DFSHX vs. VTIBX
Compare and contrast key facts about DFA Selectively Hedged Global Fixed Income Portfolio (DFSHX) and Vanguard Total International Bond Index Fund (VTIBX).
DFSHX is managed by Dimensional. It was launched on Jan 8, 2008. VTIBX is managed by Vanguard. It was launched on May 30, 2013.
Performance
DFSHX vs. VTIBX - Performance Comparison
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DFSHX vs. VTIBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFSHX DFA Selectively Hedged Global Fixed Income Portfolio | 0.00% | 4.84% | 5.66% | 5.55% | -6.24% | -0.82% | 2.33% | 4.82% | 1.83% | 2.61% |
VTIBX Vanguard Total International Bond Index Fund | -0.82% | 2.98% | 3.84% | 8.86% | -12.97% | -2.27% | 4.56% | 7.76% | 3.00% | 2.31% |
Returns By Period
Over the past 10 years, DFSHX has outperformed VTIBX with an annualized return of 2.01%, while VTIBX has yielded a comparatively lower 1.64% annualized return.
DFSHX
- 1D
- 0.11%
- 1M
- -1.18%
- YTD
- 0.00%
- 6M
- 0.89%
- 1Y
- 3.60%
- 3Y*
- 4.80%
- 5Y*
- 1.75%
- 10Y*
- 2.01%
VTIBX
- 1D
- 0.31%
- 1M
- -2.65%
- YTD
- -0.82%
- 6M
- -0.26%
- 1Y
- 2.36%
- 3Y*
- 3.66%
- 5Y*
- 0.11%
- 10Y*
- 1.64%
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DFSHX vs. VTIBX - Expense Ratio Comparison
DFSHX has a 0.16% expense ratio, which is higher than VTIBX's 0.13% 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%.
Return for Risk
DFSHX vs. VTIBX — Risk / Return Rank
DFSHX
VTIBX
DFSHX vs. VTIBX - 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 (VTIBX). 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.
| DFSHX | VTIBX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.11 | 0.77 | +2.35 |
Sortino ratioReturn per unit of downside risk | 4.62 | 1.06 | +3.56 |
Omega ratioGain probability vs. loss probability | 1.98 | 1.14 | +0.84 |
Calmar ratioReturn relative to maximum drawdown | 2.89 | 0.87 | +2.02 |
Martin ratioReturn relative to average drawdown | 14.69 | 3.71 | +10.98 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DFSHX | VTIBX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.11 | 0.77 | +2.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.03 | +0.50 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.45 | +0.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.68 | -0.22 |
Correlation
The correlation between DFSHX and VTIBX is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
DFSHX vs. VTIBX - Dividend Comparison
DFSHX's dividend yield for the trailing twelve months is around 4.26%, more than VTIBX's 4.20% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFSHX DFA Selectively Hedged Global Fixed Income Portfolio | 4.26% | 4.26% | 4.50% | 3.90% | 0.04% | 1.77% | 0.03% | 2.52% | 3.23% | 1.75% | 1.63% | 1.11% |
VTIBX Vanguard Total International Bond Index Fund | 4.20% | 4.33% | 4.31% | 4.37% | 1.41% | 3.68% | 1.06% | 3.36% | 2.98% | 2.21% | 1.76% | 1.61% |
Drawdowns
DFSHX vs. VTIBX - Drawdown Comparison
The maximum DFSHX drawdown since its inception was -9.58%, smaller than the maximum VTIBX drawdown of -16.15%. Use the drawdown chart below to compare losses from any high point for DFSHX and VTIBX.
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Drawdown Indicators
| DFSHX | VTIBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.58% | -16.15% | +6.57% |
Max Drawdown (1Y)Largest decline over 1 year | -1.28% | -2.95% | +1.67% |
Max Drawdown (5Y)Largest decline over 5 years | -9.58% | -15.81% | +6.23% |
Max Drawdown (10Y)Largest decline over 10 years | -9.58% | -16.15% | +6.57% |
Current DrawdownCurrent decline from peak | -1.18% | -2.65% | +1.47% |
Average DrawdownAverage peak-to-trough decline | -2.32% | -3.09% | +0.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.25% | 0.70% | -0.45% |
Volatility
DFSHX vs. VTIBX - Volatility Comparison
The current volatility for DFA Selectively Hedged Global Fixed Income Portfolio (DFSHX) is 0.67%, while Vanguard Total International Bond Index Fund (VTIBX) has a volatility of 1.40%. This indicates that DFSHX experiences smaller price fluctuations and is considered to be less risky than VTIBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFSHX | VTIBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.67% | 1.40% | -0.73% |
Volatility (6M)Calculated over the trailing 6-month period | 0.94% | 2.08% | -1.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.17% | 3.11% | -1.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.34% | 4.42% | -1.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.66% | 3.62% | -0.96% |