DFISX vs. VFSAX
Compare and contrast key facts about DFA International Small Company Portfolio (DFISX) and Vanguard FTSE All-World ex-US Small-Cap Index Fund Admiral Shares (VFSAX).
DFISX is managed by Dimensional Fund Advisors LP. It was launched on Sep 30, 1996. VFSAX is managed by Vanguard. It was launched on Feb 7, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFISX or VFSAX.
Key characteristics
| DFISX | VFSAX | |
|---|---|---|
| YTD Return | 4.98% | 4.31% |
| 1Y Return | 17.49% | 16.44% |
| 3Y Return (Ann) | -0.84% | -2.57% |
| 5Y Return (Ann) | 5.76% | 4.77% |
| Sharpe Ratio | 1.29 | 1.31 |
| Sortino Ratio | 1.86 | 1.84 |
| Omega Ratio | 1.23 | 1.24 |
| Calmar Ratio | 0.94 | 0.75 |
| Martin Ratio | 7.19 | 7.07 |
| Ulcer Index | 2.42% | 2.29% |
| Daily Std Dev | 13.51% | 12.39% |
| Max Drawdown | -60.66% | -39.86% |
| Current Drawdown | -7.26% | -8.80% |
Correlation
The correlation between DFISX and VFSAX is 0.96, 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
DFISX vs. VFSAX - Performance Comparison
In the year-to-date period, DFISX achieves a 4.98% return, which is significantly higher than VFSAX's 4.31% 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. VFSAX - Expense Ratio Comparison
DFISX has a 0.39% expense ratio, which is higher than VFSAX's 0.16% expense ratio.
Risk-Adjusted Performance
DFISX vs. VFSAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Small Company Portfolio (DFISX) and Vanguard FTSE All-World ex-US Small-Cap Index Fund Admiral Shares (VFSAX). 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. VFSAX - Dividend Comparison
DFISX's dividend yield for the trailing twelve months is around 3.17%, more than VFSAX's 2.82% 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% |
VFSAX Vanguard FTSE All-World ex-US Small-Cap Index Fund Admiral Shares | 2.82% | 3.05% | 2.22% | 2.67% | 1.85% | 3.18% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DFISX vs. VFSAX - Drawdown Comparison
The maximum DFISX drawdown since its inception was -60.66%, which is greater than VFSAX's maximum drawdown of -39.86%. Use the drawdown chart below to compare losses from any high point for DFISX and VFSAX. For additional features, visit the drawdowns tool.
Volatility
DFISX vs. VFSAX - Volatility Comparison
DFA International Small Company Portfolio (DFISX) has a higher volatility of 3.73% compared to Vanguard FTSE All-World ex-US Small-Cap Index Fund Admiral Shares (VFSAX) at 3.22%. This indicates that DFISX's price experiences larger fluctuations and is considered to be riskier than VFSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.