DFVIX vs. VTRIX
Compare and contrast key facts about DFA International Value III Portfolio (DFVIX) and Vanguard International Value Fund (VTRIX).
DFVIX is managed by Dimensional. It was launched on Feb 1, 1995. VTRIX is managed by Vanguard. It was launched on May 16, 1983.
Performance
DFVIX vs. VTRIX - Performance Comparison
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DFVIX vs. VTRIX - 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% |
VTRIX Vanguard International Value Fund | -1.53% | 29.87% | 0.86% | 16.13% | -11.67% | 7.93% | 8.96% | 20.39% | -14.52% | 27.98% |
Returns By Period
In the year-to-date period, DFVIX achieves a 3.01% return, which is significantly higher than VTRIX's -1.53% return. Over the past 10 years, DFVIX has outperformed VTRIX with an annualized return of 11.82%, while VTRIX has yielded a comparatively lower 8.09% 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%
VTRIX
- 1D
- -0.10%
- 1M
- -11.26%
- YTD
- -1.53%
- 6M
- 3.19%
- 1Y
- 22.29%
- 3Y*
- 11.30%
- 5Y*
- 6.20%
- 10Y*
- 8.09%
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DFVIX vs. VTRIX - Expense Ratio Comparison
DFVIX has a 0.24% expense ratio, which is lower than VTRIX's 0.36% expense ratio.
Return for Risk
DFVIX vs. VTRIX — Risk / Return Rank
DFVIX
VTRIX
DFVIX vs. VTRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Value III Portfolio (DFVIX) and Vanguard International Value Fund (VTRIX). 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 | VTRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.07 | 1.31 | +0.76 |
Sortino ratioReturn per unit of downside risk | 2.65 | 1.80 | +0.85 |
Omega ratioGain probability vs. loss probability | 1.41 | 1.26 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 2.24 | 1.53 | +0.71 |
Martin ratioReturn relative to average drawdown | 10.55 | 6.11 | +4.44 |
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 | VTRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.07 | 1.31 | +0.76 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | 0.40 | +0.52 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.49 | +0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.34 | +0.06 |
Correlation
The correlation between DFVIX and VTRIX is 0.93, 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. VTRIX - Dividend Comparison
DFVIX's dividend yield for the trailing twelve months is around 4.26%, less than VTRIX's 18.38% 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% |
VTRIX Vanguard International Value Fund | 18.38% | 18.10% | 8.53% | 2.78% | 2.75% | 4.35% | 1.58% | 2.96% | 6.24% | 1.86% | 2.29% | 2.13% |
Drawdowns
DFVIX vs. VTRIX - Drawdown Comparison
The maximum DFVIX drawdown since its inception was -66.53%, which is greater than VTRIX's maximum drawdown of -59.39%. Use the drawdown chart below to compare losses from any high point for DFVIX and VTRIX.
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Drawdown Indicators
| DFVIX | VTRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.53% | -59.39% | -7.14% |
Max Drawdown (1Y)Largest decline over 1 year | -11.99% | -12.00% | +0.01% |
Max Drawdown (5Y)Largest decline over 5 years | -25.26% | -28.13% | +2.87% |
Max Drawdown (10Y)Largest decline over 10 years | -47.89% | -38.26% | -9.63% |
Current DrawdownCurrent decline from peak | -8.41% | -11.39% | +2.98% |
Average DrawdownAverage peak-to-trough decline | -12.33% | -13.93% | +1.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 3.17% | -0.27% |
Volatility
DFVIX vs. VTRIX - Volatility Comparison
DFA International Value III Portfolio (DFVIX) and Vanguard International Value Fund (VTRIX) have volatilities of 6.23% and 6.28%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFVIX | VTRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.23% | 6.28% | -0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 10.13% | 9.95% | +0.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.41% | 16.17% | +0.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.41% | 15.69% | +0.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.14% | 16.52% | +1.62% |