Dimensional US Equity Market ETF (DFUS) is a ETF from Dimensional and Vanguard High Dividend Yield ETF (VYM) is a ETF from Vanguard (US). Over the past year DFUS returned +22.04% while VYM returned +24.08%. Year to date, DFUS is up 11.89% versus a gain of 13.82% for VYM.

Over three years, DFUS compounded at +20.73% per year against +17.72% for VYM; over five years the annualized figures are +12.69% and +12.13% respectively. Across the full 5-year window we track, DFUS has the edge at +13.21% annualized vs +6.98%. Past performance does not guarantee future results.

DFUS has been the more volatile fund, with annualized monthly volatility of 15.8% compared with 14.6% for VYM. Lower volatility generally means a smoother ride, though it often comes with lower long-run returns.

The deepest peak-to-trough decline in our data was -24.6% for DFUS and -58.8% for VYM. Drawdown depth is worth weighing if you expect to sell during market stress rather than ride it out.

The two funds' monthly returns correlate at 0.84. They usually move together, but the gap leaves some room for diversification.

DFUS charges 0.09% per year while VYM charges 0.04%. On a $10,000 position that is $9 vs $4 annually, a gap of $5 per year that compounds over a long holding period. On income, DFUS currently yields 0.86% against 2.86% for VYM.