DFTEX vs. BNDX
Compare and contrast key facts about DFA Intermediate-Term Extended Quality Portfolio Fund (DFTEX) and Vanguard Total International Bond ETF (BNDX).
DFTEX is managed by Dimensional. It was launched on Jul 20, 2010. BNDX is a passively managed fund by Vanguard that tracks the performance of the Bloomberg Global Aggregate ex-USD Float Adjusted RIC Capped Index (USD Hedged). It was launched on May 31, 2013.
Performance
DFTEX vs. BNDX - Performance Comparison
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DFTEX vs. BNDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFTEX DFA Intermediate-Term Extended Quality Portfolio Fund | -0.88% | 7.70% | 2.89% | 9.61% | -16.28% | -2.05% | 10.26% | 13.38% | -2.10% | 5.20% |
BNDX Vanguard Total International Bond ETF | -0.13% | 2.86% | 3.57% | 8.77% | -12.76% | -2.29% | 4.65% | 7.87% | 2.81% | 2.40% |
Returns By Period
In the year-to-date period, DFTEX achieves a -0.88% return, which is significantly lower than BNDX's -0.13% return. Over the past 10 years, DFTEX has outperformed BNDX with an annualized return of 2.40%, while BNDX has yielded a comparatively lower 1.73% annualized return.
DFTEX
- 1D
- 0.57%
- 1M
- -2.66%
- YTD
- -0.88%
- 6M
- -0.04%
- 1Y
- 4.71%
- 3Y*
- 5.08%
- 5Y*
- 0.81%
- 10Y*
- 2.40%
BNDX
- 1D
- 0.54%
- 1M
- -2.14%
- YTD
- -0.13%
- 6M
- 0.17%
- 1Y
- 2.81%
- 3Y*
- 3.83%
- 5Y*
- 0.17%
- 10Y*
- 1.73%
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DFTEX vs. BNDX - Expense Ratio Comparison
DFTEX has a 0.20% expense ratio, which is higher than BNDX'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
DFTEX vs. BNDX — Risk / Return Rank
DFTEX
BNDX
DFTEX vs. BNDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Intermediate-Term Extended Quality Portfolio Fund (DFTEX) and Vanguard Total International Bond ETF (BNDX). 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.
| DFTEX | BNDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.05 | 0.88 | +0.17 |
Sortino ratioReturn per unit of downside risk | 1.50 | 1.23 | +0.26 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.16 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.46 | 0.96 | +0.50 |
Martin ratioReturn relative to average drawdown | 4.93 | 3.94 | +0.98 |
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
| DFTEX | BNDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.05 | 0.88 | +0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.12 | 0.04 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 0.43 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.60 | -0.14 |
Correlation
The correlation between DFTEX and BNDX is 0.71, 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
DFTEX vs. BNDX - Dividend Comparison
DFTEX's dividend yield for the trailing twelve months is around 4.76%, more than BNDX's 4.45% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFTEX DFA Intermediate-Term Extended Quality Portfolio Fund | 4.76% | 4.30% | 4.27% | 3.79% | 3.25% | 4.12% | 3.31% | 3.06% | 3.24% | 2.91% | 2.88% | 3.90% |
BNDX Vanguard Total International Bond ETF | 4.45% | 4.39% | 4.18% | 4.42% | 1.51% | 3.74% | 1.11% | 3.40% | 3.01% | 2.23% | 1.89% | 1.63% |
Drawdowns
DFTEX vs. BNDX - Drawdown Comparison
The maximum DFTEX drawdown since its inception was -22.83%, which is greater than BNDX's maximum drawdown of -16.23%. Use the drawdown chart below to compare losses from any high point for DFTEX and BNDX.
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Drawdown Indicators
| DFTEX | BNDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.83% | -16.23% | -6.60% |
Max Drawdown (1Y)Largest decline over 1 year | -3.30% | -2.93% | -0.37% |
Max Drawdown (5Y)Largest decline over 5 years | -22.83% | -15.86% | -6.97% |
Max Drawdown (10Y)Largest decline over 10 years | -22.83% | -16.23% | -6.60% |
Current DrawdownCurrent decline from peak | -2.66% | -2.14% | -0.52% |
Average DrawdownAverage peak-to-trough decline | -4.49% | -3.10% | -1.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.98% | 0.71% | +0.27% |
Volatility
DFTEX vs. BNDX - Volatility Comparison
DFA Intermediate-Term Extended Quality Portfolio Fund (DFTEX) has a higher volatility of 1.87% compared to Vanguard Total International Bond ETF (BNDX) at 1.73%. This indicates that DFTEX's price experiences larger fluctuations and is considered to be riskier than BNDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFTEX | BNDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.87% | 1.73% | +0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 2.76% | 2.28% | +0.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.69% | 3.21% | +1.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.70% | 4.81% | +1.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.88% | 4.05% | +1.83% |