DFIEX vs. VXUS
Compare and contrast key facts about DFA International Core Equity Portfolio I (DFIEX) and Vanguard Total International Stock ETF (VXUS).
DFIEX is managed by Dimensional Fund Advisors LP. It was launched on Sep 15, 2005. VXUS is a passively managed fund by Vanguard that tracks the performance of the MSCI All Country World ex USA Investable Market Index. It was launched on Jan 26, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFIEX or VXUS.
Key characteristics
| DFIEX | VXUS | |
|---|---|---|
| YTD Return | 3.95% | 4.58% |
| 1Y Return | 12.44% | 12.25% |
| 3Y Return (Ann) | 3.22% | 1.22% |
| 5Y Return (Ann) | 6.79% | 5.61% |
| 10Y Return (Ann) | 4.93% | 4.36% |
| Sharpe Ratio | 0.98 | 0.99 |
| Daily Std Dev | 12.37% | 12.55% |
| Max Drawdown | -62.26% | -35.97% |
| Current Drawdown | -1.00% | -1.49% |
Correlation
The correlation between DFIEX and VXUS is 0.95, 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.
Performance
DFIEX vs. VXUS - Performance Comparison
In the year-to-date period, DFIEX achieves a 3.95% return, which is significantly lower than VXUS's 4.58% return. Over the past 10 years, DFIEX has outperformed VXUS with an annualized return of 4.93%, while VXUS has yielded a comparatively lower 4.36% annualized 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. VXUS - Expense Ratio Comparison
DFIEX has a 0.24% expense ratio, which is higher than VXUS'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. VXUS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Core Equity Portfolio I (DFIEX) and Vanguard Total International Stock ETF (VXUS). 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. VXUS - Dividend Comparison
DFIEX's dividend yield for the trailing twelve months is around 3.24%, less than VXUS's 3.28% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFIEX DFA International Core Equity Portfolio I | 3.24% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.16% | 3.10% | 2.39% |
VXUS Vanguard Total International Stock ETF | 3.28% | 3.24% | 3.09% | 3.10% | 2.14% | 3.06% | 3.18% | 2.73% | 2.93% | 2.83% | 3.40% | 2.70% |
Drawdowns
DFIEX vs. VXUS - Drawdown Comparison
The maximum DFIEX drawdown since its inception was -62.26%, which is greater than VXUS's maximum drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for DFIEX and VXUS. For additional features, visit the drawdowns tool.
Volatility
DFIEX vs. VXUS - Volatility Comparison
DFA International Core Equity Portfolio I (DFIEX) and Vanguard Total International Stock ETF (VXUS) have volatilities of 3.86% and 4.06%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.