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 Fund Advisors LP. It was launched on Feb 1, 1995. VTRIX is managed by Vanguard. It was launched on May 16, 1983.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFVIX or VTRIX.
Performance
DFVIX vs. VTRIX - Performance Comparison
Returns By Period
In the year-to-date period, DFVIX achieves a 8.83% return, which is significantly higher than VTRIX's 2.28% return. Over the past 10 years, DFVIX has outperformed VTRIX with an annualized return of 5.43%, while VTRIX has yielded a comparatively lower 4.16% annualized return.
DFVIX
8.83%
-0.93%
-0.46%
15.41%
8.26%
5.43%
VTRIX
2.28%
-3.71%
-3.82%
7.66%
5.24%
4.16%
Key characteristics
| DFVIX | VTRIX | |
|---|---|---|
| Sharpe Ratio | 1.24 | 0.61 |
| Sortino Ratio | 1.67 | 0.93 |
| Omega Ratio | 1.21 | 1.11 |
| Calmar Ratio | 2.10 | 0.88 |
| Martin Ratio | 6.33 | 2.54 |
| Ulcer Index | 2.43% | 3.02% |
| Daily Std Dev | 12.47% | 12.56% |
| Max Drawdown | -66.53% | -59.40% |
| Current Drawdown | -5.00% | -8.63% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DFVIX vs. VTRIX - Expense Ratio Comparison
DFVIX has a 0.24% expense ratio, which is lower than VTRIX's 0.36% expense ratio.
Correlation
The correlation between DFVIX and VTRIX is 0.92, 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. VTRIX - Risk-Adjusted Performance 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.
Dividends
DFVIX vs. VTRIX - Dividend Comparison
DFVIX's dividend yield for the trailing twelve months is around 4.32%, more than VTRIX's 2.72% 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% |
VTRIX Vanguard International Value Fund | 2.72% | 2.78% | 2.75% | 2.61% | 1.58% | 2.96% | 2.94% | 1.86% | 2.29% | 2.13% | 2.79% | 1.86% |
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 -59.40%. Use the drawdown chart below to compare losses from any high point for DFVIX and VTRIX. For additional features, visit the drawdowns tool.
Volatility
DFVIX vs. VTRIX - Volatility Comparison
The current volatility for DFA International Value III Portfolio (DFVIX) is 3.66%, while Vanguard International Value Fund (VTRIX) has a volatility of 4.13%. This indicates that DFVIX experiences smaller price fluctuations and is considered to be less risky than VTRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.