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DFCMX vs. VMLTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DFCMX vs. VMLTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA California Short Term Municipal Bond Portfolio (DFCMX) and Vanguard Limited-Term Tax-Exempt Fund Investor Shares (VMLTX). The values are adjusted to include any dividend payments, if applicable.

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DFCMX vs. VMLTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DFCMX
DFA California Short Term Municipal Bond Portfolio
0.44%2.55%2.84%2.53%-0.76%-0.13%0.67%1.84%1.24%1.07%
VMLTX
Vanguard Limited-Term Tax-Exempt Fund Investor Shares
-0.14%5.39%3.14%4.19%-2.98%0.83%3.30%4.11%1.56%2.02%

Returns By Period

In the year-to-date period, DFCMX achieves a 0.44% return, which is significantly higher than VMLTX's -0.14% return. Over the past 10 years, DFCMX has underperformed VMLTX with an annualized return of 1.17%, while VMLTX has yielded a comparatively higher 2.03% annualized return.


DFCMX

1D
0.04%
1M
-0.15%
YTD
0.44%
6M
0.96%
1Y
2.70%
3Y*
2.46%
5Y*
1.47%
10Y*
1.17%

VMLTX

1D
0.00%
1M
-1.53%
YTD
-0.14%
6M
0.55%
1Y
3.78%
3Y*
3.68%
5Y*
1.96%
10Y*
2.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DFCMX vs. VMLTX - Expense Ratio Comparison

DFCMX has a 0.19% expense ratio, which is higher than VMLTX's 0.17% 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

DFCMX vs. VMLTX — Risk / Return Rank

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

DFCMX
DFCMX Risk / Return Rank: 9898
Overall Rank
DFCMX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
DFCMX Sortino Ratio Rank: 9999
Sortino Ratio Rank
DFCMX Omega Ratio Rank: 9999
Omega Ratio Rank
DFCMX Calmar Ratio Rank: 9797
Calmar Ratio Rank
DFCMX Martin Ratio Rank: 9898
Martin Ratio Rank

VMLTX
VMLTX Risk / Return Rank: 9292
Overall Rank
VMLTX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
VMLTX Sortino Ratio Rank: 9393
Sortino Ratio Rank
VMLTX Omega Ratio Rank: 9797
Omega Ratio Rank
VMLTX Calmar Ratio Rank: 8787
Calmar Ratio Rank
VMLTX Martin Ratio Rank: 8989
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.

DFCMX vs. VMLTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA California Short Term Municipal Bond Portfolio (DFCMX) and Vanguard Limited-Term Tax-Exempt Fund Investor Shares (VMLTX). 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.


DFCMXVMLTXDifference

Sharpe ratio

Return per unit of total volatility

3.45

1.94

+1.51

Sortino ratio

Return per unit of downside risk

6.05

2.89

+3.16

Omega ratio

Gain probability vs. loss probability

2.84

1.64

+1.20

Calmar ratio

Return relative to maximum drawdown

4.25

2.27

+1.98

Martin ratio

Return relative to average drawdown

23.72

9.90

+13.82

DFCMX vs. VMLTX - Sharpe Ratio Comparison

The current DFCMX Sharpe Ratio is 3.45, which is higher than the VMLTX Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of DFCMX and VMLTX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DFCMXVMLTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.45

1.94

+1.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.65

1.07

+0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.33

1.06

+0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

1.28

1.92

-0.64

Correlation

The correlation between DFCMX and VMLTX is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

DFCMX vs. VMLTX - Dividend Comparison

DFCMX's dividend yield for the trailing twelve months is around 2.57%, less than VMLTX's 3.06% yield.


TTM20252024202320222021202020192018201720162015
DFCMX
DFA California Short Term Municipal Bond Portfolio
2.57%2.23%2.61%1.70%0.71%0.36%0.87%1.43%1.04%0.87%0.86%0.82%
VMLTX
Vanguard Limited-Term Tax-Exempt Fund Investor Shares
3.06%3.75%3.27%2.30%1.56%1.64%1.62%2.01%1.81%1.55%1.52%1.50%

Drawdowns

DFCMX vs. VMLTX - Drawdown Comparison

The maximum DFCMX drawdown since its inception was -2.20%, smaller than the maximum VMLTX drawdown of -6.41%. Use the drawdown chart below to compare losses from any high point for DFCMX and VMLTX.


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Drawdown Indicators


DFCMXVMLTXDifference

Max Drawdown

Largest peak-to-trough decline

-2.20%

-6.41%

+4.21%

Max Drawdown (1Y)

Largest decline over 1 year

-0.59%

-2.02%

+1.43%

Max Drawdown (5Y)

Largest decline over 5 years

-2.20%

-5.69%

+3.49%

Max Drawdown (10Y)

Largest decline over 10 years

-2.20%

-6.41%

+4.21%

Current Drawdown

Current decline from peak

-0.16%

-1.53%

+1.37%

Average Drawdown

Average peak-to-trough decline

-0.26%

-0.48%

+0.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.11%

0.46%

-0.35%

Volatility

DFCMX vs. VMLTX - Volatility Comparison

The current volatility for DFA California Short Term Municipal Bond Portfolio (DFCMX) is 0.20%, while Vanguard Limited-Term Tax-Exempt Fund Investor Shares (VMLTX) has a volatility of 0.50%. This indicates that DFCMX experiences smaller price fluctuations and is considered to be less risky than VMLTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DFCMXVMLTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.20%

0.50%

-0.30%

Volatility (6M)

Calculated over the trailing 6-month period

0.41%

1.02%

-0.61%

Volatility (1Y)

Calculated over the trailing 1-year period

0.79%

2.33%

-1.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.90%

1.84%

-0.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.88%

1.92%

-1.04%