DFIEX vs. VT
Compare and contrast key facts about DFA International Core Equity Portfolio I (DFIEX) and Vanguard Total World Stock ETF (VT).
DFIEX is managed by Dimensional. It was launched on Sep 15, 2005. VT is a passively managed fund by Vanguard that tracks the performance of the FTSE Global All Cap Index. It was launched on Jun 24, 2008.
Performance
DFIEX vs. VT - Performance Comparison
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DFIEX vs. VT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFIEX DFA International Core Equity Portfolio I | 2.80% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -17.41% | 28.04% |
VT Vanguard Total World Stock ETF | -0.74% | 22.43% | 16.49% | 22.02% | -18.00% | 18.27% | 16.59% | 26.81% | -9.76% | 24.50% |
Returns By Period
In the year-to-date period, DFIEX achieves a 2.80% return, which is significantly higher than VT's -0.74% return. Over the past 10 years, DFIEX has underperformed VT with an annualized return of 9.64%, while VT has yielded a comparatively higher 11.64% annualized return.
DFIEX
- 1D
- 3.02%
- 1M
- -6.42%
- YTD
- 2.80%
- 6M
- 8.00%
- 1Y
- 30.46%
- 3Y*
- 16.74%
- 5Y*
- 9.40%
- 10Y*
- 9.64%
VT
- 1D
- 0.99%
- 1M
- -4.72%
- YTD
- -0.74%
- 6M
- 1.90%
- 1Y
- 22.33%
- 3Y*
- 17.24%
- 5Y*
- 9.43%
- 10Y*
- 11.64%
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DFIEX vs. VT - Expense Ratio Comparison
DFIEX has a 0.24% expense ratio, which is higher than VT's 0.06% 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
DFIEX vs. VT — Risk / Return Rank
DFIEX
VT
DFIEX vs. VT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Core Equity Portfolio I (DFIEX) and Vanguard Total World Stock ETF (VT). 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.
| DFIEX | VT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.95 | 1.30 | +0.65 |
Sortino ratioReturn per unit of downside risk | 2.55 | 1.90 | +0.64 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.28 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 2.57 | 1.92 | +0.65 |
Martin ratioReturn relative to average drawdown | 10.07 | 8.83 | +1.24 |
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
| DFIEX | VT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.95 | 1.30 | +0.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.59 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.68 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.40 | -0.06 |
Correlation
The correlation between DFIEX and VT is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
DFIEX vs. VT - Dividend Comparison
DFIEX's dividend yield for the trailing twelve months is around 3.14%, more than VT's 1.80% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFIEX DFA International Core Equity Portfolio I | 3.14% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
VT Vanguard Total World Stock ETF | 1.80% | 1.82% | 1.95% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% |
Drawdowns
DFIEX vs. VT - Drawdown Comparison
The maximum DFIEX drawdown since its inception was -62.22%, which is greater than VT's maximum drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for DFIEX and VT.
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Drawdown Indicators
| DFIEX | VT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.22% | -50.27% | -11.95% |
Max Drawdown (1Y)Largest decline over 1 year | -11.01% | -11.84% | +0.83% |
Max Drawdown (5Y)Largest decline over 5 years | -28.66% | -26.38% | -2.28% |
Max Drawdown (10Y)Largest decline over 10 years | -41.04% | -34.24% | -6.80% |
Current DrawdownCurrent decline from peak | -7.75% | -5.97% | -1.78% |
Average DrawdownAverage peak-to-trough decline | -12.26% | -7.08% | -5.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.81% | 2.57% | +0.24% |
Volatility
DFIEX vs. VT - Volatility Comparison
DFA International Core Equity Portfolio I (DFIEX) has a higher volatility of 7.09% compared to Vanguard Total World Stock ETF (VT) at 6.18%. This indicates that DFIEX's price experiences larger fluctuations and is considered to be riskier than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFIEX | VT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.09% | 6.18% | +0.91% |
Volatility (6M)Calculated over the trailing 6-month period | 10.45% | 10.00% | +0.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.90% | 17.26% | -1.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.65% | 15.98% | -0.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.35% | 17.20% | -0.85% |