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DFISX vs. VTIAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DFISX and VTIAX is 0.74, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

DFISX vs. VTIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA International Small Company Portfolio (DFISX) and Vanguard Total International Stock Index Fund Admiral Shares (VTIAX). The values are adjusted to include any dividend payments, if applicable.

70.00%80.00%90.00%100.00%110.00%NovemberDecember2025FebruaryMarchApril
93.40%
110.53%
DFISX
VTIAX

Key characteristics

Sharpe Ratio

DFISX:

0.82

VTIAX:

0.76

Sortino Ratio

DFISX:

1.19

VTIAX:

1.13

Omega Ratio

DFISX:

1.16

VTIAX:

1.15

Calmar Ratio

DFISX:

0.92

VTIAX:

0.90

Martin Ratio

DFISX:

2.87

VTIAX:

2.79

Ulcer Index

DFISX:

4.58%

VTIAX:

4.23%

Daily Std Dev

DFISX:

16.08%

VTIAX:

15.65%

Max Drawdown

DFISX:

-63.00%

VTIAX:

-35.82%

Current Drawdown

DFISX:

-1.52%

VTIAX:

-1.45%

Returns By Period

In the year-to-date period, DFISX achieves a 9.27% return, which is significantly higher than VTIAX's 7.60% return. Over the past 10 years, DFISX has underperformed VTIAX with an annualized return of 3.81%, while VTIAX has yielded a comparatively higher 4.74% annualized return.


DFISX

YTD

9.27%

1M

0.89%

6M

5.45%

1Y

12.51%

5Y*

11.47%

10Y*

3.81%

VTIAX

YTD

7.60%

1M

-0.56%

6M

3.24%

1Y

10.72%

5Y*

10.91%

10Y*

4.74%

*Annualized

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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.


Expense ratio chart for DFISX: current value is 0.39%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DFISX: 0.39%
Expense ratio chart for VTIAX: current value is 0.11%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VTIAX: 0.11%

Risk-Adjusted Performance

DFISX vs. VTIAX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DFISX
The Risk-Adjusted Performance Rank of DFISX is 7474
Overall Rank
The Sharpe Ratio Rank of DFISX is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of DFISX is 7272
Sortino Ratio Rank
The Omega Ratio Rank of DFISX is 7272
Omega Ratio Rank
The Calmar Ratio Rank of DFISX is 8484
Calmar Ratio Rank
The Martin Ratio Rank of DFISX is 7171
Martin Ratio Rank

VTIAX
The Risk-Adjusted Performance Rank of VTIAX is 7373
Overall Rank
The Sharpe Ratio Rank of VTIAX is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of VTIAX is 7070
Sortino Ratio Rank
The Omega Ratio Rank of VTIAX is 6969
Omega Ratio Rank
The Calmar Ratio Rank of VTIAX is 8383
Calmar Ratio Rank
The Martin Ratio Rank of VTIAX is 7070
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for DFISX, currently valued at 0.82, compared to the broader market-1.000.001.002.003.00
DFISX: 0.82
VTIAX: 0.76
The chart of Sortino ratio for DFISX, currently valued at 1.19, compared to the broader market-2.000.002.004.006.008.00
DFISX: 1.19
VTIAX: 1.13
The chart of Omega ratio for DFISX, currently valued at 1.16, compared to the broader market0.501.001.502.002.503.00
DFISX: 1.16
VTIAX: 1.15
The chart of Calmar ratio for DFISX, currently valued at 0.92, compared to the broader market0.002.004.006.008.0010.00
DFISX: 0.92
VTIAX: 0.90
The chart of Martin ratio for DFISX, currently valued at 2.87, compared to the broader market0.0010.0020.0030.0040.0050.00
DFISX: 2.87
VTIAX: 2.79

The current DFISX Sharpe Ratio is 0.82, which is comparable to the VTIAX Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of DFISX and VTIAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.82
0.76
DFISX
VTIAX

Dividends

DFISX vs. VTIAX - Dividend Comparison

DFISX's dividend yield for the trailing twelve months is around 3.15%, more than VTIAX's 3.05% yield.


TTM20242023202220212020201920182017201620152014
DFISX
DFA International Small Company Portfolio
3.15%3.40%3.02%2.31%2.53%1.71%2.42%2.61%2.36%2.59%2.17%2.63%
VTIAX
Vanguard Total International Stock Index Fund Admiral Shares
3.05%3.33%3.21%3.05%3.05%2.10%3.04%3.17%2.74%2.93%2.84%3.40%

Drawdowns

DFISX vs. VTIAX - Drawdown Comparison

The maximum DFISX drawdown since its inception was -63.00%, which is greater than VTIAX's maximum drawdown of -35.82%. Use the drawdown chart below to compare losses from any high point for DFISX and VTIAX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-1.52%
-1.45%
DFISX
VTIAX

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 9.71% and 9.89%, 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.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
9.71%
9.89%
DFISX
VTIAX