DFSHX vs. VTABX
DFSHX (DFA Selectively Hedged Global Fixed Income Portfolio) and VTABX (Vanguard Total International Bond Index Fund Admiral Shares) are both Global Bonds funds. Over the past 10 years, DFSHX returned 1.99%/yr vs 1.57%/yr for VTABX. Their 0.40 correlation means their historical movements had little consistent relationship. DFSHX charges 0.16%/yr vs 0.10%/yr for VTABX.
Performance
DFSHX vs. VTABX - Performance Comparison
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Returns By Period
In the year-to-date period, DFSHX achieves a 1.62% return, which is significantly higher than VTABX's 0.26% return. Over the past 10 years, DFSHX has outperformed VTABX with an annualized return of 1.99%, while VTABX has yielded a comparatively lower 1.57% annualized return.
DFSHX
- 1D
- 0.21%
- 1M
- 0.11%
- 6M
- 0.97%
- YTD
- 1.62%
- 1Y
- 3.39%
- 3Y*
- 4.91%
- 5Y*
- 1.91%
- 10Y*
- 1.99%
- ALL TIME*
- 1.47%
VTABX
- 1D
- 0.10%
- 1M
- -0.78%
- 6M
- -0.15%
- YTD
- 0.26%
- 1Y
- 1.32%
- 3Y*
- 3.99%
- 5Y*
- -0.01%
- 10Y*
- 1.57%
- ALL TIME*
- 2.42%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
DFSHX vs. VTABX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFSHX DFA Selectively Hedged Global Fixed Income Portfolio | 1.62% | 4.84% | 5.66% | 5.55% | -6.24% | -0.82% | 2.33% | 4.82% | 1.83% | 2.61% |
VTABX Vanguard Total International Bond Index Fund Admiral Shares | 0.26% | 2.96% | 3.92% | 8.77% | -12.92% | -2.22% | 4.54% | 8.83% | 2.97% | 2.39% |
Correlation
The correlation between DFSHX and VTABX is 0.67, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.67 |
Correlation (3Y) Balances recent behavior with more history. | 0.40 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.55 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.50 |
Correlation (All Time) Calculated using the full available price history since Jun 4, 2013 | 0.40 |
Over the past year, DFSHX and VTABX have become more correlated (0.67) than their long-term average of 0.40, meaning their price movements have been converging.
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Return for Risk
DFSHX vs. VTABX — Risk / Return Rank
DFSHX
VTABX
DFSHX vs. VTABX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Selectively Hedged Global Fixed Income Portfolio (DFSHX) and Vanguard Total International Bond Index Fund Admiral Shares (VTABX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DFSHX | VTABX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.68 | ||
| Sortino ratioReturn per unit of downside risk | +2.57 | ||
| Omega ratioGain probability vs. loss probability | 1.52 | 1.08 | +0.44 |
| Calmar ratioReturn relative to maximum drawdown | 2.75 | 0.50 | +2.25 |
| Martin ratioReturn relative to average drawdown | 10.65 | 1.26 | +9.39 |
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Drawdowns
DFSHX vs. VTABX - Drawdown Comparison
The maximum DFSHX drawdown since its inception was -9.58%, smaller than the maximum VTABX drawdown of -16.16%. Use the drawdown chart below to compare losses from any high point for DFSHX and VTABX.
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Drawdown Indicators
| DFSHX | VTABX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.58% | -16.16% | +6.58% |
Max Drawdown (1Y)Largest decline over 1 year | -1.28% | -2.90% | +1.62% |
Max Drawdown (3Y)Largest decline over 3 years | -4.18% | -2.90% | -1.28% |
Max Drawdown (5Y)Largest decline over 5 years | -9.58% | -15.81% | +6.23% |
Max Drawdown (10Y)Largest decline over 10 years | -9.58% | -16.16% | +6.58% |
Current DrawdownCurrent decline from peak | -0.11% | -1.59% | +1.48% |
Average DrawdownAverage peak-to-trough decline | -2.27% | -3.02% | +0.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.33% | 1.14% | -0.81% |
Volatility
DFSHX vs. VTABX - Volatility Comparison
The current volatility for DFA Selectively Hedged Global Fixed Income Portfolio (DFSHX) is 0.58%, while Vanguard Total International Bond Index Fund Admiral Shares (VTABX) has a volatility of 0.86%. This indicates that DFSHX experiences smaller price fluctuations and is considered to be less risky than VTABX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFSHX | VTABX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.58% | 0.86% | -0.28% |
Volatility (6M)Calculated over the trailing 6-month period | 1.50% | 2.69% | -1.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.65% | 3.11% | -1.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.38% | 4.46% | -1.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.64% | 3.61% | -0.97% |
DFSHX vs. VTABX - Expense Ratio Comparison
DFSHX has a 0.16% expense ratio, which is higher than VTABX's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
DFSHX vs. VTABX - Dividend Comparison
DFSHX's dividend yield for the trailing twelve months is around 4.19%, less than VTABX's 4.28% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFSHX DFA Selectively Hedged Global Fixed Income Portfolio | 4.19% | 4.26% | 4.50% | 3.90% | 0.04% | 1.77% | 0.03% | 2.52% | 3.23% | 1.75% | 1.63% | 1.11% |
VTABX Vanguard Total International Bond Index Fund Admiral Shares | 4.28% | 4.36% | 4.33% | 4.39% | 1.48% | 3.70% | 1.08% | 4.28% | 3.00% | 2.23% | 1.80% | 1.64% |
Frequently Asked Questions
DFSHX and VTABX have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VTABX has higher volatility (0.86%) compared to DFSHX (0.58%). In terms of maximum drawdown, DFSHX dropped -9.58% vs VTABX's -16.16%.
DFSHX currently has the higher Sharpe Ratio (2.14 vs 0.46), 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.
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