PortfoliosLab logo
DFTEX vs. VGCAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DFTEX and VGCAX is 0.04, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.0

Performance

DFTEX vs. VGCAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA Intermediate-Term Extended Quality Portfolio Fund (DFTEX) and Vanguard Global Credit Bond Fund Admiral Shares (VGCAX). The values are adjusted to include any dividend payments, if applicable.

13.00%14.00%15.00%16.00%17.00%18.00%NovemberDecember2025FebruaryMarchApril
16.58%
17.21%
DFTEX
VGCAX

Key characteristics

Sharpe Ratio

DFTEX:

1.21

VGCAX:

1.78

Sortino Ratio

DFTEX:

1.79

VGCAX:

2.66

Omega Ratio

DFTEX:

1.21

VGCAX:

1.31

Calmar Ratio

DFTEX:

0.48

VGCAX:

0.68

Martin Ratio

DFTEX:

3.86

VGCAX:

7.39

Ulcer Index

DFTEX:

1.78%

VGCAX:

1.01%

Daily Std Dev

DFTEX:

5.67%

VGCAX:

4.19%

Max Drawdown

DFTEX:

-24.29%

VGCAX:

-20.74%

Current Drawdown

DFTEX:

-8.03%

VGCAX:

-3.93%

Returns By Period

In the year-to-date period, DFTEX achieves a 1.43% return, which is significantly lower than VGCAX's 1.71% return.


DFTEX

YTD

1.43%

1M

-0.51%

6M

0.69%

1Y

6.98%

5Y*

-0.09%

10Y*

1.79%

VGCAX

YTD

1.71%

1M

0.23%

6M

1.44%

1Y

7.55%

5Y*

0.98%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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%.


Expense ratio chart for VGCAX: current value is 0.25%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VGCAX: 0.25%
Expense ratio chart for DFTEX: current value is 0.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DFTEX: 0.20%

Risk-Adjusted Performance

DFTEX vs. VGCAX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DFTEX
The Risk-Adjusted Performance Rank of DFTEX is 7878
Overall Rank
The Sharpe Ratio Rank of DFTEX is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of DFTEX is 8383
Sortino Ratio Rank
The Omega Ratio Rank of DFTEX is 8080
Omega Ratio Rank
The Calmar Ratio Rank of DFTEX is 6565
Calmar Ratio Rank
The Martin Ratio Rank of DFTEX is 8080
Martin Ratio Rank

VGCAX
The Risk-Adjusted Performance Rank of VGCAX is 8787
Overall Rank
The Sharpe Ratio Rank of VGCAX is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of VGCAX is 9191
Sortino Ratio Rank
The Omega Ratio Rank of VGCAX is 8888
Omega Ratio Rank
The Calmar Ratio Rank of VGCAX is 7676
Calmar Ratio Rank
The Martin Ratio Rank of VGCAX is 9090
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DFTEX vs. VGCAX - Risk-Adjusted Performance 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.


The chart of Sharpe ratio for DFTEX, currently valued at 1.21, compared to the broader market-1.000.001.002.003.00
DFTEX: 1.21
VGCAX: 1.78
The chart of Sortino ratio for DFTEX, currently valued at 1.79, compared to the broader market-2.000.002.004.006.008.00
DFTEX: 1.79
VGCAX: 2.66
The chart of Omega ratio for DFTEX, currently valued at 1.21, compared to the broader market0.501.001.502.002.503.00
DFTEX: 1.21
VGCAX: 1.31
The chart of Calmar ratio for DFTEX, currently valued at 0.48, compared to the broader market0.002.004.006.008.0010.00
DFTEX: 0.48
VGCAX: 0.68
The chart of Martin ratio for DFTEX, currently valued at 3.86, compared to the broader market0.0010.0020.0030.0040.0050.00
DFTEX: 3.86
VGCAX: 7.39

The current DFTEX Sharpe Ratio is 1.21, which is lower than the VGCAX Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of DFTEX and VGCAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
1.21
1.78
DFTEX
VGCAX

Dividends

DFTEX vs. VGCAX - Dividend Comparison

DFTEX's dividend yield for the trailing twelve months is around 4.13%, less than VGCAX's 4.87% yield.


TTM20242023202220212020201920182017201620152014
DFTEX
DFA Intermediate-Term Extended Quality Portfolio Fund
4.13%4.29%3.80%3.27%2.42%2.59%3.05%3.26%2.95%3.01%3.42%3.06%
VGCAX
Vanguard Global Credit Bond Fund Admiral Shares
4.87%4.65%4.49%2.72%1.62%2.35%3.66%0.36%0.00%0.00%0.00%0.00%

Drawdowns

DFTEX vs. VGCAX - Drawdown Comparison

The maximum DFTEX drawdown since its inception was -24.29%, which is greater than VGCAX's maximum drawdown of -20.74%. Use the drawdown chart below to compare losses from any high point for DFTEX and VGCAX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%NovemberDecember2025FebruaryMarchApril
-8.03%
-3.93%
DFTEX
VGCAX

Volatility

DFTEX vs. VGCAX - Volatility Comparison

DFA Intermediate-Term Extended Quality Portfolio Fund (DFTEX) has a higher volatility of 2.40% compared to Vanguard Global Credit Bond Fund Admiral Shares (VGCAX) at 1.71%. 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.


1.00%1.50%2.00%NovemberDecember2025FebruaryMarchApril
2.40%
1.71%
DFTEX
VGCAX