DFCEX vs. VFWSX
Compare and contrast key facts about DFA Emerging Markets Core Equity Fund (DFCEX) and Vanguard FTSE All-World ex-US Index Fund Institutional Shares (VFWSX).
DFCEX is managed by Dimensional Fund Advisors LP. It was launched on Apr 4, 2005. VFWSX is managed by Vanguard. It was launched on Apr 30, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFCEX or VFWSX.
Key characteristics
| DFCEX | VFWSX | |
|---|---|---|
| YTD Return | 7.15% | 6.09% |
| 1Y Return | 12.74% | 13.51% |
| 3Y Return (Ann) | 0.62% | 0.60% |
| 5Y Return (Ann) | 5.67% | 5.31% |
| 10Y Return (Ann) | 4.49% | 4.83% |
| Sharpe Ratio | 0.98 | 1.08 |
| Sortino Ratio | 1.40 | 1.55 |
| Omega Ratio | 1.18 | 1.19 |
| Calmar Ratio | 0.86 | 1.12 |
| Martin Ratio | 4.58 | 5.59 |
| Ulcer Index | 2.67% | 2.34% |
| Daily Std Dev | 12.42% | 12.17% |
| Max Drawdown | -64.58% | -61.25% |
| Current Drawdown | -8.39% | -7.74% |
Correlation
The correlation between DFCEX and VFWSX is 0.88, 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.
Performance
DFCEX vs. VFWSX - Performance Comparison
In the year-to-date period, DFCEX achieves a 7.15% return, which is significantly higher than VFWSX's 6.09% return. Over the past 10 years, DFCEX has underperformed VFWSX with an annualized return of 4.49%, while VFWSX has yielded a comparatively higher 4.83% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DFCEX vs. VFWSX - Expense Ratio Comparison
DFCEX has a 0.40% expense ratio, which is higher than VFWSX's 0.08% expense ratio.
Risk-Adjusted Performance
DFCEX vs. VFWSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Emerging Markets Core Equity Fund (DFCEX) and Vanguard FTSE All-World ex-US Index Fund Institutional Shares (VFWSX). 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
DFCEX vs. VFWSX - Dividend Comparison
DFCEX's dividend yield for the trailing twelve months is around 3.27%, more than VFWSX's 3.00% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFCEX DFA Emerging Markets Core Equity Fund | 3.27% | 3.53% | 3.77% | 2.59% | 1.70% | 2.42% | 2.33% | 1.92% | 1.99% | 2.28% | 2.04% | 2.03% |
VFWSX Vanguard FTSE All-World ex-US Index Fund Institutional Shares | 3.00% | 3.31% | 3.10% | 3.06% | 1.99% | 3.10% | 3.28% | 2.67% | 2.97% | 2.97% | 3.54% | 2.70% |
Drawdowns
DFCEX vs. VFWSX - Drawdown Comparison
The maximum DFCEX drawdown since its inception was -64.58%, which is greater than VFWSX's maximum drawdown of -61.25%. Use the drawdown chart below to compare losses from any high point for DFCEX and VFWSX. For additional features, visit the drawdowns tool.
Volatility
DFCEX vs. VFWSX - Volatility Comparison
DFA Emerging Markets Core Equity Fund (DFCEX) and Vanguard FTSE All-World ex-US Index Fund Institutional Shares (VFWSX) have volatilities of 3.57% and 3.66%, 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.