DFEOX vs. VTI
DFEOX (DFA US Core Equity 1 Portfolio I) and VTI (Vanguard Total Stock Market ETF) are both Large Cap Blend Equities funds. Over the past 10 years, DFEOX returned 14.54%/yr vs 15.31%/yr for VTI. With a 0.98 correlation, they move nearly in lockstep. DFEOX charges 0.14%/yr vs 0.03%/yr for VTI.
Performance
DFEOX vs. VTI - Performance Comparison
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Returns By Period
In the year-to-date period, DFEOX achieves a 11.59% return, which is significantly higher than VTI's 10.35% return. Over the past 10 years, DFEOX has underperformed VTI with an annualized return of 14.54%, while VTI has yielded a comparatively higher 15.31% annualized return.
DFEOX
- 1D
- 0.90%
- 1M
- 1.06%
- YTD
- 11.59%
- 6M
- 10.74%
- 1Y
- 27.74%
- 3Y*
- 19.90%
- 5Y*
- 13.12%
- 10Y*
- 14.54%
VTI
- 1D
- -0.32%
- 1M
- 0.55%
- YTD
- 10.35%
- 6M
- 9.59%
- 1Y
- 27.18%
- 3Y*
- 21.19%
- 5Y*
- 12.36%
- 10Y*
- 15.31%
DFEOX vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFEOX DFA US Core Equity 1 Portfolio I | 11.59% | 16.00% | 21.35% | 22.97% | -14.99% | 27.51% | 16.44% | 30.20% | -7.81% | 20.26% |
VTI Vanguard Total Stock Market ETF | 10.35% | 17.10% | 23.81% | 26.05% | -19.52% | 25.68% | 21.08% | 30.67% | -5.23% | 21.21% |
Correlation
The correlation between DFEOX and VTI is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.95 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.97 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.98 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.98 |
Correlation (All Time) Calculated using the full available price history since Sep 16, 2005 | 0.98 |
The correlation between DFEOX and VTI has been stable across timeframes, ranging from 0.95 to 0.98 - a consistent structural relationship.
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Return for Risk
DFEOX vs. VTI — Risk / Return Rank
DFEOX
VTI
DFEOX vs. VTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA US Core Equity 1 Portfolio I (DFEOX) and Vanguard Total Stock Market ETF (VTI). 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.
| DFEOX | VTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.21 | ||
| Sortino ratioReturn per unit of downside risk | +0.37 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.38 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.38 | 3.06 | +0.32 |
| Martin ratioReturn relative to average drawdown | 15.06 | 13.68 | +1.39 |
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Drawdowns
DFEOX vs. VTI - Drawdown Comparison
The maximum DFEOX drawdown since its inception was -56.77%, roughly equal to the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for DFEOX and VTI.
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Drawdown Indicators
| DFEOX | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.77% | -55.45% | -1.32% |
Max Drawdown (1Y)Largest decline over 1 year | -8.28% | -8.92% | +0.64% |
Max Drawdown (3Y)Largest decline over 3 years | -19.24% | -19.30% | +0.06% |
Max Drawdown (5Y)Largest decline over 5 years | -22.86% | -25.36% | +2.50% |
Max Drawdown (10Y)Largest decline over 10 years | -36.55% | -35.00% | -1.55% |
Current DrawdownCurrent decline from peak | -0.68% | -1.48% | +0.80% |
Average DrawdownAverage peak-to-trough decline | -7.18% | -8.01% | +0.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.85% | 1.99% | -0.14% |
Volatility
DFEOX vs. VTI - Volatility Comparison
The current volatility for DFA US Core Equity 1 Portfolio I (DFEOX) is 4.29%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.74%. This indicates that DFEOX experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFEOX | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.29% | 4.74% | -0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 9.46% | 9.96% | -0.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.89% | 12.76% | -0.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.95% | 17.49% | -0.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.03% | 18.35% | -0.32% |
DFEOX vs. VTI - Expense Ratio Comparison
DFEOX has a 0.14% expense ratio, which is higher than VTI's 0.03% 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
DFEOX vs. VTI - Dividend Comparison
DFEOX's dividend yield for the trailing twelve months is around 0.96%, less than VTI's 1.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFEOX DFA US Core Equity 1 Portfolio I | 0.96% | 1.06% | 1.13% | 1.43% | 4.08% | 3.69% | 1.36% | 3.02% | 2.37% | 1.61% | 1.61% | 2.98% |
VTI Vanguard Total Stock Market ETF | 1.02% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
Frequently Asked Questions
With a correlation of 0.95, DFEOX and VTI move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
VTI has higher volatility (4.74%) compared to DFEOX (4.29%). In terms of maximum drawdown, DFEOX dropped -56.77% vs VTI's -55.45%.
DFEOX currently has the higher Sharpe Ratio (2.36 vs 2.14), 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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