DFGBX vs. VTILX
Compare and contrast key facts about DFA Five Year Global Fixed Income Portfolio (DFGBX) and Vanguard Total International Bond II Index Fund (VTILX).
DFGBX is managed by Dimensional. It was launched on Nov 5, 1990. VTILX is a passively managed fund by Vanguard that tracks the performance of the Bloomberg Global Aggregate ex-USD Float Adjusted RIC Capped Index (USD Hedged). It was launched on Feb 26, 2021.
Performance
DFGBX vs. VTILX - Performance Comparison
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DFGBX vs. VTILX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DFGBX DFA Five Year Global Fixed Income Portfolio | 0.15% | 3.13% | 5.37% | 5.00% | -6.63% | -1.03% |
VTILX Vanguard Total International Bond II Index Fund | -0.76% | 2.96% | 3.91% | 8.85% | -13.01% | 0.38% |
Returns By Period
In the year-to-date period, DFGBX achieves a 0.15% return, which is significantly higher than VTILX's -0.76% return.
DFGBX
- 1D
- 0.25%
- 1M
- -1.13%
- YTD
- 0.15%
- 6M
- 1.02%
- 1Y
- 2.16%
- 3Y*
- 4.06%
- 5Y*
- 1.09%
- 10Y*
- 1.22%
VTILX
- 1D
- 0.31%
- 1M
- -2.59%
- YTD
- -0.76%
- 6M
- -0.29%
- 1Y
- 2.36%
- 3Y*
- 3.71%
- 5Y*
- 0.13%
- 10Y*
- —
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DFGBX vs. VTILX - Expense Ratio Comparison
DFGBX has a 0.23% expense ratio, which is higher than VTILX'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%.
Return for Risk
DFGBX vs. VTILX — Risk / Return Rank
DFGBX
VTILX
DFGBX vs. VTILX - 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 Total International Bond II Index Fund (VTILX). 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.
| DFGBX | VTILX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.33 | 0.79 | +0.54 |
Sortino ratioReturn per unit of downside risk | 1.56 | 1.10 | +0.46 |
Omega ratioGain probability vs. loss probability | 1.47 | 1.14 | +0.33 |
Calmar ratioReturn relative to maximum drawdown | 1.64 | 0.92 | +0.73 |
Martin ratioReturn relative to average drawdown | 5.29 | 3.92 | +1.38 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DFGBX | VTILX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.33 | 0.79 | +0.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.03 | +0.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.04 | +0.69 |
Correlation
The correlation between DFGBX and VTILX is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
DFGBX vs. VTILX - Dividend Comparison
DFGBX's dividend yield for the trailing twelve months is around 3.47%, less than VTILX's 4.13% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFGBX DFA Five Year Global Fixed Income Portfolio | 3.47% | 2.91% | 4.69% | 3.61% | 1.63% | 0.73% | 0.03% | 2.30% | 4.74% | 0.89% | 1.16% | 1.72% |
VTILX Vanguard Total International Bond II Index Fund | 4.13% | 4.27% | 4.52% | 4.22% | 0.94% | 0.62% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DFGBX vs. VTILX - Drawdown Comparison
The maximum DFGBX drawdown since its inception was -9.63%, smaller than the maximum VTILX drawdown of -15.85%. Use the drawdown chart below to compare losses from any high point for DFGBX and VTILX.
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Drawdown Indicators
| DFGBX | VTILX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.63% | -15.85% | +6.22% |
Max Drawdown (1Y)Largest decline over 1 year | -1.38% | -2.90% | +1.52% |
Max Drawdown (5Y)Largest decline over 5 years | -9.63% | -15.85% | +6.22% |
Max Drawdown (10Y)Largest decline over 10 years | -9.63% | — | — |
Current DrawdownCurrent decline from peak | -1.13% | -2.59% | +1.46% |
Average DrawdownAverage peak-to-trough decline | -0.94% | -6.05% | +5.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.43% | 0.68% | -0.25% |
Volatility
DFGBX vs. VTILX - Volatility Comparison
The current volatility for DFA Five Year Global Fixed Income Portfolio (DFGBX) is 0.76%, while Vanguard Total International Bond II Index Fund (VTILX) has a volatility of 1.41%. This indicates that DFGBX experiences smaller price fluctuations and is considered to be less risky than VTILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFGBX | VTILX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.76% | 1.41% | -0.65% |
Volatility (6M)Calculated over the trailing 6-month period | 0.97% | 2.02% | -1.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.64% | 3.04% | -1.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.16% | 4.39% | -2.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.93% | 4.37% | -2.44% |