DFTEX vs. VGCAX
Compare and contrast key facts about DFA Intermediate-Term Extended Quality Portfolio Fund (DFTEX) and Vanguard Global Credit Bond Fund Admiral Shares (VGCAX).
DFTEX is managed by Dimensional. It was launched on Jul 20, 2010. VGCAX is managed by Vanguard. It was launched on Nov 15, 2018.
Performance
DFTEX vs. VGCAX - Performance Comparison
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DFTEX vs. VGCAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
DFTEX DFA Intermediate-Term Extended Quality Portfolio Fund | -0.88% | 7.70% | 2.89% | 9.61% | -16.28% | -2.05% | 10.26% | 13.38% | 1.78% |
VGCAX Vanguard Global Credit Bond Fund Admiral Shares | -0.83% | 7.30% | 3.99% | 9.22% | -13.43% | -0.64% | 10.81% | 13.05% | 0.96% |
Returns By Period
In the year-to-date period, DFTEX achieves a -0.88% return, which is significantly lower than VGCAX's -0.83% 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%
VGCAX
- 1D
- 0.37%
- 1M
- -2.54%
- YTD
- -0.83%
- 6M
- 0.18%
- 1Y
- 4.57%
- 3Y*
- 5.42%
- 5Y*
- 1.39%
- 10Y*
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DFTEX vs. VGCAX - Expense Ratio Comparison
DFTEX has a 0.20% expense ratio, which is lower than VGCAX's 0.25% expense ratio. Despite the difference, 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. VGCAX — Risk / Return Rank
DFTEX
VGCAX
DFTEX vs. VGCAX - 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 Global Credit Bond Fund Admiral Shares (VGCAX). 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 | VGCAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.05 | 1.35 | -0.31 |
Sortino ratioReturn per unit of downside risk | 1.50 | 1.90 | -0.41 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.24 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.46 | 1.75 | -0.29 |
Martin ratioReturn relative to average drawdown | 4.93 | 6.97 | -2.04 |
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 | VGCAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.05 | 1.35 | -0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.12 | 0.28 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.78 | -0.32 |
Correlation
The correlation between DFTEX and VGCAX 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
DFTEX vs. VGCAX - Dividend Comparison
DFTEX's dividend yield for the trailing twelve months is around 4.76%, more than VGCAX's 3.89% 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% |
VGCAX Vanguard Global Credit Bond Fund Admiral Shares | 3.89% | 4.91% | 4.65% | 4.48% | 2.72% | 3.16% | 4.65% | 6.88% | 0.36% | 0.00% | 0.00% | 0.00% |
Drawdowns
DFTEX vs. VGCAX - Drawdown Comparison
The maximum DFTEX drawdown since its inception was -22.83%, which is greater than VGCAX's maximum drawdown of -18.63%. Use the drawdown chart below to compare losses from any high point for DFTEX and VGCAX.
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Drawdown Indicators
| DFTEX | VGCAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.83% | -18.63% | -4.20% |
Max Drawdown (1Y)Largest decline over 1 year | -3.30% | -2.90% | -0.40% |
Max Drawdown (5Y)Largest decline over 5 years | -22.83% | -18.63% | -4.20% |
Max Drawdown (10Y)Largest decline over 10 years | -22.83% | — | — |
Current DrawdownCurrent decline from peak | -2.66% | -2.54% | -0.12% |
Average DrawdownAverage peak-to-trough decline | -4.49% | -4.42% | -0.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.98% | 0.73% | +0.25% |
Volatility
DFTEX vs. VGCAX - Volatility Comparison
DFA Intermediate-Term Extended Quality Portfolio Fund (DFTEX) has a higher volatility of 1.87% compared to Vanguard Global Credit Bond Fund Admiral Shares (VGCAX) at 1.54%. This indicates that DFTEX's price experiences larger fluctuations and is considered to be riskier than VGCAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFTEX | VGCAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.87% | 1.54% | +0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 2.76% | 2.23% | +0.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.69% | 3.49% | +1.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.70% | 5.03% | +1.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.88% | 4.86% | +1.02% |