DFTEX vs. VIGAX
Compare and contrast key facts about DFA Intermediate-Term Extended Quality Portfolio Fund (DFTEX) and Vanguard Growth Index Fund Admiral Shares (VIGAX).
DFTEX is managed by Dimensional Fund Advisors LP. It was launched on Jul 20, 2010. VIGAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFTEX or VIGAX.
Key characteristics
| DFTEX | VIGAX | |
|---|---|---|
| YTD Return | 3.13% | 31.99% |
| 1Y Return | 10.98% | 42.55% |
| 3Y Return (Ann) | -1.83% | 9.22% |
| 5Y Return (Ann) | 0.55% | 19.49% |
| 10Y Return (Ann) | 2.42% | 15.83% |
| Sharpe Ratio | 1.86 | 2.52 |
| Sortino Ratio | 2.80 | 3.24 |
| Omega Ratio | 1.34 | 1.46 |
| Calmar Ratio | 0.67 | 3.28 |
| Martin Ratio | 7.82 | 12.91 |
| Ulcer Index | 1.42% | 3.29% |
| Daily Std Dev | 5.96% | 16.85% |
| Max Drawdown | -22.83% | -50.66% |
| Current Drawdown | -7.40% | 0.00% |
Correlation
The correlation between DFTEX and VIGAX is -0.13. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
DFTEX vs. VIGAX - Performance Comparison
In the year-to-date period, DFTEX achieves a 3.13% return, which is significantly lower than VIGAX's 31.99% return. Over the past 10 years, DFTEX has underperformed VIGAX with an annualized return of 2.42%, while VIGAX has yielded a comparatively higher 15.83% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DFTEX vs. VIGAX - Expense Ratio Comparison
DFTEX has a 0.20% expense ratio, which is higher than VIGAX's 0.05% 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%.
Risk-Adjusted Performance
DFTEX vs. VIGAX - 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 Growth Index Fund Admiral Shares (VIGAX). 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.
Dividends
DFTEX vs. VIGAX - Dividend Comparison
DFTEX's dividend yield for the trailing twelve months is around 4.06%, more than VIGAX's 0.47% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFTEX DFA Intermediate-Term Extended Quality Portfolio Fund | 4.06% | 3.80% | 3.27% | 2.42% | 2.59% | 3.05% | 3.26% | 2.95% | 3.01% | 3.42% | 3.06% | 2.84% |
VIGAX Vanguard Growth Index Fund Admiral Shares | 0.47% | 0.57% | 0.69% | 0.47% | 0.66% | 0.94% | 1.31% | 1.14% | 1.39% | 1.31% | 1.21% | 1.19% |
Drawdowns
DFTEX vs. VIGAX - Drawdown Comparison
The maximum DFTEX drawdown since its inception was -22.83%, smaller than the maximum VIGAX drawdown of -50.66%. Use the drawdown chart below to compare losses from any high point for DFTEX and VIGAX. For additional features, visit the drawdowns tool.
Volatility
DFTEX vs. VIGAX - Volatility Comparison
The current volatility for DFA Intermediate-Term Extended Quality Portfolio Fund (DFTEX) is 1.95%, while Vanguard Growth Index Fund Admiral Shares (VIGAX) has a volatility of 5.01%. This indicates that DFTEX experiences smaller price fluctuations and is considered to be less risky than VIGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.