare and contrast key facts about Dimensional 2055 Target Date Retirement Income Fund (DRIKX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX).
DRIKX is managed by Dimensional Fund Advisors LP. It was launched on Nov 1, 2015. VTSAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DRIKX or VTSAX.
Performance
DRIKX vs. VTSAX - Performance Comparison
Returns By Period
In the year-to-date period, DRIKX achieves a 18.40% return, which is significantly lower than VTSAX's 24.74% return.
DRIKX
18.40%
-0.05%
7.98%
25.12%
11.86%
N/A
VTSAX
24.74%
1.75%
12.49%
32.61%
14.94%
12.63%
Key characteristics
| DRIKX | VTSAX | |
|---|---|---|
| Sharpe Ratio | 2.27 | 2.57 |
| Sortino Ratio | 3.09 | 3.44 |
| Omega Ratio | 1.41 | 1.47 |
| Calmar Ratio | 3.24 | 3.76 |
| Martin Ratio | 14.72 | 16.38 |
| Ulcer Index | 1.68% | 1.97% |
| Daily Std Dev | 10.90% | 12.55% |
| Max Drawdown | -33.48% | -55.34% |
| Current Drawdown | -1.58% | -1.50% |
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DRIKX vs. VTSAX - Expense Ratio Comparison
DRIKX has a 0.22% expense ratio, which is higher than VTSAX'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%.
Correlation
The correlation between DRIKX and VTSAX is 0.96, 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.
Risk-Adjusted Performance
DRIKX vs. VTSAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional 2055 Target Date Retirement Income Fund (DRIKX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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
DRIKX vs. VTSAX - Dividend Comparison
DRIKX's dividend yield for the trailing twelve months is around 1.74%, more than VTSAX's 1.27% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DRIKX Dimensional 2055 Target Date Retirement Income Fund | 1.74% | 1.95% | 1.93% | 1.54% | 1.50% | 1.94% | 2.10% | 1.90% | 2.02% | 0.55% | 0.00% | 0.00% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.27% | 1.43% | 1.65% | 1.20% | 1.41% | 1.77% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
DRIKX vs. VTSAX - Drawdown Comparison
The maximum DRIKX drawdown since its inception was -33.48%, smaller than the maximum VTSAX drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for DRIKX and VTSAX. For additional features, visit the drawdowns tool.
Volatility
DRIKX vs. VTSAX - Volatility Comparison
The current volatility for Dimensional 2055 Target Date Retirement Income Fund (DRIKX) is 3.21%, while Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) has a volatility of 4.25%. This indicates that DRIKX experiences smaller price fluctuations and is considered to be less risky than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.