DFISX vs. VTIAX
Compare and contrast key facts about DFA International Small Company Portfolio (DFISX) and Vanguard Total International Stock Index Fund Admiral Shares (VTIAX).
DFISX is managed by Dimensional Fund Advisors LP. It was launched on Sep 30, 1996. VTIAX is managed by Vanguard. It was launched on Nov 29, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFISX or VTIAX.
Key characteristics
| DFISX | VTIAX | |
|---|---|---|
| YTD Return | 4.98% | 7.10% |
| 1Y Return | 17.49% | 17.44% |
| 3Y Return (Ann) | -0.84% | 0.56% |
| 5Y Return (Ann) | 5.76% | 5.61% |
| 10Y Return (Ann) | 6.04% | 4.94% |
| Sharpe Ratio | 1.29 | 1.43 |
| Sortino Ratio | 1.86 | 2.03 |
| Omega Ratio | 1.23 | 1.25 |
| Calmar Ratio | 0.94 | 1.23 |
| Martin Ratio | 7.19 | 8.03 |
| Ulcer Index | 2.42% | 2.19% |
| Daily Std Dev | 13.51% | 12.27% |
| Max Drawdown | -60.66% | -35.83% |
| Current Drawdown | -7.26% | -6.44% |
Correlation
The correlation between DFISX and VTIAX is 0.94, 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. VTIAX - Performance Comparison
In the year-to-date period, DFISX achieves a 4.98% return, which is significantly lower than VTIAX's 7.10% return. Over the past 10 years, DFISX has outperformed VTIAX with an annualized return of 6.04%, while VTIAX has yielded a comparatively lower 4.94% 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. VTIAX - Expense Ratio Comparison
DFISX has a 0.39% expense ratio, which is higher than VTIAX's 0.11% expense ratio.
Risk-Adjusted Performance
DFISX vs. VTIAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Small Company Portfolio (DFISX) and Vanguard Total International Stock Index Fund Admiral Shares (VTIAX). 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. VTIAX - Dividend Comparison
DFISX's dividend yield for the trailing twelve months is around 3.17%, more than VTIAX's 2.96% 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% |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 2.96% | 3.21% | 3.05% | 3.05% | 2.10% | 3.04% | 3.17% | 2.74% | 2.93% | 2.84% | 3.40% | 2.71% |
Drawdowns
DFISX vs. VTIAX - Drawdown Comparison
The maximum DFISX drawdown since its inception was -60.66%, which is greater than VTIAX's maximum drawdown of -35.83%. Use the drawdown chart below to compare losses from any high point for DFISX and VTIAX. For additional features, visit the drawdowns tool.
Volatility
DFISX vs. VTIAX - Volatility Comparison
DFA International Small Company Portfolio (DFISX) and Vanguard Total International Stock Index Fund Admiral Shares (VTIAX) have volatilities of 3.73% and 3.92%, 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.