DFIEX vs. VTSAX
Compare and contrast key facts about DFA International Core Equity Portfolio I (DFIEX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX).
DFIEX is managed by Dimensional. It was launched on Sep 15, 2005. VTSAX is managed by Vanguard. It was launched on Nov 13, 2000.
Performance
DFIEX vs. VTSAX - Performance Comparison
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DFIEX vs. VTSAX - 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% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | -3.97% | 17.12% | 23.23% | 26.51% | -19.52% | 25.72% | 20.98% | 30.79% | -5.18% | 21.16% |
Returns By Period
In the year-to-date period, DFIEX achieves a -0.21% return, which is significantly higher than VTSAX's -3.97% return. Over the past 10 years, DFIEX has underperformed VTSAX with an annualized return of 9.31%, while VTSAX has yielded a comparatively higher 13.60% annualized return.
DFIEX
- 1D
- -0.02%
- 1M
- -9.17%
- YTD
- -0.21%
- 6M
- 4.84%
- 1Y
- 26.64%
- 3Y*
- 15.59%
- 5Y*
- 9.04%
- 10Y*
- 9.31%
VTSAX
- 1D
- 2.97%
- 1M
- -5.09%
- YTD
- -3.97%
- 6M
- -1.96%
- 1Y
- 17.71%
- 3Y*
- 17.84%
- 5Y*
- 10.48%
- 10Y*
- 13.60%
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DFIEX vs. VTSAX - Expense Ratio Comparison
DFIEX has a 0.24% expense ratio, which is higher than VTSAX's 0.04% 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. VTSAX — Risk / Return Rank
DFIEX
VTSAX
DFIEX vs. VTSAX - 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 Index Fund Admiral Shares (VTSAX). 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 | VTSAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.66 | 0.98 | +0.67 |
Sortino ratioReturn per unit of downside risk | 2.18 | 1.50 | +0.68 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.23 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 2.16 | 1.51 | +0.66 |
Martin ratioReturn relative to average drawdown | 8.72 | 7.24 | +1.49 |
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 | VTSAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.66 | 0.98 | +0.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.61 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.74 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.44 | -0.10 |
Correlation
The correlation between DFIEX and VTSAX 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. VTSAX - Dividend Comparison
DFIEX's dividend yield for the trailing twelve months is around 3.24%, more than VTSAX's 1.16% 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% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.16% | 1.11% | 1.26% | 1.42% | 1.65% | 1.20% | 1.41% | 1.76% | 2.03% | 1.71% | 1.92% | 1.98% |
Drawdowns
DFIEX vs. VTSAX - Drawdown Comparison
The maximum DFIEX drawdown since its inception was -62.22%, which is greater than VTSAX's maximum drawdown of -55.33%. Use the drawdown chart below to compare losses from any high point for DFIEX and VTSAX.
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Drawdown Indicators
| DFIEX | VTSAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.22% | -55.33% | -6.89% |
Max Drawdown (1Y)Largest decline over 1 year | -11.01% | -12.41% | +1.40% |
Max Drawdown (5Y)Largest decline over 5 years | -28.66% | -25.36% | -3.30% |
Max Drawdown (10Y)Largest decline over 10 years | -41.04% | -34.97% | -6.07% |
Current DrawdownCurrent decline from peak | -10.45% | -6.22% | -4.23% |
Average DrawdownAverage peak-to-trough decline | -12.26% | -9.06% | -3.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.84% | 2.59% | +0.25% |
Volatility
DFIEX vs. VTSAX - Volatility Comparison
DFA International Core Equity Portfolio I (DFIEX) has a higher volatility of 6.26% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 5.49%. This indicates that DFIEX's price experiences larger fluctuations and is considered to be riskier than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFIEX | VTSAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.26% | 5.49% | +0.77% |
Volatility (6M)Calculated over the trailing 6-month period | 10.04% | 9.79% | +0.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.66% | 18.61% | -2.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.60% | 17.37% | -1.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.32% | 18.39% | -2.07% |