DFIEX vs. VBLAX
Compare and contrast key facts about DFA International Core Equity Portfolio I (DFIEX) and Vanguard Long-Term Bond Index Fund Admiral Shares (VBLAX).
DFIEX is managed by Dimensional Fund Advisors LP. It was launched on Sep 15, 2005. VBLAX is managed by Vanguard. It was launched on Feb 7, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFIEX or VBLAX.
Key characteristics
| DFIEX | VBLAX | |
|---|---|---|
| YTD Return | 4.64% | -2.76% |
| 1Y Return | 12.63% | 7.84% |
| 3Y Return (Ann) | 1.51% | -8.71% |
| 5Y Return (Ann) | 6.20% | -3.56% |
| Sharpe Ratio | 1.24 | 0.83 |
| Sortino Ratio | 1.78 | 1.24 |
| Omega Ratio | 1.22 | 1.14 |
| Calmar Ratio | 1.88 | 0.28 |
| Martin Ratio | 6.72 | 2.33 |
| Ulcer Index | 2.36% | 4.29% |
| Daily Std Dev | 12.81% | 12.05% |
| Max Drawdown | -62.26% | -40.12% |
| Current Drawdown | -7.61% | -30.21% |
Correlation
The correlation between DFIEX and VBLAX is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
DFIEX vs. VBLAX - Performance Comparison
In the year-to-date period, DFIEX achieves a 4.64% return, which is significantly higher than VBLAX's -2.76% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DFIEX vs. VBLAX - Expense Ratio Comparison
DFIEX has a 0.24% expense ratio, which is higher than VBLAX'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%.
Risk-Adjusted Performance
DFIEX vs. VBLAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Core Equity Portfolio I (DFIEX) and Vanguard Long-Term Bond Index Fund Admiral Shares (VBLAX). 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.
Dividends
DFIEX vs. VBLAX - Dividend Comparison
DFIEX's dividend yield for the trailing twelve months is around 3.45%, less than VBLAX's 4.49% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFIEX DFA International Core Equity Portfolio I | 3.45% | 3.36% | 2.89% | 2.98% | 1.77% | 2.90% | 2.95% | 2.50% | 2.77% | 2.62% | 3.16% | 2.43% |
VBLAX Vanguard Long-Term Bond Index Fund Admiral Shares | 4.49% | 4.08% | 3.99% | 2.85% | 2.95% | 3.08% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DFIEX vs. VBLAX - Drawdown Comparison
The maximum DFIEX drawdown since its inception was -62.26%, which is greater than VBLAX's maximum drawdown of -40.12%. Use the drawdown chart below to compare losses from any high point for DFIEX and VBLAX. For additional features, visit the drawdowns tool.
Volatility
DFIEX vs. VBLAX - Volatility Comparison
The current volatility for DFA International Core Equity Portfolio I (DFIEX) is 3.66%, while Vanguard Long-Term Bond Index Fund Admiral Shares (VBLAX) has a volatility of 4.02%. This indicates that DFIEX experiences smaller price fluctuations and is considered to be less risky than VBLAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.