DFTEX vs. VICSX
DFTEX (DFA Intermediate-Term Extended Quality Portfolio Fund) and VICSX (Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares) are both Corporate Bonds funds. Over the past 10 years, DFTEX returned 2.08%/yr vs 2.67%/yr for VICSX. Their 0.96 correlation means they have historically moved very closely together. DFTEX charges 0.20%/yr vs 0.06%/yr for VICSX.
Performance
DFTEX vs. VICSX - Performance Comparison
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Returns By Period
In the year-to-date period, DFTEX achieves a -0.32% return, which is significantly higher than VICSX's -0.69% return. Over the past 10 years, DFTEX has underperformed VICSX with an annualized return of 2.08%, while VICSX has yielded a comparatively higher 2.67% annualized return.
DFTEX
- 1D
- -0.21%
- 1M
- -1.56%
- 6M
- -0.71%
- YTD
- -0.32%
- 1Y
- 2.28%
- 3Y*
- 5.39%
- 5Y*
- -0.09%
- 10Y*
- 2.08%
- ALL TIME*
- 2.57%
VICSX
- 1D
- -0.18%
- 1M
- -1.22%
- 6M
- -0.77%
- YTD
- -0.69%
- 1Y
- 2.22%
- 3Y*
- 5.90%
- 5Y*
- 0.69%
- 10Y*
- 2.67%
- ALL TIME*
- 4.25%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
DFTEX vs. VICSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFTEX DFA Intermediate-Term Extended Quality Portfolio Fund | -0.32% | 7.70% | 2.89% | 9.61% | -16.28% | -2.05% | 10.26% | 13.38% | -2.10% | 5.20% |
VICSX Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares | -0.69% | 9.36% | 3.66% | 8.88% | -14.09% | -1.56% | 9.52% | 13.99% | -1.73% | 5.47% |
Correlation
The correlation between DFTEX and VICSX is 0.95 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.95 |
Correlation (3Y) Balances recent behavior with more history. | 0.97 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.97 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.96 |
Correlation (All Time) Calculated using the full available price history since Aug 3, 2012 | 0.96 |
The correlation between DFTEX and VICSX has been stable across timeframes, ranging from 0.95 to 0.97 - a consistent structural relationship.
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Return for Risk
DFTEX vs. VICSX — Risk / Return Rank
DFTEX
VICSX
DFTEX vs. VICSX - 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 Intermediate-Term Corporate Bond Index Fund Admiral Shares (VICSX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DFTEX | VICSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.04 | ||
| Sortino ratioReturn per unit of downside risk | -0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.13 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 0.95 | 1.01 | -0.06 |
| Martin ratioReturn relative to average drawdown | 2.79 | 2.79 | 0.00 |
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Drawdowns
DFTEX vs. VICSX - Drawdown Comparison
The maximum DFTEX drawdown since its inception was -22.83%, which is greater than VICSX's maximum drawdown of -20.53%. Use the drawdown chart below to compare losses from any high point for DFTEX and VICSX.
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Drawdown Indicators
| DFTEX | VICSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.83% | -20.53% | -2.30% |
Max Drawdown (1Y)Largest decline over 1 year | -3.22% | -2.98% | -0.24% |
Max Drawdown (3Y)Largest decline over 3 years | -4.50% | -5.22% | +0.72% |
Max Drawdown (5Y)Largest decline over 5 years | -22.56% | -20.30% | -2.26% |
Max Drawdown (10Y)Largest decline over 10 years | -22.83% | -20.53% | -2.30% |
Current DrawdownCurrent decline from peak | -2.10% | -2.20% | +0.10% |
Average DrawdownAverage peak-to-trough decline | -4.42% | -3.14% | -1.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.08% | 1.08% | 0.00% |
Volatility
DFTEX vs. VICSX - Volatility Comparison
DFA Intermediate-Term Extended Quality Portfolio Fund (DFTEX) and Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares (VICSX) have volatilities of 1.04% and 1.03%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFTEX | VICSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.04% | 1.03% | +0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 3.27% | 3.11% | +0.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.16% | 3.90% | +0.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.68% | 6.17% | +0.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.88% | 5.34% | +0.54% |
DFTEX vs. VICSX - Expense Ratio Comparison
DFTEX has a 0.20% expense ratio, which is higher than VICSX's 0.06% 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
DFTEX vs. VICSX - Dividend Comparison
DFTEX's dividend yield for the trailing twelve months is around 5.19%, more than VICSX's 4.43% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFTEX DFA Intermediate-Term Extended Quality Portfolio Fund | 5.19% | 4.30% | 4.27% | 3.79% | 3.25% | 4.12% | 3.31% | 3.06% | 3.24% | 2.91% | 2.88% | 3.90% |
VICSX Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares | 4.43% | 4.59% | 4.77% | 3.70% | 3.00% | 2.76% | 2.77% | 3.35% | 3.62% | 3.22% | 3.03% | 3.36% |
Frequently Asked Questions
With a correlation of 0.95, DFTEX and VICSX 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.
DFTEX has higher volatility (1.04%) compared to VICSX (1.03%). In terms of maximum drawdown, DFTEX dropped -22.83% vs VICSX's -20.53%.
VICSX currently has the higher Sharpe Ratio (0.77 vs 0.73), 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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