DSCLX vs. SPDW
Compare and contrast key facts about DFA International Social Core Equity Portfolio (DSCLX) and SPDR Portfolio World ex-US ETF (SPDW).
DSCLX is managed by Dimensional Fund Advisors LP. It was launched on Nov 1, 2012. SPDW is a passively managed fund by State Street that tracks the performance of the S&P Developed Ex-U.S. BMI Index. It was launched on Apr 26, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DSCLX or SPDW.
Correlation
The correlation between DSCLX and SPDW is 0.77, 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
DSCLX vs. SPDW - Performance Comparison
Key characteristics
DSCLX:
1.03
SPDW:
0.76
DSCLX:
1.47
SPDW:
1.18
DSCLX:
1.20
SPDW:
1.16
DSCLX:
1.30
SPDW:
0.97
DSCLX:
4.07
SPDW:
2.98
DSCLX:
4.08%
SPDW:
4.40%
DSCLX:
16.16%
SPDW:
17.21%
DSCLX:
-42.26%
SPDW:
-60.02%
DSCLX:
0.00%
SPDW:
-0.05%
Returns By Period
In the year-to-date period, DSCLX achieves a 13.72% return, which is significantly higher than SPDW's 12.72% return. Both investments have delivered pretty close results over the past 10 years, with DSCLX having a 5.75% annualized return and SPDW not far behind at 5.52%.
DSCLX
13.72%
14.83%
10.04%
14.77%
13.39%
5.75%
SPDW
12.72%
14.63%
7.74%
11.19%
11.94%
5.52%
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DSCLX vs. SPDW - Expense Ratio Comparison
DSCLX has a 0.27% expense ratio, which is higher than SPDW'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%.
Risk-Adjusted Performance
DSCLX vs. SPDW — Risk-Adjusted Performance Rank
DSCLX
SPDW
DSCLX vs. SPDW - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Social Core Equity Portfolio (DSCLX) and SPDR Portfolio World ex-US ETF (SPDW). 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
DSCLX vs. SPDW - Dividend Comparison
DSCLX's dividend yield for the trailing twelve months is around 3.13%, more than SPDW's 2.83% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DSCLX DFA International Social Core Equity Portfolio | 3.13% | 3.48% | 3.17% | 2.73% | 3.53% | 1.80% | 2.91% | 2.77% | 2.45% | 2.75% | 2.56% | 3.55% |
SPDW SPDR Portfolio World ex-US ETF | 2.83% | 3.19% | 2.75% | 3.12% | 3.04% | 1.87% | 3.13% | 3.08% | 1.86% | 3.11% | 2.79% | 3.51% |
Drawdowns
DSCLX vs. SPDW - Drawdown Comparison
The maximum DSCLX drawdown since its inception was -42.26%, smaller than the maximum SPDW drawdown of -60.02%. Use the drawdown chart below to compare losses from any high point for DSCLX and SPDW. For additional features, visit the drawdowns tool.
Volatility
DSCLX vs. SPDW - Volatility Comparison
The current volatility for DFA International Social Core Equity Portfolio (DSCLX) is 6.85%, while SPDR Portfolio World ex-US ETF (SPDW) has a volatility of 8.57%. This indicates that DSCLX experiences smaller price fluctuations and is considered to be less risky than SPDW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.