Correlation
The correlation between DFISX and VTMGX is 0.61, 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.
DFISX vs. VTMGX
Compare and contrast key facts about DFA International Small Company Portfolio (DFISX) and Vanguard Developed Markets Index Fund Admiral Shares (VTMGX).
DFISX is managed by Dimensional Fund Advisors LP. It was launched on Sep 30, 1996. VTMGX is managed by Vanguard. It was launched on Aug 17, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFISX or VTMGX.
Performance
DFISX vs. VTMGX - Performance Comparison
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Key characteristics
DFISX:
1.00
VTMGX:
0.93
DFISX:
1.36
VTMGX:
1.20
DFISX:
1.19
VTMGX:
1.16
DFISX:
1.06
VTMGX:
1.00
DFISX:
3.33
VTMGX:
2.92
DFISX:
4.57%
VTMGX:
4.50%
DFISX:
15.87%
VTMGX:
16.38%
DFISX:
-63.00%
VTMGX:
-60.58%
DFISX:
0.00%
VTMGX:
-0.28%
Returns By Period
The year-to-date returns for both stocks are quite close, with DFISX having a 17.63% return and VTMGX slightly lower at 16.81%. Over the past 10 years, DFISX has underperformed VTMGX with an annualized return of 4.41%, while VTMGX has yielded a comparatively higher 6.11% annualized return.
DFISX
17.63%
6.05%
14.42%
15.76%
9.30%
10.68%
4.41%
VTMGX
16.81%
4.94%
12.82%
15.10%
10.31%
11.28%
6.11%
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DFISX vs. VTMGX - Expense Ratio Comparison
DFISX has a 0.39% expense ratio, which is higher than VTMGX's 0.07% expense ratio.
Risk-Adjusted Performance
DFISX vs. VTMGX — Risk-Adjusted Performance Rank
DFISX
VTMGX
DFISX vs. VTMGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Small Company Portfolio (DFISX) and Vanguard Developed Markets Index Fund Admiral Shares (VTMGX). 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.
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Dividends
DFISX vs. VTMGX - Dividend Comparison
DFISX's dividend yield for the trailing twelve months is around 2.92%, more than VTMGX's 2.79% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFISX DFA International Small Company Portfolio | 2.92% | 3.40% | 3.02% | 3.51% | 6.18% | 1.71% | 4.54% | 7.75% | 5.52% | 5.28% | 4.47% | 6.00% |
VTMGX Vanguard Developed Markets Index Fund Admiral Shares | 2.79% | 3.34% | 3.14% | 2.88% | 3.14% | 2.02% | 3.03% | 3.33% | 2.77% | 3.06% | 2.91% | 3.70% |
Drawdowns
DFISX vs. VTMGX - Drawdown Comparison
The maximum DFISX drawdown since its inception was -63.00%, roughly equal to the maximum VTMGX drawdown of -60.58%. Use the drawdown chart below to compare losses from any high point for DFISX and VTMGX.
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Volatility
DFISX vs. VTMGX - Volatility Comparison
The current volatility for DFA International Small Company Portfolio (DFISX) is 2.62%, while Vanguard Developed Markets Index Fund Admiral Shares (VTMGX) has a volatility of 3.02%. This indicates that DFISX experiences smaller price fluctuations and is considered to be less risky than VTMGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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