DSI vs. VONG
Compare and contrast key facts about iShares MSCI KLD 400 Social ETF (DSI) and Vanguard Russell 1000 Growth ETF (VONG).
DSI and VONG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DSI is a passively managed fund by iShares that tracks the performance of the MSCI KLD 400 Social Index. It was launched on Nov 14, 2006. VONG is a passively managed fund by Vanguard that tracks the performance of the Russell 1000 Growth Index. It was launched on Sep 20, 2010. Both DSI and VONG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DSI or VONG.
Key characteristics
| DSI | VONG | |
|---|---|---|
| YTD Return | 26.66% | 32.07% |
| 1Y Return | 35.58% | 39.77% |
| 3Y Return (Ann) | 8.72% | 10.42% |
| 5Y Return (Ann) | 16.04% | 19.76% |
| 10Y Return (Ann) | 13.32% | 16.72% |
| Sharpe Ratio | 2.81 | 2.56 |
| Sortino Ratio | 3.70 | 3.28 |
| Omega Ratio | 1.52 | 1.47 |
| Calmar Ratio | 4.19 | 3.24 |
| Martin Ratio | 17.41 | 12.81 |
| Ulcer Index | 2.21% | 3.32% |
| Daily Std Dev | 13.70% | 16.64% |
| Max Drawdown | -54.23% | -32.72% |
| Current Drawdown | -0.41% | -0.07% |
Correlation
The correlation between DSI and VONG is 0.93, 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
DSI vs. VONG - Performance Comparison
In the year-to-date period, DSI achieves a 26.66% return, which is significantly lower than VONG's 32.07% return. Over the past 10 years, DSI has underperformed VONG with an annualized return of 13.32%, while VONG has yielded a comparatively higher 16.72% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DSI vs. VONG - Expense Ratio Comparison
DSI has a 0.25% expense ratio, which is higher than VONG's 0.08% 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
DSI vs. VONG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI KLD 400 Social ETF (DSI) and Vanguard Russell 1000 Growth ETF (VONG). 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
DSI vs. VONG - Dividend Comparison
DSI's dividend yield for the trailing twelve months is around 0.98%, more than VONG's 0.59% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DSI iShares MSCI KLD 400 Social ETF | 0.98% | 1.19% | 1.39% | 0.99% | 1.22% | 1.40% | 1.63% | 1.28% | 1.92% | 1.46% | 1.26% | 1.27% |
VONG Vanguard Russell 1000 Growth ETF | 0.59% | 0.71% | 0.98% | 0.58% | 0.77% | 1.03% | 1.18% | 1.19% | 1.48% | 1.47% | 1.43% | 1.28% |
Drawdowns
DSI vs. VONG - Drawdown Comparison
The maximum DSI drawdown since its inception was -54.23%, which is greater than VONG's maximum drawdown of -32.72%. Use the drawdown chart below to compare losses from any high point for DSI and VONG. For additional features, visit the drawdowns tool.
Volatility
DSI vs. VONG - Volatility Comparison
The current volatility for iShares MSCI KLD 400 Social ETF (DSI) is 4.15%, while Vanguard Russell 1000 Growth ETF (VONG) has a volatility of 5.03%. This indicates that DSI experiences smaller price fluctuations and is considered to be less risky than VONG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.