DFSIX vs. VIIIX
DFSIX (DFA U.S. Sustainability Core 1 Portfolio) and VIIIX (Vanguard Institutional Index Fund Institutional Plus Shares) are both mutual funds - DFSIX is a Large Cap Blend Equities fund managed by Dimensional, while VIIIX is a S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, DFSIX returned 14.91%/yr vs 15.74%/yr for VIIIX. With a 0.98 correlation, they move nearly in lockstep. DFSIX charges 0.18%/yr vs 0.02%/yr for VIIIX.
Performance
DFSIX vs. VIIIX - Performance Comparison
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Returns By Period
In the year-to-date period, DFSIX achieves a 7.75% return, which is significantly lower than VIIIX's 11.70% return. Over the past 10 years, DFSIX has underperformed VIIIX with an annualized return of 14.91%, while VIIIX has yielded a comparatively higher 15.74% 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%
VIIIX
- 1D
- 0.13%
- 1M
- 5.80%
- YTD
- 11.70%
- 6M
- 11.74%
- 1Y
- 28.99%
- 3Y*
- 23.17%
- 5Y*
- 14.42%
- 10Y*
- 15.74%
DFSIX vs. VIIIX - 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% |
VIIIX Vanguard Institutional Index Fund Institutional Plus Shares | 11.70% | 17.87% | 26.29% | 25.79% | -18.14% | 28.69% | 18.41% | 31.48% | -4.41% | 21.82% |
Correlation
The correlation between DFSIX and VIIIX is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.96 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.97 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.97 |
Correlation (All Time) Calculated using the full available price history since Mar 14, 2008 | 0.98 |
The correlation between DFSIX and VIIIX has been stable across timeframes, ranging from 0.94 to 0.98 - a consistent structural relationship.
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Return for Risk
DFSIX vs. VIIIX — Risk / Return Rank
DFSIX
VIIIX
DFSIX vs. VIIIX - 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 Institutional Index Fund Institutional Plus Shares (VIIIX). 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 | VIIIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.49 | ||
| Sortino ratioReturn per unit of downside risk | -0.54 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.46 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.49 | 3.36 | -0.87 |
| Martin ratioReturn relative to average drawdown | 10.76 | 15.69 | -4.93 |
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
| DFSIX | VIIIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.03 | 2.52 | -0.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.86 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.82 | 0.87 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.50 | +0.08 |
Drawdowns
DFSIX vs. VIIIX - Drawdown Comparison
The maximum DFSIX drawdown since its inception was -53.77%, roughly equal to the maximum VIIIX drawdown of -55.18%. Use the drawdown chart below to compare losses from any high point for DFSIX and VIIIX.
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Drawdown Indicators
| DFSIX | VIIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.77% | -55.18% | +1.41% |
Max Drawdown (1Y)Largest decline over 1 year | -10.36% | -8.90% | -1.46% |
Max Drawdown (3Y)Largest decline over 3 years | -20.13% | -18.75% | -1.38% |
Max Drawdown (5Y)Largest decline over 5 years | -25.16% | -24.50% | -0.66% |
Max Drawdown (10Y)Largest decline over 10 years | -35.68% | -33.79% | -1.89% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -6.89% | -10.02% | +3.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.38% | 1.90% | +0.48% |
Volatility
DFSIX vs. VIIIX - Volatility Comparison
DFA U.S. Sustainability Core 1 Portfolio (DFSIX) has a higher volatility of 3.10% compared to Vanguard Institutional Index Fund Institutional Plus Shares (VIIIX) at 2.83%. This indicates that DFSIX's price experiences larger fluctuations and is considered to be riskier than VIIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFSIX | VIIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.10% | 2.83% | +0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 9.73% | 8.97% | +0.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.67% | 11.86% | +0.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.57% | 16.89% | +0.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.28% | 18.06% | +0.22% |
DFSIX vs. VIIIX - Expense Ratio Comparison
DFSIX has a 0.18% expense ratio, which is higher than VIIIX's 0.02% 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. VIIIX - Dividend Comparison
DFSIX's dividend yield for the trailing twelve months is around 0.83%, less than VIIIX's 2.41% 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% |
VIIIX Vanguard Institutional Index Fund Institutional Plus Shares | 2.41% | 2.11% | 3.66% | 2.66% | 3.39% | 4.79% | 3.07% | 2.86% | 2.45% | 1.84% | 2.38% | 2.47% |
Frequently Asked Questions
With a correlation of 0.94, DFSIX and VIIIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
DFSIX has higher volatility (3.10%) compared to VIIIX (2.83%). In terms of maximum drawdown, DFSIX dropped -53.77% vs VIIIX's -55.18%.
VIIIX currently has the higher Sharpe Ratio (2.52 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.
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