PortfoliosLab logoPortfoliosLab logo
DFCF vs. VYMI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DFCF vs. VYMI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional Core Fixed Income ETF (DFCF) and Vanguard International High Dividend Yield ETF (VYMI). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, DFCF achieves a 0.63% return, which is significantly lower than VYMI's 12.90% return.


DFCF

1D
-0.09%
1M
0.39%
YTD
0.63%
6M
1.08%
1Y
5.09%
3Y*
5.07%
5Y*
10Y*

VYMI

1D
0.54%
1M
1.26%
YTD
12.90%
6M
14.90%
1Y
29.88%
3Y*
21.73%
5Y*
12.29%
10Y*
11.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DFCF vs. VYMI - Yearly Performance Comparison


2026 (YTD)20252024202320222021
DFCF
Dimensional Core Fixed Income ETF
0.63%7.89%1.86%6.94%-14.48%0.04%
VYMI
Vanguard International High Dividend Yield ETF
12.90%38.05%7.06%17.07%-7.02%-0.05%

Correlation

The correlation between DFCF and VYMI is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.47

Correlation (3Y)
Calculated over the trailing 3-year period

0.37

Correlation (All Time)
Calculated using the full available price history since Nov 16, 2021

0.28

The correlation between DFCF and VYMI shifts across timeframes, from 0.28 (all time) to 0.47 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

DFCF vs. VYMI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DFCF
DFCF Risk / Return Rank: 4040
Overall Rank
DFCF Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
DFCF Sortino Ratio Rank: 4242
Sortino Ratio Rank
DFCF Omega Ratio Rank: 3838
Omega Ratio Rank
DFCF Calmar Ratio Rank: 4242
Calmar Ratio Rank
DFCF Martin Ratio Rank: 3838
Martin Ratio Rank

VYMI
VYMI Risk / Return Rank: 7676
Overall Rank
VYMI Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
VYMI Sortino Ratio Rank: 8080
Sortino Ratio Rank
VYMI Omega Ratio Rank: 8080
Omega Ratio Rank
VYMI Calmar Ratio Rank: 6868
Calmar Ratio Rank
VYMI Martin Ratio Rank: 7272
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DFCF vs. VYMI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional Core Fixed Income ETF (DFCF) and Vanguard International High Dividend Yield ETF (VYMI). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DFCFVYMIDifference
Sharpe ratioReturn per unit of total volatility

-0.96

Sortino ratioReturn per unit of downside risk

-1.18

Omega ratioGain probability vs. loss probability

1.23

1.41

-0.18

Calmar ratioReturn relative to maximum drawdown

1.83

2.96

-1.13

Martin ratioReturn relative to average drawdown

5.39

11.60

-6.21

DFCF vs. VYMI - Sharpe Ratio Comparison

The current DFCF Sharpe Ratio is 1.30, which is lower than the VYMI Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of DFCF and VYMI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

DFCF vs. VYMI - Drawdown Comparison

The maximum DFCF drawdown since its inception was -19.56%, smaller than the maximum VYMI drawdown of -40.00%. Use the drawdown chart below to compare losses from any high point for DFCF and VYMI.


Loading charts...

Drawdown Indicators


DFCFVYMIDifference

Max Drawdown

Largest peak-to-trough decline

-19.56%

-40.00%

+20.44%

Max Drawdown (1Y)

Largest decline over 1 year

-2.79%

-10.14%

+7.35%

Max Drawdown (3Y)

Largest decline over 3 years

-5.05%

-12.84%

+7.79%

Max Drawdown (5Y)

Largest decline over 5 years

-24.05%

Max Drawdown (10Y)

Largest decline over 10 years

-40.00%

Current Drawdown

Current decline from peak

-1.20%

0.00%

-1.20%

Average Drawdown

Average peak-to-trough decline

-7.99%

-6.30%

-1.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.95%

2.59%

-1.64%

Volatility

DFCF vs. VYMI - Volatility Comparison

The current volatility for Dimensional Core Fixed Income ETF (DFCF) is 1.44%, while Vanguard International High Dividend Yield ETF (VYMI) has a volatility of 4.40%. This indicates that DFCF experiences smaller price fluctuations and is considered to be less risky than VYMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


DFCFVYMIDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.44%

4.40%

-2.96%

Volatility (6M)

Calculated over the trailing 6-month period

2.98%

11.15%

-8.17%

Volatility (1Y)

Calculated over the trailing 1-year period

3.96%

13.33%

-9.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.45%

14.90%

-8.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.45%

16.85%

-10.40%

DFCF vs. VYMI - Expense Ratio Comparison

DFCF has a 0.17% expense ratio, which is higher than VYMI's 0.07% 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%.


Dividends

DFCF vs. VYMI - Dividend Comparison

DFCF's dividend yield for the trailing twelve months is around 4.30%, more than VYMI's 3.39% yield.


PositionTTM2025202420232022202120202019201820172016
DFCF
Dimensional Core Fixed Income ETF
4.30%4.48%4.61%4.51%3.27%0.16%0.00%0.00%0.00%0.00%0.00%
VYMI
Vanguard International High Dividend Yield ETF
3.39%3.68%4.84%4.58%4.70%4.30%3.22%4.20%4.29%3.21%2.39%

Frequently Asked Questions


DFCF and VYMI have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VYMI has higher volatility (4.40%) compared to DFCF (1.44%). In terms of maximum drawdown, DFCF dropped -19.56% vs VYMI's -40.00%.

On 3-year performance, VYMI leads with 21.73% vs 5.07% for DFCF. On fees, VYMI is cheaper at 0.07% per year. On volatility, DFCF has been the lower-risk option at 1.44%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, VYMI has performed better with a 21.73% return vs 5.07%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VYMI is cheaper with a 0.07% expense ratio, compared with 0.17% for DFCF.

DFCF has the higher dividend yield at 4.30%, compared with 3.39% for VYMI.

DFCF is categorized as Intermediate Core Bond, while VYMI is Dividend. They also come from different issuers: Dimensional and Vanguard. Their fees differ too: 0.17% for DFCF and 0.07% for VYMI.

VYMI currently has the higher Sharpe Ratio (2.26 vs 1.30), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for DFCF and VYMI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer