DFGBX vs. VIVIX
DFGBX (DFA Five Year Global Fixed Income Portfolio) and VIVIX (Vanguard Value Index Fund Institutional Shares) are both mutual funds - DFGBX is a Global Bonds fund managed by Dimensional, while VIVIX is a Large Cap Value Equities fund tracking the CRSP U.S. Large Cap Value Index. Over the past 10 years, DFGBX returned 1.21%/yr vs 12.54%/yr for VIVIX. Their -0.18 correlation means they have often moved in opposite directions in the past. DFGBX charges 0.23%/yr vs 0.03%/yr for VIVIX.
Performance
DFGBX vs. VIVIX - Performance Comparison
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Returns By Period
In the year-to-date period, DFGBX achieves a 1.50% return, which is significantly lower than VIVIX's 16.66% return. Over the past 10 years, DFGBX has underperformed VIVIX with an annualized return of 1.21%, while VIVIX has yielded a comparatively higher 12.54% annualized return.
DFGBX
- 1D
- 0.00%
- 1M
- -0.30%
- 6M
- 1.00%
- YTD
- 1.50%
- 1Y
- 3.14%
- 3Y*
- 4.11%
- 5Y*
- 1.16%
- 10Y*
- 1.21%
- ALL TIME*
- 15.58%
VIVIX
- 1D
- 0.33%
- 1M
- 0.58%
- 6M
- 11.55%
- YTD
- 16.66%
- 1Y
- 28.24%
- 3Y*
- 17.13%
- 5Y*
- 12.35%
- 10Y*
- 12.54%
- ALL TIME*
- 8.01%
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 |
DFGBX vs. VIVIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFGBX DFA Five Year Global Fixed Income Portfolio | 1.50% | 3.13% | 5.37% | 5.00% | -6.63% | -1.03% | 1.52% | 4.04% | 1.68% | 0.88% |
VIVIX Vanguard Value Index Fund Institutional Shares | 16.66% | 15.30% | 15.99% | 9.23% | -2.05% | 26.50% | 2.30% | 25.83% | -5.44% | 17.14% |
Correlation
The correlation between DFGBX and VIVIX is 0.28, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.28 |
Correlation (3Y) Balances recent behavior with more history. | 0.08 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.08 |
Correlation (10Y) Provides a long-term view across more market conditions. | -0.05 |
Correlation (All Time) Calculated using the full available price history since Jul 2, 1998 | -0.18 |
The correlation between DFGBX and VIVIX shifts across timeframes, from -0.18 (all time) to 0.28 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
DFGBX vs. VIVIX — Risk / Return Rank
DFGBX
VIVIX
DFGBX vs. VIVIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Five Year Global Fixed Income Portfolio (DFGBX) and Vanguard Value Index Fund Institutional Shares (VIVIX). 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.
| DFGBX | VIVIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.42 | ||
| Sortino ratioReturn per unit of downside risk | -0.38 | ||
| Omega ratioGain probability vs. loss probability | 1.53 | 1.45 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.37 | 4.11 | -1.74 |
| Martin ratioReturn relative to average drawdown | 8.15 | 15.86 | -7.71 |
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Drawdowns
DFGBX vs. VIVIX - Drawdown Comparison
The maximum DFGBX drawdown since its inception was -9.63%, smaller than the maximum VIVIX drawdown of -59.30%. Use the drawdown chart below to compare losses from any high point for DFGBX and VIVIX.
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Drawdown Indicators
| DFGBX | VIVIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.63% | -59.30% | +49.67% |
Max Drawdown (1Y)Largest decline over 1 year | -1.38% | -6.36% | +4.98% |
Max Drawdown (3Y)Largest decline over 3 years | -1.67% | -14.40% | +12.73% |
Max Drawdown (5Y)Largest decline over 5 years | -9.54% | -17.12% | +7.58% |
Max Drawdown (10Y)Largest decline over 10 years | -9.63% | -36.80% | +27.17% |
Current DrawdownCurrent decline from peak | -0.30% | -1.07% | +0.77% |
Average DrawdownAverage peak-to-trough decline | -0.93% | -9.21% | +8.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.40% | 1.65% | -1.25% |
Volatility
DFGBX vs. VIVIX - Volatility Comparison
The current volatility for DFA Five Year Global Fixed Income Portfolio (DFGBX) is 0.51%, while Vanguard Value Index Fund Institutional Shares (VIVIX) has a volatility of 2.65%. This indicates that DFGBX experiences smaller price fluctuations and is considered to be less risky than VIVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFGBX | VIVIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.51% | 2.65% | -2.14% |
Volatility (6M)Calculated over the trailing 6-month period | 1.41% | 7.78% | -6.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.55% | 10.36% | -8.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.18% | 13.87% | -11.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.92% | 16.69% | -14.77% |
DFGBX vs. VIVIX - Expense Ratio Comparison
DFGBX has a 0.23% expense ratio, which is higher than VIVIX'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
DFGBX vs. VIVIX - Dividend Comparison
DFGBX's dividend yield for the trailing twelve months is around 4.61%, more than VIVIX's 1.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFGBX DFA Five Year Global Fixed Income Portfolio | 4.61% | 2.91% | 4.69% | 3.61% | 1.63% | 0.73% | 0.03% | 2.30% | 4.74% | 0.89% | 1.16% | 1.72% |
VIVIX Vanguard Value Index Fund Institutional Shares | 1.85% | 2.04% | 2.31% | 2.46% | 2.52% | 2.15% | 2.55% | 2.50% | 2.73% | 2.30% | 2.46% | 2.61% |
Frequently Asked Questions
DFGBX and VIVIX have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VIVIX has higher volatility (2.65%) compared to DFGBX (0.51%). In terms of maximum drawdown, DFGBX dropped -9.63% vs VIVIX's -59.30%.
VIVIX currently has the higher Sharpe Ratio (2.53 vs 2.11), 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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