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.
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.
Performance
DSCLX vs. SPDW - Performance Comparison
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Key characteristics
DSCLX:
1.19
SPDW:
0.89
DSCLX:
1.51
SPDW:
1.19
DSCLX:
1.21
SPDW:
1.16
DSCLX:
1.34
SPDW:
0.98
DSCLX:
4.20
SPDW:
3.01
DSCLX:
4.07%
SPDW:
4.39%
DSCLX:
16.18%
SPDW:
17.24%
DSCLX:
-42.26%
SPDW:
-60.02%
DSCLX:
-0.41%
SPDW:
-0.50%
Returns By Period
In the year-to-date period, DSCLX achieves a 18.25% return, which is significantly higher than SPDW's 16.55% return. Both investments have delivered pretty close results over the past 10 years, with DSCLX having a 6.30% annualized return and SPDW not far behind at 6.05%.
DSCLX
18.25%
5.53%
16.74%
18.93%
11.48%
12.53%
6.30%
SPDW
16.55%
4.96%
13.90%
15.11%
10.19%
11.22%
6.05%
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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.
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Dividends
DSCLX vs. SPDW - Dividend Comparison
DSCLX's dividend yield for the trailing twelve months is around 3.01%, more than SPDW's 2.74% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DSCLX DFA International Social Core Equity Portfolio | 3.01% | 3.47% | 3.17% | 2.73% | 3.54% | 1.80% | 2.91% | 2.78% | 2.46% | 2.76% | 2.56% | 3.55% |
SPDW SPDR Portfolio World ex-US ETF | 2.74% | 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.
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Volatility
DSCLX vs. SPDW - Volatility Comparison
The current volatility for DFA International Social Core Equity Portfolio (DSCLX) is 2.63%, while SPDR Portfolio World ex-US ETF (SPDW) has a volatility of 2.92%. 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.
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