DFVIX vs. VGT
Compare and contrast key facts about DFA International Value III Portfolio (DFVIX) and Vanguard Information Technology ETF (VGT).
DFVIX is managed by Dimensional Fund Advisors LP. It was launched on Feb 1, 1995. VGT is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Information Technology 25/50 Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFVIX or VGT.
Performance
DFVIX vs. VGT - Performance Comparison
Returns By Period
In the year-to-date period, DFVIX achieves a 8.83% return, which is significantly lower than VGT's 27.28% return. Over the past 10 years, DFVIX has underperformed VGT with an annualized return of 5.47%, while VGT has yielded a comparatively higher 20.69% annualized return.
DFVIX
8.83%
-1.73%
0.39%
15.41%
8.26%
5.47%
VGT
27.28%
0.97%
13.82%
34.56%
22.52%
20.69%
Key characteristics
| DFVIX | VGT | |
|---|---|---|
| Sharpe Ratio | 1.23 | 1.59 |
| Sortino Ratio | 1.67 | 2.11 |
| Omega Ratio | 1.21 | 1.29 |
| Calmar Ratio | 2.09 | 2.20 |
| Martin Ratio | 6.36 | 7.89 |
| Ulcer Index | 2.41% | 4.24% |
| Daily Std Dev | 12.47% | 20.98% |
| Max Drawdown | -66.53% | -54.63% |
| Current Drawdown | -5.00% | -2.04% |
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DFVIX vs. VGT - Expense Ratio Comparison
DFVIX has a 0.24% expense ratio, which is higher than VGT'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%.
Correlation
The correlation between DFVIX and VGT is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
DFVIX vs. VGT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Value III Portfolio (DFVIX) and Vanguard Information Technology ETF (VGT). 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
DFVIX vs. VGT - Dividend Comparison
DFVIX's dividend yield for the trailing twelve months is around 4.32%, more than VGT's 0.61% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFVIX DFA International Value III Portfolio | 4.32% | 4.44% | 3.82% | 4.21% | 2.24% | 3.53% | 3.62% | 3.02% | 3.43% | 3.55% | 5.12% | 2.77% |
VGT Vanguard Information Technology ETF | 0.61% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
Drawdowns
DFVIX vs. VGT - Drawdown Comparison
The maximum DFVIX drawdown since its inception was -66.53%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for DFVIX and VGT. For additional features, visit the drawdowns tool.
Volatility
DFVIX vs. VGT - Volatility Comparison
The current volatility for DFA International Value III Portfolio (DFVIX) is 3.67%, while Vanguard Information Technology ETF (VGT) has a volatility of 6.40%. This indicates that DFVIX experiences smaller price fluctuations and is considered to be less risky than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.