DFSPX vs. VEU
Compare and contrast key facts about DFA International Sustainability Core 1 Portfolio (DFSPX) and Vanguard FTSE All-World ex-US ETF (VEU).
DFSPX is managed by Dimensional. It was launched on Mar 12, 2008. VEU is a passively managed fund by Vanguard that tracks the performance of the FTSE All-World ex US Index. It was launched on Mar 2, 2007.
Performance
DFSPX vs. VEU - Performance Comparison
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DFSPX vs. VEU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFSPX DFA International Sustainability Core 1 Portfolio | -4.18% | 32.97% | 4.99% | 18.37% | -17.70% | 12.12% | 11.64% | 24.22% | -15.53% | 27.25% |
VEU Vanguard FTSE All-World ex-US ETF | 2.25% | 32.35% | 5.56% | 15.84% | -15.58% | 8.27% | 11.10% | 21.83% | -14.18% | 27.40% |
Returns By Period
In the year-to-date period, DFSPX achieves a -4.18% return, which is significantly lower than VEU's 2.25% return. Both investments have delivered pretty close results over the past 10 years, with DFSPX having a 8.63% annualized return and VEU not far ahead at 9.02%.
DFSPX
- 1D
- 0.06%
- 1M
- -11.91%
- YTD
- -4.18%
- 6M
- -0.02%
- 1Y
- 19.98%
- 3Y*
- 13.48%
- 5Y*
- 7.03%
- 10Y*
- 8.63%
VEU
- 1D
- 3.23%
- 1M
- -8.07%
- YTD
- 2.25%
- 6M
- 7.22%
- 1Y
- 27.68%
- 3Y*
- 15.69%
- 5Y*
- 7.46%
- 10Y*
- 9.02%
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DFSPX vs. VEU - Expense Ratio Comparison
DFSPX has a 0.24% expense ratio, which is higher than VEU'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%.
Return for Risk
DFSPX vs. VEU — Risk / Return Rank
DFSPX
VEU
DFSPX vs. VEU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Sustainability Core 1 Portfolio (DFSPX) and Vanguard FTSE All-World ex-US ETF (VEU). 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.
| DFSPX | VEU | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.18 | 1.62 | -0.44 |
Sortino ratioReturn per unit of downside risk | 1.63 | 2.23 | -0.60 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.33 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.51 | 2.36 | -0.85 |
Martin ratioReturn relative to average drawdown | 6.04 | 9.13 | -3.09 |
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
| DFSPX | VEU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.18 | 1.62 | -0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.47 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.53 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.23 | +0.30 |
Correlation
The correlation between DFSPX and VEU is 0.95, 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.
Dividends
DFSPX vs. VEU - Dividend Comparison
DFSPX's dividend yield for the trailing twelve months is around 3.17%, more than VEU's 2.92% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFSPX DFA International Sustainability Core 1 Portfolio | 3.17% | 3.06% | 3.06% | 2.59% | 2.27% | 2.64% | 1.44% | 2.52% | 2.60% | 2.32% | 2.48% | 2.43% |
VEU Vanguard FTSE All-World ex-US ETF | 2.92% | 3.09% | 3.24% | 3.32% | 3.12% | 3.08% | 2.00% | 3.10% | 3.27% | 2.66% | 2.96% | 2.95% |
Drawdowns
DFSPX vs. VEU - Drawdown Comparison
The maximum DFSPX drawdown since its inception was -35.86%, smaller than the maximum VEU drawdown of -61.52%. Use the drawdown chart below to compare losses from any high point for DFSPX and VEU.
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Drawdown Indicators
| DFSPX | VEU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.86% | -61.52% | +25.66% |
Max Drawdown (1Y)Largest decline over 1 year | -11.96% | -11.43% | -0.53% |
Max Drawdown (5Y)Largest decline over 5 years | -32.68% | -29.31% | -3.37% |
Max Drawdown (10Y)Largest decline over 10 years | -35.86% | -34.98% | -0.88% |
Current DrawdownCurrent decline from peak | -11.91% | -8.57% | -3.34% |
Average DrawdownAverage peak-to-trough decline | -7.26% | -13.23% | +5.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.99% | 2.95% | +0.04% |
Volatility
DFSPX vs. VEU - Volatility Comparison
The current volatility for DFA International Sustainability Core 1 Portfolio (DFSPX) is 6.68%, while Vanguard FTSE All-World ex-US ETF (VEU) has a volatility of 8.23%. This indicates that DFSPX experiences smaller price fluctuations and is considered to be less risky than VEU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFSPX | VEU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.68% | 8.23% | -1.55% |
Volatility (6M)Calculated over the trailing 6-month period | 10.48% | 11.54% | -1.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.20% | 17.22% | -1.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.88% | 15.83% | +0.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.13% | 17.13% | -1.00% |