DFTIX vs. VNQI
Compare and contrast key facts about DFA Intermediate-Term Municipal Bond Portfolio (DFTIX) and Vanguard Global ex-U.S. Real Estate ETF (VNQI).
DFTIX is managed by Dimensional. It was launched on Feb 29, 2012. VNQI is a passively managed fund by Vanguard that tracks the performance of the S&P Global ex-U.S. Property Index. It was launched on Nov 1, 2010.
Performance
DFTIX vs. VNQI - Performance Comparison
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DFTIX vs. VNQI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFTIX DFA Intermediate-Term Municipal Bond Portfolio | -0.08% | 3.70% | 1.12% | 4.29% | -3.69% | -0.50% | 3.66% | 4.59% | 1.34% | 2.14% |
VNQI Vanguard Global ex-U.S. Real Estate ETF | -1.94% | 21.38% | -2.22% | 6.99% | -22.94% | 5.93% | -7.22% | 21.59% | -9.44% | 26.91% |
Returns By Period
In the year-to-date period, DFTIX achieves a -0.08% return, which is significantly higher than VNQI's -1.94% return. Over the past 10 years, DFTIX has underperformed VNQI with an annualized return of 1.48%, while VNQI has yielded a comparatively higher 2.57% annualized return.
DFTIX
- 1D
- 0.08%
- 1M
- -1.58%
- YTD
- -0.08%
- 6M
- 1.14%
- 1Y
- 3.53%
- 3Y*
- 2.41%
- 5Y*
- 1.04%
- 10Y*
- 1.48%
VNQI
- 1D
- 1.12%
- 1M
- -9.57%
- YTD
- -1.94%
- 6M
- -1.53%
- 1Y
- 15.89%
- 3Y*
- 8.26%
- 5Y*
- -0.29%
- 10Y*
- 2.57%
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DFTIX vs. VNQI - Expense Ratio Comparison
DFTIX has a 0.20% expense ratio, which is higher than VNQI's 0.12% 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%.
Return for Risk
DFTIX vs. VNQI — Risk / Return Rank
DFTIX
VNQI
DFTIX vs. VNQI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Intermediate-Term Municipal Bond Portfolio (DFTIX) and Vanguard Global ex-U.S. Real Estate ETF (VNQI). 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.
| DFTIX | VNQI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.47 | 1.11 | +0.36 |
Sortino ratioReturn per unit of downside risk | 1.94 | 1.58 | +0.37 |
Omega ratioGain probability vs. loss probability | 1.45 | 1.22 | +0.23 |
Calmar ratioReturn relative to maximum drawdown | 1.36 | 1.11 | +0.25 |
Martin ratioReturn relative to average drawdown | 5.59 | 4.82 | +0.77 |
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
| DFTIX | VNQI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.47 | 1.11 | +0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | -0.02 | +0.50 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.16 | +0.45 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.70 | 0.20 | +0.50 |
Correlation
The correlation between DFTIX and VNQI is 0.07, 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.
Dividends
DFTIX vs. VNQI - Dividend Comparison
DFTIX's dividend yield for the trailing twelve months is around 2.78%, less than VNQI's 4.80% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFTIX DFA Intermediate-Term Municipal Bond Portfolio | 2.78% | 2.32% | 2.22% | 1.76% | 1.47% | 1.31% | 1.49% | 1.55% | 1.52% | 1.33% | 1.36% | 1.47% |
VNQI Vanguard Global ex-U.S. Real Estate ETF | 4.80% | 4.70% | 5.16% | 3.74% | 0.57% | 6.48% | 0.93% | 7.58% | 4.62% | 3.86% | 5.18% | 2.86% |
Drawdowns
DFTIX vs. VNQI - Drawdown Comparison
The maximum DFTIX drawdown since its inception was -8.02%, smaller than the maximum VNQI drawdown of -38.35%. Use the drawdown chart below to compare losses from any high point for DFTIX and VNQI.
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Drawdown Indicators
| DFTIX | VNQI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.02% | -38.35% | +30.33% |
Max Drawdown (1Y)Largest decline over 1 year | -2.68% | -14.78% | +12.10% |
Max Drawdown (5Y)Largest decline over 5 years | -7.09% | -35.75% | +28.66% |
Max Drawdown (10Y)Largest decline over 10 years | -8.02% | -38.35% | +30.33% |
Current DrawdownCurrent decline from peak | -1.77% | -11.45% | +9.68% |
Average DrawdownAverage peak-to-trough decline | -1.31% | -10.92% | +9.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.65% | 3.40% | -2.75% |
Volatility
DFTIX vs. VNQI - Volatility Comparison
The current volatility for DFA Intermediate-Term Municipal Bond Portfolio (DFTIX) is 0.75%, while Vanguard Global ex-U.S. Real Estate ETF (VNQI) has a volatility of 6.30%. This indicates that DFTIX experiences smaller price fluctuations and is considered to be less risky than VNQI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFTIX | VNQI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.75% | 6.30% | -5.55% |
Volatility (6M)Calculated over the trailing 6-month period | 1.10% | 9.56% | -8.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.71% | 14.37% | -11.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.20% | 15.28% | -13.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.43% | 15.96% | -13.53% |