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DFVEX vs. DGEIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DFVEX vs. DGEIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA U.S. Vector Equity Fund (DFVEX) and DFA Global Equity Portfolio Institutional Class (DGEIX). The values are adjusted to include any dividend payments, if applicable.

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DFVEX vs. DGEIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DFVEX
DFA U.S. Vector Equity Fund
-2.83%13.66%14.36%17.60%-9.96%32.10%7.53%26.11%-13.24%14.15%
DGEIX
DFA Global Equity Portfolio Institutional Class
-2.92%19.86%15.71%20.35%-14.72%20.31%13.51%26.68%-11.48%21.36%

Returns By Period

The year-to-date returns for both stocks are quite close, with DFVEX having a -2.83% return and DGEIX slightly lower at -2.92%. Both investments have delivered pretty close results over the past 10 years, with DFVEX having a 10.94% annualized return and DGEIX not far ahead at 11.09%.


DFVEX

1D
-0.47%
1M
-7.12%
YTD
-2.83%
6M
-0.17%
1Y
16.05%
3Y*
13.21%
5Y*
8.70%
10Y*
10.94%

DGEIX

1D
-0.46%
1M
-8.33%
YTD
-2.92%
6M
0.08%
1Y
18.73%
3Y*
15.30%
5Y*
8.85%
10Y*
11.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DFVEX vs. DGEIX - Expense Ratio Comparison

DFVEX has a 0.28% expense ratio, which is higher than DGEIX's 0.25% expense ratio.


Return for Risk

DFVEX vs. DGEIX — Risk / Return Rank

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

DFVEX
DFVEX Risk / Return Rank: 4444
Overall Rank
DFVEX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
DFVEX Sortino Ratio Rank: 5151
Sortino Ratio Rank
DFVEX Omega Ratio Rank: 5151
Omega Ratio Rank
DFVEX Calmar Ratio Rank: 3333
Calmar Ratio Rank
DFVEX Martin Ratio Rank: 4040
Martin Ratio Rank

DGEIX
DGEIX Risk / Return Rank: 6868
Overall Rank
DGEIX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
DGEIX Sortino Ratio Rank: 6969
Sortino Ratio Rank
DGEIX Omega Ratio Rank: 7070
Omega Ratio Rank
DGEIX Calmar Ratio Rank: 6161
Calmar Ratio Rank
DGEIX Martin Ratio Rank: 7171
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DFVEX vs. DGEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Vector Equity Fund (DFVEX) and DFA Global Equity Portfolio Institutional Class (DGEIX). 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.


DFVEXDGEIXDifference

Sharpe ratio

Return per unit of total volatility

0.91

1.16

-0.25

Sortino ratio

Return per unit of downside risk

1.40

1.69

-0.30

Omega ratio

Gain probability vs. loss probability

1.21

1.26

-0.05

Calmar ratio

Return relative to maximum drawdown

0.91

1.39

-0.47

Martin ratio

Return relative to average drawdown

4.13

6.66

-2.53

DFVEX vs. DGEIX - Sharpe Ratio Comparison

The current DFVEX Sharpe Ratio is 0.91, which is comparable to the DGEIX Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of DFVEX and DGEIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DFVEXDGEIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

1.16

-0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.57

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.66

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.48

-0.09

Correlation

The correlation between DFVEX and DGEIX is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

DFVEX vs. DGEIX - Dividend Comparison

DFVEX's dividend yield for the trailing twelve months is around 1.24%, less than DGEIX's 3.13% yield.


TTM20252024202320222021202020192018201720162015
DFVEX
DFA U.S. Vector Equity Fund
1.24%0.91%1.26%3.33%4.94%9.56%1.28%2.98%4.09%4.41%3.46%4.59%
DGEIX
DFA Global Equity Portfolio Institutional Class
3.13%2.79%3.64%3.82%4.92%1.94%2.37%2.22%2.62%1.50%1.90%1.98%

Drawdowns

DFVEX vs. DGEIX - Drawdown Comparison

The maximum DFVEX drawdown since its inception was -62.71%, roughly equal to the maximum DGEIX drawdown of -59.77%. Use the drawdown chart below to compare losses from any high point for DFVEX and DGEIX.


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Drawdown Indicators


DFVEXDGEIXDifference

Max Drawdown

Largest peak-to-trough decline

-62.71%

-59.77%

-2.94%

Max Drawdown (1Y)

Largest decline over 1 year

-13.24%

-12.05%

-1.19%

Max Drawdown (5Y)

Largest decline over 5 years

-21.20%

-25.20%

+4.00%

Max Drawdown (10Y)

Largest decline over 10 years

-42.20%

-37.00%

-5.20%

Current Drawdown

Current decline from peak

-8.45%

-8.85%

+0.40%

Average Drawdown

Average peak-to-trough decline

-9.19%

-8.05%

-1.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.09%

2.51%

+0.58%

Volatility

DFVEX vs. DGEIX - Volatility Comparison

The current volatility for DFA U.S. Vector Equity Fund (DFVEX) is 4.30%, while DFA Global Equity Portfolio Institutional Class (DGEIX) has a volatility of 4.58%. This indicates that DFVEX experiences smaller price fluctuations and is considered to be less risky than DGEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DFVEXDGEIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.30%

4.58%

-0.28%

Volatility (6M)

Calculated over the trailing 6-month period

8.94%

8.84%

+0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

18.50%

16.42%

+2.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.29%

15.61%

+2.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.15%

16.84%

+3.31%