VB vs. DFAS
Compare and contrast key facts about Vanguard Small-Cap ETF (VB) and Dimensional U.S. Small Cap ETF (DFAS).
VB and DFAS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VB is a passively managed fund by Vanguard that tracks the performance of the CRSP US Small Cap. It was launched on Jan 26, 2004. DFAS is an actively managed fund by Dimensional Fund Advisors LP. It was launched on Jun 14, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VB or DFAS.
Key characteristics
| VB | DFAS | |
|---|---|---|
| YTD Return | 2.84% | 0.95% |
| 1Y Return | 22.61% | 21.81% |
| Sharpe Ratio | 1.20 | 1.11 |
| Daily Std Dev | 17.30% | 18.04% |
| Max Drawdown | -59.58% | -24.77% |
| Current Drawdown | -4.84% | -3.61% |
Correlation
The correlation between VB and DFAS is 0.98, 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
VB vs. DFAS - Performance Comparison
In the year-to-date period, VB achieves a 2.84% return, which is significantly higher than DFAS's 0.95% 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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VB vs. DFAS - Expense Ratio Comparison
VB has a 0.05% expense ratio, which is lower than DFAS's 0.34% expense ratio.
Risk-Adjusted Performance
VB vs. DFAS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Small-Cap ETF (VB) and Dimensional U.S. Small Cap ETF (DFAS). 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
VB vs. DFAS - Dividend Comparison
VB's dividend yield for the trailing twelve months is around 1.48%, more than DFAS's 0.98% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VB Vanguard Small-Cap ETF | 1.48% | 1.55% | 1.59% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.50% | 1.48% | 1.43% | 1.31% |
DFAS Dimensional U.S. Small Cap ETF | 0.98% | 1.00% | 1.03% | 3.24% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VB vs. DFAS - Drawdown Comparison
The maximum VB drawdown since its inception was -59.58%, which is greater than DFAS's maximum drawdown of -24.77%. Use the drawdown chart below to compare losses from any high point for VB and DFAS. For additional features, visit the drawdowns tool.
Volatility
VB vs. DFAS - Volatility Comparison
Vanguard Small-Cap ETF (VB) and Dimensional U.S. Small Cap ETF (DFAS) have volatilities of 4.86% and 5.05%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.