DFIVX vs. VXUS
Compare and contrast key facts about DFA International Value Portfolio (DFIVX) and Vanguard Total International Stock ETF (VXUS).
DFIVX is managed by Dimensional Fund Advisors LP. It was launched on Feb 14, 1994. VXUS is a passively managed fund by Vanguard that tracks the performance of the MSCI All Country World ex USA Investable Market Index. It was launched on Jan 26, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFIVX or VXUS.
Performance
DFIVX vs. VXUS - Performance Comparison
Returns By Period
In the year-to-date period, DFIVX achieves a 8.01% return, which is significantly higher than VXUS's 5.91% return. Over the past 10 years, DFIVX has outperformed VXUS with an annualized return of 5.41%, while VXUS has yielded a comparatively lower 4.79% annualized return.
DFIVX
8.01%
-3.67%
-2.31%
14.02%
7.92%
5.41%
VXUS
5.91%
-4.79%
-1.70%
13.39%
5.25%
4.79%
Key characteristics
| DFIVX | VXUS | |
|---|---|---|
| Sharpe Ratio | 1.22 | 1.01 |
| Sortino Ratio | 1.66 | 1.47 |
| Omega Ratio | 1.21 | 1.18 |
| Calmar Ratio | 2.08 | 1.07 |
| Martin Ratio | 6.52 | 5.43 |
| Ulcer Index | 2.33% | 2.38% |
| Daily Std Dev | 12.50% | 12.73% |
| Max Drawdown | -65.67% | -35.97% |
| Current Drawdown | -5.75% | -7.59% |
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DFIVX vs. VXUS - Expense Ratio Comparison
DFIVX has a 0.30% expense ratio, which is higher than VXUS's 0.07% expense ratio.
Correlation
The correlation between DFIVX and VXUS is 0.93, 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.
Risk-Adjusted Performance
DFIVX vs. VXUS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Value Portfolio (DFIVX) and Vanguard Total International Stock ETF (VXUS). 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
DFIVX vs. VXUS - Dividend Comparison
DFIVX's dividend yield for the trailing twelve months is around 4.26%, more than VXUS's 3.02% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFIVX DFA International Value Portfolio | 4.26% | 4.40% | 3.78% | 4.27% | 2.43% | 3.70% | 3.31% | 2.85% | 3.37% | 3.45% | 4.89% | 2.71% |
VXUS Vanguard Total International Stock ETF | 3.02% | 3.25% | 3.09% | 3.10% | 2.14% | 3.06% | 3.17% | 2.73% | 2.93% | 2.83% | 3.40% | 2.70% |
Drawdowns
DFIVX vs. VXUS - Drawdown Comparison
The maximum DFIVX drawdown since its inception was -65.67%, which is greater than VXUS's maximum drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for DFIVX and VXUS. For additional features, visit the drawdowns tool.
Volatility
DFIVX vs. VXUS - Volatility Comparison
The current volatility for DFA International Value Portfolio (DFIVX) is 3.64%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 3.90%. This indicates that DFIVX experiences smaller price fluctuations and is considered to be less risky than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.