DFISX vs. VBR
Compare and contrast key facts about DFA International Small Company Portfolio (DFISX) and Vanguard Small-Cap Value ETF (VBR).
DFISX is managed by Dimensional Fund Advisors LP. It was launched on Sep 30, 1996. VBR is a passively managed fund by Vanguard that tracks the performance of the MSCI US Small Cap Value Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFISX or VBR.
Key characteristics
| DFISX | VBR | |
|---|---|---|
| YTD Return | 4.98% | 19.15% |
| 1Y Return | 17.49% | 38.40% |
| 3Y Return (Ann) | -0.84% | 6.86% |
| 5Y Return (Ann) | 5.76% | 11.96% |
| 10Y Return (Ann) | 6.04% | 9.57% |
| Sharpe Ratio | 1.29 | 2.22 |
| Sortino Ratio | 1.86 | 3.15 |
| Omega Ratio | 1.23 | 1.39 |
| Calmar Ratio | 0.94 | 3.11 |
| Martin Ratio | 7.19 | 12.90 |
| Ulcer Index | 2.42% | 2.95% |
| Daily Std Dev | 13.51% | 17.17% |
| Max Drawdown | -60.66% | -62.01% |
| Current Drawdown | -7.26% | -1.23% |
Correlation
The correlation between DFISX and VBR is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
DFISX vs. VBR - Performance Comparison
In the year-to-date period, DFISX achieves a 4.98% return, which is significantly lower than VBR's 19.15% return. Over the past 10 years, DFISX has underperformed VBR with an annualized return of 6.04%, while VBR has yielded a comparatively higher 9.57% 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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DFISX vs. VBR - Expense Ratio Comparison
DFISX has a 0.39% expense ratio, which is higher than VBR's 0.07% expense ratio.
Risk-Adjusted Performance
DFISX vs. VBR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Small Company Portfolio (DFISX) and Vanguard Small-Cap Value ETF (VBR). 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
DFISX vs. VBR - Dividend Comparison
DFISX's dividend yield for the trailing twelve months is around 3.17%, more than VBR's 1.89% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFISX DFA International Small Company Portfolio | 3.17% | 3.02% | 2.31% | 2.53% | 1.71% | 2.42% | 2.61% | 2.36% | 2.59% | 2.17% | 2.63% | 2.44% |
VBR Vanguard Small-Cap Value ETF | 1.89% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% | 1.87% |
Drawdowns
DFISX vs. VBR - Drawdown Comparison
The maximum DFISX drawdown since its inception was -60.66%, roughly equal to the maximum VBR drawdown of -62.01%. Use the drawdown chart below to compare losses from any high point for DFISX and VBR. For additional features, visit the drawdowns tool.
Volatility
DFISX vs. VBR - Volatility Comparison
The current volatility for DFA International Small Company Portfolio (DFISX) is 3.73%, while Vanguard Small-Cap Value ETF (VBR) has a volatility of 5.78%. This indicates that DFISX experiences smaller price fluctuations and is considered to be less risky than VBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.