DFVIX vs. VTIAX
Compare and contrast key facts about DFA International Value III Portfolio (DFVIX) and Vanguard Total International Stock Index Fund Admiral Shares (VTIAX).
DFVIX is managed by Dimensional Fund Advisors LP. It was launched on Feb 1, 1995. VTIAX is managed by Vanguard. It was launched on Nov 29, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFVIX or VTIAX.
Performance
DFVIX vs. VTIAX - Performance Comparison
Returns By Period
In the year-to-date period, DFVIX achieves a 9.01% return, which is significantly higher than VTIAX's 6.71% return. Over the past 10 years, DFVIX has outperformed VTIAX with an annualized return of 5.53%, while VTIAX has yielded a comparatively lower 4.80% annualized return.
DFVIX
9.01%
-2.77%
-1.25%
14.83%
8.36%
5.53%
VTIAX
6.71%
-4.66%
-0.61%
12.48%
5.54%
4.80%
Key characteristics
| DFVIX | VTIAX | |
|---|---|---|
| Sharpe Ratio | 1.21 | 1.09 |
| Sortino Ratio | 1.64 | 1.56 |
| Omega Ratio | 1.21 | 1.19 |
| Calmar Ratio | 2.06 | 1.18 |
| Martin Ratio | 6.38 | 5.49 |
| Ulcer Index | 2.37% | 2.41% |
| Daily Std Dev | 12.48% | 12.06% |
| Max Drawdown | -66.53% | -35.83% |
| Current Drawdown | -4.84% | -6.78% |
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DFVIX vs. VTIAX - Expense Ratio Comparison
DFVIX has a 0.24% expense ratio, which is higher than VTIAX's 0.11% 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 VTIAX 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.
Risk-Adjusted Performance
DFVIX vs. VTIAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Value III Portfolio (DFVIX) and Vanguard Total International Stock Index Fund Admiral Shares (VTIAX). 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. VTIAX - Dividend Comparison
DFVIX's dividend yield for the trailing twelve months is around 4.32%, more than VTIAX's 2.97% 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% |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 2.97% | 3.21% | 3.05% | 3.05% | 2.10% | 3.04% | 3.17% | 2.74% | 2.93% | 2.84% | 3.40% | 2.71% |
Drawdowns
DFVIX vs. VTIAX - Drawdown Comparison
The maximum DFVIX drawdown since its inception was -66.53%, which is greater than VTIAX's maximum drawdown of -35.83%. Use the drawdown chart below to compare losses from any high point for DFVIX and VTIAX. For additional features, visit the drawdowns tool.
Volatility
DFVIX vs. VTIAX - Volatility Comparison
DFA International Value III Portfolio (DFVIX) has a higher volatility of 3.73% compared to Vanguard Total International Stock Index Fund Admiral Shares (VTIAX) at 3.55%. This indicates that DFVIX's price experiences larger fluctuations and is considered to be riskier than VTIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.