VLCAX vs. DFUSX
Compare and contrast key facts about Vanguard Large-Cap Index Fund Admiral Shares (VLCAX) and DFA U.S. Large Company Portfolio (DFUSX).
VLCAX is managed by Vanguard. It was launched on Feb 2, 2004. DFUSX is managed by Dimensional Fund Advisors LP. It was launched on Sep 23, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VLCAX or DFUSX.
Key characteristics
| VLCAX | DFUSX | |
|---|---|---|
| YTD Return | 27.13% | 27.05% |
| 1Y Return | 40.15% | 39.79% |
| 3Y Return (Ann) | 9.52% | 10.22% |
| 5Y Return (Ann) | 15.94% | 15.96% |
| 10Y Return (Ann) | 13.35% | 13.40% |
| Sharpe Ratio | 3.13 | 3.11 |
| Sortino Ratio | 4.16 | 4.14 |
| Omega Ratio | 1.58 | 1.58 |
| Calmar Ratio | 4.56 | 4.57 |
| Martin Ratio | 20.72 | 20.71 |
| Ulcer Index | 1.88% | 1.87% |
| Daily Std Dev | 12.47% | 12.42% |
| Max Drawdown | -54.76% | -54.96% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between VLCAX and DFUSX is 1.00, 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
VLCAX vs. DFUSX - Performance Comparison
The year-to-date returns for both stocks are quite close, with VLCAX having a 27.13% return and DFUSX slightly lower at 27.05%. Both investments have delivered pretty close results over the past 10 years, with VLCAX having a 13.35% annualized return and DFUSX not far ahead at 13.40%. 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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VLCAX vs. DFUSX - Expense Ratio Comparison
VLCAX has a 0.05% expense ratio, which is lower than DFUSX's 0.08% 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
VLCAX vs. DFUSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Large-Cap Index Fund Admiral Shares (VLCAX) and DFA U.S. Large Company Portfolio (DFUSX). 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
VLCAX vs. DFUSX - Dividend Comparison
VLCAX's dividend yield for the trailing twelve months is around 1.23%, more than DFUSX's 1.09% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VLCAX Vanguard Large-Cap Index Fund Admiral Shares | 1.23% | 1.40% | 1.66% | 1.18% | 1.45% | 1.80% | 2.08% | 1.75% | 1.98% | 1.96% | 1.77% | 1.75% |
DFUSX DFA U.S. Large Company Portfolio | 1.09% | 1.34% | 1.58% | 1.14% | 1.60% | 1.76% | 1.95% | 1.86% | 2.08% | 2.02% | 1.81% | 1.79% |
Drawdowns
VLCAX vs. DFUSX - Drawdown Comparison
The maximum VLCAX drawdown since its inception was -54.76%, roughly equal to the maximum DFUSX drawdown of -54.96%. Use the drawdown chart below to compare losses from any high point for VLCAX and DFUSX. For additional features, visit the drawdowns tool.
Volatility
VLCAX vs. DFUSX - Volatility Comparison
Vanguard Large-Cap Index Fund Admiral Shares (VLCAX) and DFA U.S. Large Company Portfolio (DFUSX) have volatilities of 3.95% and 3.93%, 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.