DFIEX vs. VTI
Compare and contrast key facts about DFA International Core Equity Portfolio I (DFIEX) and Vanguard Total Stock Market ETF (VTI).
DFIEX is managed by Dimensional. It was launched on Sep 15, 2005. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on Jun 27, 2016.
Performance
DFIEX vs. VTI - Performance Comparison
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DFIEX vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFIEX DFA International Core Equity Portfolio I | -0.21% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -17.41% | 28.04% |
VTI Vanguard Total Stock Market ETF | -4.01% | 17.10% | 23.81% | 26.05% | -19.52% | 25.68% | 21.08% | 30.67% | -5.23% | 21.21% |
Returns By Period
In the year-to-date period, DFIEX achieves a -0.21% return, which is significantly higher than VTI's -4.01% return. Over the past 10 years, DFIEX has underperformed VTI with an annualized return of 9.31%, while VTI has yielded a comparatively higher 13.60% annualized return.
DFIEX
- 1D
- -0.02%
- 1M
- -10.45%
- YTD
- -0.21%
- 6M
- 5.11%
- 1Y
- 26.87%
- 3Y*
- 15.59%
- 5Y*
- 9.04%
- 10Y*
- 9.31%
VTI
- 1D
- 2.93%
- 1M
- -5.00%
- YTD
- -4.01%
- 6M
- -1.66%
- 1Y
- 18.11%
- 3Y*
- 17.84%
- 5Y*
- 10.46%
- 10Y*
- 13.60%
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DFIEX vs. VTI - Expense Ratio Comparison
DFIEX has a 0.24% 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%.
Return for Risk
DFIEX vs. VTI — Risk / Return Rank
DFIEX
VTI
DFIEX vs. VTI - 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 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.
| DFIEX | VTI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.66 | 0.96 | +0.70 |
Sortino ratioReturn per unit of downside risk | 2.18 | 1.48 | +0.69 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.23 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 2.16 | 1.52 | +0.64 |
Martin ratioReturn relative to average drawdown | 8.72 | 7.26 | +1.46 |
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 | VTI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.66 | 0.96 | +0.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.60 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.75 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.48 | -0.14 |
Correlation
The correlation between DFIEX and VTI is 0.80, 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. VTI - Dividend Comparison
DFIEX's dividend yield for the trailing twelve months is around 3.24%, more than VTI's 1.17% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFIEX DFA International Core Equity Portfolio I | 3.24% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
VTI Vanguard Total Stock Market ETF | 1.17% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
Drawdowns
DFIEX vs. VTI - Drawdown Comparison
The maximum DFIEX drawdown since its inception was -62.22%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for DFIEX and VTI.
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Drawdown Indicators
| DFIEX | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.22% | -55.45% | -6.77% |
Max Drawdown (1Y)Largest decline over 1 year | -11.01% | -12.30% | +1.29% |
Max Drawdown (5Y)Largest decline over 5 years | -28.66% | -25.36% | -3.30% |
Max Drawdown (10Y)Largest decline over 10 years | -41.04% | -35.00% | -6.04% |
Current DrawdownCurrent decline from peak | -10.45% | -6.25% | -4.20% |
Average DrawdownAverage peak-to-trough decline | -12.26% | -8.08% | -4.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.84% | 2.58% | +0.26% |
Volatility
DFIEX vs. VTI - Volatility Comparison
DFA International Core Equity Portfolio I (DFIEX) has a higher volatility of 6.26% compared to Vanguard Total Stock Market ETF (VTI) at 5.45%. This indicates that DFIEX's price experiences larger fluctuations and is considered to be riskier 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
| DFIEX | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.26% | 5.45% | +0.81% |
Volatility (6M)Calculated over the trailing 6-month period | 10.04% | 9.73% | +0.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.66% | 19.01% | -3.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.60% | 17.42% | -1.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.32% | 18.29% | -1.97% |