DFALX vs. VGTSX
Compare and contrast key facts about DFA Large Cap International Portfolio (DFALX) and Vanguard Total International Stock Index Fund Investor Shares (VGTSX).
DFALX is managed by Dimensional Fund Advisors LP. It was launched on Jul 17, 1991. VGTSX is managed by Vanguard. It was launched on Apr 29, 1996.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFALX or VGTSX.
Correlation
The correlation between DFALX and VGTSX is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
DFALX vs. VGTSX - Performance Comparison
Key characteristics
DFALX:
0.92
VGTSX:
0.88
DFALX:
1.35
VGTSX:
1.30
DFALX:
1.19
VGTSX:
1.18
DFALX:
1.15
VGTSX:
1.05
DFALX:
3.50
VGTSX:
3.25
DFALX:
4.25%
VGTSX:
4.23%
DFALX:
16.18%
VGTSX:
15.63%
DFALX:
-60.14%
VGTSX:
-61.48%
DFALX:
0.00%
VGTSX:
0.00%
Returns By Period
In the year-to-date period, DFALX achieves a 12.71% return, which is significantly higher than VGTSX's 10.33% return. Over the past 10 years, DFALX has outperformed VGTSX with an annualized return of 6.03%, while VGTSX has yielded a comparatively lower 5.16% annualized return.
DFALX
12.71%
4.38%
9.43%
13.54%
13.12%
6.03%
VGTSX
10.33%
3.99%
6.88%
12.03%
11.14%
5.16%
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DFALX vs. VGTSX - Expense Ratio Comparison
DFALX has a 0.18% expense ratio, which is higher than VGTSX's 0.17% 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
DFALX vs. VGTSX — Risk-Adjusted Performance Rank
DFALX
VGTSX
DFALX vs. VGTSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Large Cap International Portfolio (DFALX) and Vanguard Total International Stock Index Fund Investor Shares (VGTSX). 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
DFALX vs. VGTSX - Dividend Comparison
DFALX's dividend yield for the trailing twelve months is around 2.85%, less than VGTSX's 2.91% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFALX DFA Large Cap International Portfolio | 2.85% | 3.18% | 3.24% | 2.86% | 3.00% | 1.88% | 2.88% | 3.07% | 2.55% | 2.89% | 2.94% | 3.54% |
VGTSX Vanguard Total International Stock Index Fund Investor Shares | 2.91% | 3.26% | 3.15% | 2.98% | 2.99% | 2.06% | 2.98% | 3.09% | 2.69% | 2.86% | 2.77% | 3.32% |
Drawdowns
DFALX vs. VGTSX - Drawdown Comparison
The maximum DFALX drawdown since its inception was -60.14%, roughly equal to the maximum VGTSX drawdown of -61.48%. Use the drawdown chart below to compare losses from any high point for DFALX and VGTSX. For additional features, visit the drawdowns tool.
Volatility
DFALX vs. VGTSX - Volatility Comparison
DFA Large Cap International Portfolio (DFALX) has a higher volatility of 10.42% compared to Vanguard Total International Stock Index Fund Investor Shares (VGTSX) at 9.85%. This indicates that DFALX's price experiences larger fluctuations and is considered to be riskier than VGTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.