DFTEX vs. VITAX
Compare and contrast key facts about DFA Intermediate-Term Extended Quality Portfolio Fund (DFTEX) and Vanguard Information Technology Index Fund Admiral Shares (VITAX).
DFTEX is managed by Dimensional Fund Advisors LP. It was launched on Jul 20, 2010. VITAX is a passively managed fund by Vanguard that tracks the performance of the MSCI US IMI Info Technology 25/50. It was launched on Mar 25, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFTEX or VITAX.
Key characteristics
| DFTEX | VITAX | |
|---|---|---|
| YTD Return | 3.45% | 27.34% |
| 1Y Return | 11.20% | 41.95% |
| 3Y Return (Ann) | -2.04% | 11.91% |
| 5Y Return (Ann) | 0.78% | 22.73% |
| 10Y Return (Ann) | 2.45% | 20.96% |
| Sharpe Ratio | 1.92 | 2.05 |
| Sortino Ratio | 2.88 | 2.63 |
| Omega Ratio | 1.35 | 1.36 |
| Calmar Ratio | 0.67 | 2.86 |
| Martin Ratio | 8.25 | 10.32 |
| Ulcer Index | 1.37% | 4.23% |
| Daily Std Dev | 5.90% | 21.27% |
| Max Drawdown | -22.83% | -54.81% |
| Current Drawdown | -7.11% | 0.00% |
Correlation
The correlation between DFTEX and VITAX is -0.14. 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. VITAX - Performance Comparison
In the year-to-date period, DFTEX achieves a 3.45% return, which is significantly lower than VITAX's 27.34% return. Over the past 10 years, DFTEX has underperformed VITAX with an annualized return of 2.45%, while VITAX has yielded a comparatively higher 20.96% 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. VITAX - Expense Ratio Comparison
DFTEX has a 0.20% expense ratio, which is higher than VITAX's 0.10% 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. VITAX - 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 Information Technology Index Fund Admiral Shares (VITAX). 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. VITAX - Dividend Comparison
DFTEX's dividend yield for the trailing twelve months is around 4.05%, more than VITAX's 0.61% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFTEX DFA Intermediate-Term Extended Quality Portfolio Fund | 4.05% | 3.80% | 3.27% | 2.42% | 2.59% | 3.05% | 3.26% | 2.95% | 3.01% | 3.42% | 3.06% | 2.84% |
VITAX Vanguard Information Technology Index Fund Admiral Shares | 0.61% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.30% | 0.99% | 1.31% | 1.28% | 1.12% | 1.04% |
Drawdowns
DFTEX vs. VITAX - Drawdown Comparison
The maximum DFTEX drawdown since its inception was -22.83%, smaller than the maximum VITAX drawdown of -54.81%. Use the drawdown chart below to compare losses from any high point for DFTEX and VITAX. For additional features, visit the drawdowns tool.
Volatility
DFTEX vs. VITAX - Volatility Comparison
The current volatility for DFA Intermediate-Term Extended Quality Portfolio Fund (DFTEX) is 1.45%, while Vanguard Information Technology Index Fund Admiral Shares (VITAX) has a volatility of 6.13%. This indicates that DFTEX experiences smaller price fluctuations and is considered to be less risky than VITAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.