DFISX vs. VTSPX
DFISX (DFA International Small Company Portfolio) and VTSPX (Vanguard Short-Term Inflation-Protected Securities Index Fund Institutional Shares) are both mutual funds - DFISX is a Foreign Small & Mid Cap Equities fund managed by Dimensional, while VTSPX is a Inflation-Protected Bonds fund managed by Vanguard. Over the past 10 years, DFISX returned 8.25%/yr vs 3.16%/yr for VTSPX. At a 0.19 correlation, their price movements are largely independent. DFISX charges 0.39%/yr vs 0.04%/yr for VTSPX.
Performance
DFISX vs. VTSPX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DFISX achieves a 8.55% return, which is significantly higher than VTSPX's 2.06% return. Over the past 10 years, DFISX has outperformed VTSPX with an annualized return of 8.25%, while VTSPX has yielded a comparatively lower 3.16% annualized return.
DFISX
- 1D
- -1.00%
- 1M
- 1.72%
- YTD
- 8.55%
- 6M
- 11.59%
- 1Y
- 24.42%
- 3Y*
- 18.38%
- 5Y*
- 6.89%
- 10Y*
- 8.25%
VTSPX
- 1D
- 0.00%
- 1M
- 0.16%
- YTD
- 2.06%
- 6M
- 2.05%
- 1Y
- 4.64%
- 3Y*
- 5.26%
- 5Y*
- 3.38%
- 10Y*
- 3.16%
DFISX vs. VTSPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFISX DFA International Small Company Portfolio | 8.55% | 36.35% | 3.76% | 14.46% | -17.13% | 10.71% | 9.27% | 24.18% | -19.42% | 24.78% |
VTSPX Vanguard Short-Term Inflation-Protected Securities Index Fund Institutional Shares | 2.06% | 6.06% | 4.75% | 4.61% | -2.82% | 5.32% | 4.99% | 4.82% | 0.59% | 0.83% |
Correlation
The correlation between DFISX and VTSPX is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2013 | 0.19 |
The correlation between DFISX and VTSPX shifts across timeframes, from 0.08 (1 year) to 0.24 (5 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DFISX vs. VTSPX — Risk / Return Rank
DFISX
VTSPX
DFISX vs. VTSPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Small Company Portfolio (DFISX) and Vanguard Short-Term Inflation-Protected Securities Index Fund Institutional Shares (VTSPX). 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.
| DFISX | VTSPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.27 | ||
| Sortino ratioReturn per unit of downside risk | -2.69 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.69 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | 2.12 | 6.61 | -4.50 |
| Martin ratioReturn relative to average drawdown | 7.79 | 26.00 | -18.20 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| DFISX | VTSPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.85 | 3.12 | -1.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 1.27 | -0.84 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 1.42 | -0.91 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 1.08 | -0.62 |
Drawdowns
DFISX vs. VTSPX - Drawdown Comparison
The maximum DFISX drawdown since its inception was -60.66%, which is greater than VTSPX's maximum drawdown of -5.35%. Use the drawdown chart below to compare losses from any high point for DFISX and VTSPX.
Loading charts...
Drawdown Indicators
| DFISX | VTSPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.66% | -5.35% | -55.31% |
Max Drawdown (1Y)Largest decline over 1 year | -11.96% | -0.72% | -11.24% |
Max Drawdown (3Y)Largest decline over 3 years | -13.68% | -0.92% | -12.76% |
Max Drawdown (5Y)Largest decline over 5 years | -35.06% | -5.35% | -29.71% |
Max Drawdown (10Y)Largest decline over 10 years | -43.00% | -5.35% | -37.65% |
Current DrawdownCurrent decline from peak | -2.30% | -0.04% | -2.26% |
Average DrawdownAverage peak-to-trough decline | -11.64% | -1.01% | -10.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.24% | 0.18% | +3.06% |
Volatility
DFISX vs. VTSPX - Volatility Comparison
DFA International Small Company Portfolio (DFISX) has a higher volatility of 3.87% compared to Vanguard Short-Term Inflation-Protected Securities Index Fund Institutional Shares (VTSPX) at 0.56%. This indicates that DFISX's price experiences larger fluctuations and is considered to be riskier than VTSPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| DFISX | VTSPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.87% | 0.56% | +3.31% |
Volatility (6M)Calculated over the trailing 6-month period | 11.03% | 1.12% | +9.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.75% | 1.52% | +12.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.89% | 2.67% | +13.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.20% | 2.23% | +13.97% |
DFISX vs. VTSPX - Expense Ratio Comparison
DFISX has a 0.39% expense ratio, which is higher than VTSPX's 0.04% expense ratio.
Dividends
DFISX vs. VTSPX - Dividend Comparison
DFISX's dividend yield for the trailing twelve months is around 2.90%, less than VTSPX's 3.59% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFISX DFA International Small Company Portfolio | 2.90% | 3.19% | 3.39% | 3.01% | 3.51% | 3.06% | 1.71% | 4.54% | 7.74% | 1.27% | 4.44% | 4.47% |
VTSPX Vanguard Short-Term Inflation-Protected Securities Index Fund Institutional Shares | 3.59% | 3.81% | 2.70% | 2.86% | 6.84% | 4.69% | 1.21% | 1.96% | 2.47% | 1.52% | 0.80% | 0.00% |
Frequently Asked Questions
DFISX and VTSPX have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DFISX has higher volatility (3.87%) compared to VTSPX (0.56%). In terms of maximum drawdown, DFISX dropped -60.66% vs VTSPX's -5.35%.
VTSPX currently has the higher Sharpe Ratio (3.12 vs 1.85), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for DFISX and VTSPX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer