DFAPX vs. VTIAX
Compare and contrast key facts about DFA Investment Grade Portfolio (DFAPX) and Vanguard Total International Stock Index Fund Admiral Shares (VTIAX).
DFAPX is managed by Dimensional. It was launched on Mar 7, 2011. VTIAX is managed by Vanguard. It was launched on Nov 29, 2010.
Performance
DFAPX vs. VTIAX - Performance Comparison
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DFAPX vs. VTIAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFAPX DFA Investment Grade Portfolio | -0.34% | 7.22% | 1.81% | 6.84% | -12.92% | -1.57% | 9.19% | 9.97% | -0.24% | 3.37% |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | -1.02% | 32.18% | 5.34% | 15.28% | -16.02% | 8.59% | 11.27% | 21.52% | -14.46% | 27.54% |
Returns By Period
In the year-to-date period, DFAPX achieves a -0.34% return, which is significantly higher than VTIAX's -1.02% return. Over the past 10 years, DFAPX has underperformed VTIAX with an annualized return of 2.04%, while VTIAX has yielded a comparatively higher 8.51% annualized return.
DFAPX
- 1D
- 0.45%
- 1M
- -2.17%
- YTD
- -0.34%
- 6M
- 0.41%
- 1Y
- 4.02%
- 3Y*
- 4.07%
- 5Y*
- 0.67%
- 10Y*
- 2.04%
VTIAX
- 1D
- -0.17%
- 1M
- -11.11%
- YTD
- -1.02%
- 6M
- 3.45%
- 1Y
- 24.00%
- 3Y*
- 14.20%
- 5Y*
- 6.87%
- 10Y*
- 8.51%
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DFAPX vs. VTIAX - Expense Ratio Comparison
DFAPX has a 0.20% expense ratio, which is higher than VTIAX's 0.11% 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%.
Return for Risk
DFAPX vs. VTIAX — Risk / Return Rank
DFAPX
VTIAX
DFAPX vs. VTIAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Investment Grade Portfolio (DFAPX) and Vanguard Total International Stock Index Fund Admiral Shares (VTIAX). 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.
| DFAPX | VTIAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.98 | 1.50 | -0.51 |
Sortino ratioReturn per unit of downside risk | 1.41 | 1.99 | -0.58 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.30 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.81 | 1.92 | -0.11 |
Martin ratioReturn relative to average drawdown | 5.33 | 7.64 | -2.31 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DFAPX | VTIAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 1.50 | -0.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.12 | 0.47 | -0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.54 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.38 | +0.09 |
Correlation
The correlation between DFAPX and VTIAX is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
DFAPX vs. VTIAX - Dividend Comparison
DFAPX's dividend yield for the trailing twelve months is around 3.78%, more than VTIAX's 3.03% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFAPX DFA Investment Grade Portfolio | 3.78% | 3.78% | 3.79% | 3.31% | 2.62% | 3.31% | 2.14% | 2.59% | 2.67% | 2.21% | 2.12% | 2.45% |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 3.03% | 3.15% | 3.33% | 3.22% | 3.04% | 3.05% | 2.10% | 3.04% | 3.16% | 2.73% | 2.93% | 2.84% |
Drawdowns
DFAPX vs. VTIAX - Drawdown Comparison
The maximum DFAPX drawdown since its inception was -18.30%, smaller than the maximum VTIAX drawdown of -35.83%. Use the drawdown chart below to compare losses from any high point for DFAPX and VTIAX.
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Drawdown Indicators
| DFAPX | VTIAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.30% | -35.83% | +17.53% |
Max Drawdown (1Y)Largest decline over 1 year | -2.61% | -11.28% | +8.67% |
Max Drawdown (5Y)Largest decline over 5 years | -18.22% | -29.56% | +11.34% |
Max Drawdown (10Y)Largest decline over 10 years | -18.30% | -35.83% | +17.53% |
Current DrawdownCurrent decline from peak | -2.17% | -11.28% | +9.11% |
Average DrawdownAverage peak-to-trough decline | -3.50% | -8.15% | +4.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.89% | 2.84% | -1.95% |
Volatility
DFAPX vs. VTIAX - Volatility Comparison
The current volatility for DFA Investment Grade Portfolio (DFAPX) is 1.57%, while Vanguard Total International Stock Index Fund Admiral Shares (VTIAX) has a volatility of 6.80%. This indicates that DFAPX experiences smaller price fluctuations and is considered to be less risky than VTIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFAPX | VTIAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.57% | 6.80% | -5.23% |
Volatility (6M)Calculated over the trailing 6-month period | 2.52% | 10.50% | -7.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.34% | 15.53% | -11.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.80% | 14.80% | -9.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.88% | 15.83% | -10.95% |