DFAX vs. VTSAX
Compare and contrast key facts about Dimensional World ex US Core Equity 2 ETF (DFAX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX).
DFAX is a passively managed fund by Dimensional that tracks the performance of the MSCI All Country World ex USA Index. It was launched on Mar 6, 2008. VTSAX is managed by Vanguard. It was launched on Nov 13, 2000.
Performance
DFAX vs. VTSAX - Performance Comparison
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DFAX vs. VTSAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DFAX Dimensional World ex US Core Equity 2 ETF | 3.97% | 35.42% | 4.78% | 16.66% | -14.48% | -2.68% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | -6.75% | 17.12% | 23.23% | 26.51% | -19.52% | 5.50% |
Returns By Period
In the year-to-date period, DFAX achieves a 3.97% return, which is significantly higher than VTSAX's -6.75% return.
DFAX
- 1D
- 3.06%
- 1M
- -8.01%
- YTD
- 3.97%
- 6M
- 9.21%
- 1Y
- 33.25%
- 3Y*
- 17.18%
- 5Y*
- —
- 10Y*
- —
VTSAX
- 1D
- -0.46%
- 1M
- -7.71%
- YTD
- -6.75%
- 6M
- -4.47%
- 1Y
- 14.76%
- 3Y*
- 16.69%
- 5Y*
- 10.11%
- 10Y*
- 13.27%
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DFAX vs. VTSAX - Expense Ratio Comparison
DFAX has a 0.30% expense ratio, which is higher than VTSAX's 0.04% expense ratio.
Return for Risk
DFAX vs. VTSAX — Risk / Return Rank
DFAX
VTSAX
DFAX vs. VTSAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional World ex US Core Equity 2 ETF (DFAX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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.
| DFAX | VTSAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.98 | 0.84 | +1.15 |
Sortino ratioReturn per unit of downside risk | 2.62 | 1.29 | +1.32 |
Omega ratioGain probability vs. loss probability | 1.41 | 1.20 | +0.21 |
Calmar ratioReturn relative to maximum drawdown | 2.84 | 1.05 | +1.79 |
Martin ratioReturn relative to average drawdown | 11.22 | 5.08 | +6.13 |
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
| DFAX | VTSAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.98 | 0.84 | +1.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.59 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.72 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.43 | +0.09 |
Correlation
The correlation between DFAX and VTSAX is 0.76, 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.
Dividends
DFAX vs. VTSAX - Dividend Comparison
DFAX's dividend yield for the trailing twelve months is around 2.46%, more than VTSAX's 1.20% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFAX Dimensional World ex US Core Equity 2 ETF | 2.46% | 2.58% | 2.98% | 3.01% | 3.30% | 1.40% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.20% | 1.11% | 1.26% | 1.42% | 1.65% | 1.20% | 1.41% | 1.76% | 2.03% | 1.71% | 1.92% | 1.98% |
Drawdowns
DFAX vs. VTSAX - Drawdown Comparison
The maximum DFAX drawdown since its inception was -28.15%, smaller than the maximum VTSAX drawdown of -55.33%. Use the drawdown chart below to compare losses from any high point for DFAX and VTSAX.
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Drawdown Indicators
| DFAX | VTSAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.15% | -55.33% | +27.18% |
Max Drawdown (1Y)Largest decline over 1 year | -11.31% | -12.41% | +1.10% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.36% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.97% | — |
Current DrawdownCurrent decline from peak | -8.28% | -8.92% | +0.64% |
Average DrawdownAverage peak-to-trough decline | -6.86% | -9.06% | +2.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.87% | 2.56% | +0.31% |
Volatility
DFAX vs. VTSAX - Volatility Comparison
Dimensional World ex US Core Equity 2 ETF (DFAX) has a higher volatility of 8.05% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 4.39%. This indicates that DFAX's price experiences larger fluctuations and is considered to be riskier than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFAX | VTSAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.05% | 4.39% | +3.66% |
Volatility (6M)Calculated over the trailing 6-month period | 11.27% | 9.33% | +1.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.86% | 18.42% | -1.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.86% | 17.32% | -1.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.86% | 18.37% | -2.51% |