DFDPX vs. VTMGX
DFDPX (DF Dent Premier Growth Fund) and VTMGX (Vanguard Developed Markets Index Fund Admiral Shares) are both mutual funds - DFDPX is a Large Cap Growth Equities fund managed by DF Dent Funds, while VTMGX is a Foreign Large Cap Equities fund tracking the FTSE Developed All Cap ex US Index. Over the past 10 years, DFDPX returned 12.00%/yr vs 10.04%/yr for VTMGX. Their 0.71 correlation means they have sometimes moved together and sometimes differently. DFDPX charges 0.99%/yr vs 0.07%/yr for VTMGX.
Performance
DFDPX vs. VTMGX - Performance Comparison
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Returns By Period
In the year-to-date period, DFDPX achieves a -1.24% return, which is significantly lower than VTMGX's 14.59% return. Over the past 10 years, DFDPX has outperformed VTMGX with an annualized return of 12.00%, while VTMGX has yielded a comparatively lower 10.04% annualized return.
DFDPX
- 1D
- 1.08%
- 1M
- -0.73%
- 6M
- 0.63%
- YTD
- -1.24%
- 1Y
- -1.04%
- 3Y*
- 8.62%
- 5Y*
- 2.00%
- 10Y*
- 12.00%
- ALL TIME*
- 9.42%
VTMGX
- 1D
- 3.12%
- 1M
- 0.75%
- 6M
- 8.12%
- YTD
- 14.59%
- 1Y
- 30.61%
- 3Y*
- 17.88%
- 5Y*
- 9.89%
- 10Y*
- 10.04%
- ALL TIME*
- 5.84%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
DFDPX vs. VTMGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFDPX DF Dent Premier Growth Fund | -1.24% | 6.88% | 14.77% | 24.60% | -28.05% | 17.01% | 28.33% | 42.94% | 1.71% | 31.97% |
VTMGX Vanguard Developed Markets Index Fund Admiral Shares | 14.59% | 35.17% | 3.03% | 17.65% | -15.33% | 11.39% | 10.25% | 22.04% | -14.48% | 26.39% |
Correlation
The correlation between DFDPX and VTMGX is 0.62, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.62 |
Correlation (3Y) Balances recent behavior with more history. | 0.65 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.70 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.71 |
Correlation (All Time) Calculated using the full available price history since Jul 16, 2001 | 0.71 |
The correlation between DFDPX and VTMGX has been stable across timeframes, ranging from 0.62 to 0.71 - a consistent structural relationship.
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Return for Risk
DFDPX vs. VTMGX — Risk / Return Rank
DFDPX
VTMGX
DFDPX vs. VTMGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DF Dent Premier Growth Fund (DFDPX) and Vanguard Developed Markets Index Fund Admiral Shares (VTMGX). 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.
| DFDPX | VTMGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.93 | ||
| Sortino ratioReturn per unit of downside risk | -2.56 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.32 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | -0.15 | 2.51 | -2.67 |
| Martin ratioReturn relative to average drawdown | -0.40 | 9.35 | -9.76 |
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Drawdowns
DFDPX vs. VTMGX - Drawdown Comparison
The maximum DFDPX drawdown since its inception was -58.16%, roughly equal to the maximum VTMGX drawdown of -60.58%. Use the drawdown chart below to compare losses from any high point for DFDPX and VTMGX.
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Drawdown Indicators
| DFDPX | VTMGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.16% | -60.58% | +2.42% |
Max Drawdown (1Y)Largest decline over 1 year | -18.08% | -11.67% | -6.41% |
Max Drawdown (3Y)Largest decline over 3 years | -18.28% | -13.18% | -5.10% |
Max Drawdown (5Y)Largest decline over 5 years | -35.38% | -29.71% | -5.67% |
Max Drawdown (10Y)Largest decline over 10 years | -35.38% | -35.68% | +0.30% |
Current DrawdownCurrent decline from peak | -5.02% | -1.68% | -3.34% |
Average DrawdownAverage peak-to-trough decline | -8.72% | -14.58% | +5.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.89% | 3.13% | +3.76% |
Volatility
DFDPX vs. VTMGX - Volatility Comparison
The current volatility for DF Dent Premier Growth Fund (DFDPX) is 4.37%, while Vanguard Developed Markets Index Fund Admiral Shares (VTMGX) has a volatility of 5.76%. This indicates that DFDPX experiences smaller price fluctuations and is considered to be less risky than VTMGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFDPX | VTMGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.37% | 5.76% | -1.39% |
Volatility (6M)Calculated over the trailing 6-month period | 12.04% | 14.78% | -2.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.87% | 16.81% | -1.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.31% | 16.20% | +6.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.12% | 16.41% | +4.71% |
DFDPX vs. VTMGX - Expense Ratio Comparison
DFDPX has a 0.99% expense ratio, which is higher than VTMGX's 0.07% expense ratio.
Dividends
DFDPX vs. VTMGX - Dividend Comparison
DFDPX's dividend yield for the trailing twelve months is around 7.45%, more than VTMGX's 2.53% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFDPX DF Dent Premier Growth Fund | 7.45% | 7.36% | 14.66% | 18.69% | 0.00% | 7.37% | 2.26% | 7.21% | 9.12% | 9.82% | 4.48% | 13.48% |
VTMGX Vanguard Developed Markets Index Fund Admiral Shares | 2.53% | 3.20% | 3.34% | 3.14% | 2.88% | 3.14% | 2.02% | 3.03% | 3.33% | 2.77% | 3.06% | 2.91% |
Frequently Asked Questions
DFDPX and VTMGX have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VTMGX has higher volatility (5.76%) compared to DFDPX (4.37%). In terms of maximum drawdown, DFDPX dropped -58.16% vs VTMGX's -60.58%.
VTMGX currently has the higher Sharpe Ratio (1.75 vs -0.19), 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.
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