DFVIX vs. VEA
Compare and contrast key facts about DFA International Value III Portfolio (DFVIX) and Vanguard FTSE Developed Markets ETF (VEA).
DFVIX is managed by Dimensional. It was launched on Feb 1, 1995. VEA is a passively managed fund by Vanguard that tracks the performance of the FTSE Developed All Cap ex US Index. It was launched on Jul 20, 2007.
Performance
DFVIX vs. VEA - Performance Comparison
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DFVIX vs. VEA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFVIX DFA International Value III Portfolio | 3.01% | 44.85% | 6.86% | 17.89% | -3.41% | 23.59% | -1.96% | 15.85% | -17.29% | 26.23% |
VEA Vanguard FTSE Developed Markets ETF | 2.75% | 35.16% | 3.15% | 17.93% | -15.34% | 11.66% | 9.71% | 22.62% | -14.75% | 26.42% |
Returns By Period
In the year-to-date period, DFVIX achieves a 3.01% return, which is significantly higher than VEA's 2.75% return. Over the past 10 years, DFVIX has outperformed VEA with an annualized return of 11.82%, while VEA has yielded a comparatively lower 9.37% annualized return.
DFVIX
- 1D
- 0.27%
- 1M
- -8.38%
- YTD
- 3.01%
- 6M
- 11.73%
- 1Y
- 34.61%
- 3Y*
- 21.00%
- 5Y*
- 14.96%
- 10Y*
- 11.82%
VEA
- 1D
- 3.30%
- 1M
- -8.61%
- YTD
- 2.75%
- 6M
- 8.94%
- 1Y
- 30.06%
- 3Y*
- 16.07%
- 5Y*
- 8.57%
- 10Y*
- 9.37%
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DFVIX vs. VEA - Expense Ratio Comparison
DFVIX has a 0.24% expense ratio, which is higher than VEA's 0.03% 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
DFVIX vs. VEA — Risk / Return Rank
DFVIX
VEA
DFVIX vs. VEA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Value III Portfolio (DFVIX) and Vanguard FTSE Developed Markets ETF (VEA). 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.
| DFVIX | VEA | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.07 | 1.72 | +0.35 |
Sortino ratioReturn per unit of downside risk | 2.65 | 2.35 | +0.30 |
Omega ratioGain probability vs. loss probability | 1.41 | 1.35 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 2.24 | 2.50 | -0.25 |
Martin ratioReturn relative to average drawdown | 10.55 | 9.82 | +0.73 |
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
| DFVIX | VEA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.07 | 1.72 | +0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | 0.53 | +0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.54 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.22 | +0.18 |
Correlation
The correlation between DFVIX and VEA is 0.94, 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
DFVIX vs. VEA - Dividend Comparison
DFVIX's dividend yield for the trailing twelve months is around 4.26%, more than VEA's 2.93% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFVIX DFA International Value III Portfolio | 4.26% | 4.09% | 4.16% | 4.44% | 3.82% | 7.97% | 2.25% | 3.53% | 6.16% | 3.02% | 3.43% | 5.84% |
VEA Vanguard FTSE Developed Markets ETF | 2.93% | 3.22% | 3.35% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% |
Drawdowns
DFVIX vs. VEA - Drawdown Comparison
The maximum DFVIX drawdown since its inception was -66.53%, which is greater than VEA's maximum drawdown of -60.68%. Use the drawdown chart below to compare losses from any high point for DFVIX and VEA.
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Drawdown Indicators
| DFVIX | VEA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.53% | -60.68% | -5.85% |
Max Drawdown (1Y)Largest decline over 1 year | -11.99% | -11.63% | -0.36% |
Max Drawdown (5Y)Largest decline over 5 years | -25.26% | -29.71% | +4.45% |
Max Drawdown (10Y)Largest decline over 10 years | -47.89% | -35.73% | -12.16% |
Current DrawdownCurrent decline from peak | -8.41% | -8.71% | +0.30% |
Average DrawdownAverage peak-to-trough decline | -12.33% | -13.40% | +1.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 2.96% | -0.06% |
Volatility
DFVIX vs. VEA - Volatility Comparison
The current volatility for DFA International Value III Portfolio (DFVIX) is 6.23%, while Vanguard FTSE Developed Markets ETF (VEA) has a volatility of 8.41%. This indicates that DFVIX experiences smaller price fluctuations and is considered to be less risky than VEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFVIX | VEA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.23% | 8.41% | -2.18% |
Volatility (6M)Calculated over the trailing 6-month period | 10.13% | 11.57% | -1.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.41% | 17.62% | -1.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.41% | 16.30% | +0.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.14% | 17.26% | +0.88% |