DFSIX vs. VFSIX
DFSIX (DFA U.S. Sustainability Core 1 Portfolio) and VFSIX (Vanguard Short-Term Investment-Grade Fund Institutional Shares) are both mutual funds - DFSIX is a Large Cap Blend Equities fund managed by Dimensional, while VFSIX is a Total Bond Market fund managed by Vanguard. Over the past 10 years, DFSIX returned 14.91%/yr vs 2.63%/yr for VFSIX. At a correlation of -0.10, they often move in opposite directions. DFSIX charges 0.18%/yr vs 0.07%/yr for VFSIX.
Performance
DFSIX vs. VFSIX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DFSIX achieves a 7.75% return, which is significantly higher than VFSIX's 0.83% return. Over the past 10 years, DFSIX has outperformed VFSIX with an annualized return of 14.91%, while VFSIX has yielded a comparatively lower 2.63% annualized return.
DFSIX
- 1D
- 0.27%
- 1M
- 4.53%
- YTD
- 7.75%
- 6M
- 7.84%
- 1Y
- 24.41%
- 3Y*
- 20.68%
- 5Y*
- 12.15%
- 10Y*
- 14.91%
VFSIX
- 1D
- 0.00%
- 1M
- 0.31%
- YTD
- 0.83%
- 6M
- 1.12%
- 1Y
- 4.82%
- 3Y*
- 5.55%
- 5Y*
- 2.37%
- 10Y*
- 2.63%
DFSIX vs. VFSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFSIX DFA U.S. Sustainability Core 1 Portfolio | 7.75% | 15.92% | 23.19% | 25.70% | -17.85% | 27.38% | 21.25% | 32.52% | -6.72% | 20.80% |
VFSIX Vanguard Short-Term Investment-Grade Fund Institutional Shares | 0.83% | 6.89% | 5.12% | 5.88% | -5.72% | -0.59% | 5.28% | 5.88% | 1.00% | 2.15% |
Correlation
The correlation between DFSIX and VFSIX is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.03 |
Correlation (All Time) Calculated using the full available price history since Mar 14, 2008 | -0.10 |
The correlation between DFSIX and VFSIX shifts across timeframes, from -0.10 (all time) to 0.29 (1 year), 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
DFSIX vs. VFSIX — Risk / Return Rank
DFSIX
VFSIX
DFSIX vs. VFSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Sustainability Core 1 Portfolio (DFSIX) and Vanguard Short-Term Investment-Grade Fund Institutional Shares (VFSIX). 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.
| DFSIX | VFSIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.05 | ||
| Sortino ratioReturn per unit of downside risk | -0.83 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.47 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.49 | 2.84 | -0.35 |
| Martin ratioReturn relative to average drawdown | 10.76 | 11.24 | -0.48 |
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
| DFSIX | VFSIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.03 | 2.08 | -0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.80 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.82 | 1.06 | -0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 1.53 | -0.95 |
Drawdowns
DFSIX vs. VFSIX - Drawdown Comparison
The maximum DFSIX drawdown since its inception was -53.77%, which is greater than VFSIX's maximum drawdown of -9.21%. Use the drawdown chart below to compare losses from any high point for DFSIX and VFSIX.
Loading charts...
Drawdown Indicators
| DFSIX | VFSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.77% | -9.21% | -44.56% |
Max Drawdown (1Y)Largest decline over 1 year | -10.36% | -1.71% | -8.65% |
Max Drawdown (3Y)Largest decline over 3 years | -20.13% | -1.71% | -18.42% |
Max Drawdown (5Y)Largest decline over 5 years | -25.16% | -9.21% | -15.95% |
Max Drawdown (10Y)Largest decline over 10 years | -35.68% | -9.21% | -26.47% |
Current DrawdownCurrent decline from peak | 0.00% | -0.23% | +0.23% |
Average DrawdownAverage peak-to-trough decline | -6.89% | -0.79% | -6.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.38% | 0.43% | +1.95% |
Volatility
DFSIX vs. VFSIX - Volatility Comparison
DFA U.S. Sustainability Core 1 Portfolio (DFSIX) has a higher volatility of 3.10% compared to Vanguard Short-Term Investment-Grade Fund Institutional Shares (VFSIX) at 0.75%. This indicates that DFSIX's price experiences larger fluctuations and is considered to be riskier than VFSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| DFSIX | VFSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.10% | 0.75% | +2.35% |
Volatility (6M)Calculated over the trailing 6-month period | 9.73% | 1.67% | +8.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.67% | 2.33% | +10.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.57% | 2.99% | +14.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.28% | 2.49% | +15.79% |
DFSIX vs. VFSIX - Expense Ratio Comparison
DFSIX has a 0.18% expense ratio, which is higher than VFSIX's 0.07% 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
DFSIX vs. VFSIX - Dividend Comparison
DFSIX's dividend yield for the trailing twelve months is around 0.83%, less than VFSIX's 4.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFSIX DFA U.S. Sustainability Core 1 Portfolio | 0.83% | 0.88% | 0.99% | 1.21% | 1.35% | 2.13% | 1.19% | 2.02% | 2.31% | 1.92% | 1.85% | 2.13% |
VFSIX Vanguard Short-Term Investment-Grade Fund Institutional Shares | 4.74% | 4.61% | 4.19% | 2.88% | 2.06% | 1.81% | 2.35% | 2.95% | 2.80% | 2.13% | 2.17% | 2.12% |
Frequently Asked Questions
DFSIX and VFSIX have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DFSIX has higher volatility (3.10%) compared to VFSIX (0.75%). In terms of maximum drawdown, DFSIX dropped -53.77% vs VFSIX's -9.21%.
VFSIX currently has the higher Sharpe Ratio (2.08 vs 2.03), 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 DFSIX and VFSIX
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