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.
Performance
DFALX vs. VGTSX - Performance Comparison
Returns By Period
In the year-to-date period, DFALX achieves a 6.06% return, which is significantly lower than VGTSX's 6.67% return. Over the past 10 years, DFALX has outperformed VGTSX with an annualized return of 5.32%, while VGTSX has yielded a comparatively lower 4.74% annualized return.
DFALX
6.06%
-4.50%
-1.74%
12.33%
6.60%
5.32%
VGTSX
6.67%
-4.63%
-0.65%
12.40%
5.47%
4.74%
Key characteristics
| DFALX | VGTSX | |
|---|---|---|
| Sharpe Ratio | 1.03 | 1.09 |
| Sortino Ratio | 1.47 | 1.56 |
| Omega Ratio | 1.18 | 1.19 |
| Calmar Ratio | 1.62 | 1.16 |
| Martin Ratio | 5.07 | 5.48 |
| Ulcer Index | 2.52% | 2.40% |
| Daily Std Dev | 12.36% | 12.03% |
| Max Drawdown | -59.59% | -61.48% |
| Current Drawdown | -7.16% | -6.77% |
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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%.
Correlation
The correlation between DFALX and VGTSX 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.
Risk-Adjusted Performance
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 3.26%, more than VGTSX's 2.91% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFALX DFA Large Cap International Portfolio | 3.26% | 3.24% | 2.85% | 3.00% | 1.88% | 2.88% | 3.07% | 2.55% | 2.89% | 2.95% | 3.54% | 2.53% |
VGTSX Vanguard Total International Stock Index Fund Investor Shares | 2.91% | 3.15% | 2.98% | 2.99% | 2.06% | 2.98% | 3.09% | 2.69% | 2.86% | 2.77% | 3.32% | 2.63% |
Drawdowns
DFALX vs. VGTSX - Drawdown Comparison
The maximum DFALX drawdown since its inception was -59.59%, 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) and Vanguard Total International Stock Index Fund Investor Shares (VGTSX) have volatilities of 3.53% and 3.56%, 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.