SPFFX vs. DFSIX
Compare and contrast key facts about Sphere 500 Fossil Free Fund (SPFFX) and DFA U.S. Sustainability Core 1 Portfolio (DFSIX).
SPFFX is managed by Reflection Asset Management. It was launched on Oct 3, 2021. DFSIX is managed by Dimensional Fund Advisors LP. It was launched on Mar 12, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SPFFX or DFSIX.
Key characteristics
| SPFFX | DFSIX | |
|---|---|---|
| YTD Return | 25.17% | 26.64% |
| 1Y Return | 38.14% | 42.22% |
| 3Y Return (Ann) | 9.24% | 9.62% |
| Sharpe Ratio | 2.81 | 3.05 |
| Sortino Ratio | 3.77 | 4.12 |
| Omega Ratio | 1.52 | 1.57 |
| Calmar Ratio | 4.00 | 4.78 |
| Martin Ratio | 17.70 | 20.03 |
| Ulcer Index | 2.09% | 2.04% |
| Daily Std Dev | 13.17% | 13.42% |
| Max Drawdown | -25.11% | -53.65% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between SPFFX and DFSIX 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.
Performance
SPFFX vs. DFSIX - Performance Comparison
In the year-to-date period, SPFFX achieves a 25.17% return, which is significantly lower than DFSIX's 26.64% 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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SPFFX vs. DFSIX - Expense Ratio Comparison
SPFFX has a 0.11% expense ratio, which is lower than DFSIX's 0.18% expense ratio. Despite the difference, 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
SPFFX vs. DFSIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sphere 500 Fossil Free Fund (SPFFX) and DFA U.S. Sustainability Core 1 Portfolio (DFSIX). 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
SPFFX vs. DFSIX - Dividend Comparison
SPFFX's dividend yield for the trailing twelve months is around 1.05%, more than DFSIX's 1.02% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPFFX Sphere 500 Fossil Free Fund | 1.05% | 1.32% | 0.73% | 0.06% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DFSIX DFA U.S. Sustainability Core 1 Portfolio | 1.02% | 1.21% | 1.35% | 0.95% | 1.19% | 1.18% | 1.34% | 1.43% | 1.49% | 1.55% | 1.36% | 1.23% |
Drawdowns
SPFFX vs. DFSIX - Drawdown Comparison
The maximum SPFFX drawdown since its inception was -25.11%, smaller than the maximum DFSIX drawdown of -53.65%. Use the drawdown chart below to compare losses from any high point for SPFFX and DFSIX. For additional features, visit the drawdowns tool.
Volatility
SPFFX vs. DFSIX - Volatility Comparison
The current volatility for Sphere 500 Fossil Free Fund (SPFFX) is 4.06%, while DFA U.S. Sustainability Core 1 Portfolio (DFSIX) has a volatility of 4.45%. This indicates that SPFFX experiences smaller price fluctuations and is considered to be less risky than DFSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.