DFCEX vs. VITAX
Compare and contrast key facts about DFA Emerging Markets Core Equity Fund (DFCEX) and Vanguard Information Technology Index Fund Admiral Shares (VITAX).
DFCEX is managed by Dimensional Fund Advisors LP. It was launched on Apr 4, 2005. VITAX is a passively managed fund by Vanguard that tracks the performance of the MSCI US IMI Info Technology 25/50. It was launched on Mar 25, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFCEX or VITAX.
Key characteristics
| DFCEX | VITAX | |
|---|---|---|
| YTD Return | 7.15% | 25.24% |
| 1Y Return | 12.74% | 33.21% |
| 3Y Return (Ann) | 0.62% | 10.83% |
| 5Y Return (Ann) | 5.67% | 21.94% |
| 10Y Return (Ann) | 4.49% | 20.53% |
| Sharpe Ratio | 0.98 | 1.58 |
| Sortino Ratio | 1.40 | 2.10 |
| Omega Ratio | 1.18 | 1.28 |
| Calmar Ratio | 0.86 | 2.20 |
| Martin Ratio | 4.58 | 7.92 |
| Ulcer Index | 2.67% | 4.24% |
| Daily Std Dev | 12.42% | 21.20% |
| Max Drawdown | -64.58% | -54.81% |
| Current Drawdown | -8.39% | -3.55% |
Correlation
The correlation between DFCEX and VITAX is 0.66, 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
DFCEX vs. VITAX - Performance Comparison
In the year-to-date period, DFCEX achieves a 7.15% return, which is significantly lower than VITAX's 25.24% return. Over the past 10 years, DFCEX has underperformed VITAX with an annualized return of 4.49%, while VITAX has yielded a comparatively higher 20.53% 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. VITAX - Expense Ratio Comparison
DFCEX has a 0.40% expense ratio, which is higher than VITAX's 0.10% expense ratio.
Risk-Adjusted Performance
DFCEX vs. VITAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Emerging Markets Core Equity Fund (DFCEX) and Vanguard Information Technology Index Fund Admiral Shares (VITAX). 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. VITAX - Dividend Comparison
DFCEX's dividend yield for the trailing twelve months is around 3.27%, more than VITAX's 0.62% 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% |
VITAX Vanguard Information Technology Index Fund Admiral Shares | 0.62% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.30% | 0.99% | 1.31% | 1.28% | 1.12% | 1.04% |
Drawdowns
DFCEX vs. VITAX - Drawdown Comparison
The maximum DFCEX drawdown since its inception was -64.58%, which is greater than VITAX's maximum drawdown of -54.81%. Use the drawdown chart below to compare losses from any high point for DFCEX and VITAX. For additional features, visit the drawdowns tool.
Volatility
DFCEX vs. VITAX - Volatility Comparison
The current volatility for DFA Emerging Markets Core Equity Fund (DFCEX) is 3.57%, while Vanguard Information Technology Index Fund Admiral Shares (VITAX) has a volatility of 6.51%. This indicates that DFCEX experiences smaller price fluctuations and is considered to be less risky than VITAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.