DFVQX vs. VFSNX
Compare and contrast key facts about DFA International Vector Equity Portfolio (DFVQX) and Vanguard FTSE All-World ex-US Small-Cap Index Fund Institutional Shares (VFSNX).
DFVQX is managed by Dimensional. It was launched on Aug 13, 2008. VFSNX is managed by Vanguard. It was launched on Apr 2, 2009.
Performance
DFVQX vs. VFSNX - Performance Comparison
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DFVQX vs. VFSNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFVQX DFA International Vector Equity Portfolio | 0.91% | 38.02% | 4.55% | 17.05% | -12.54% | 15.01% | 6.10% | 20.87% | -19.03% | 27.51% |
VFSNX Vanguard FTSE All-World ex-US Small-Cap Index Fund Institutional Shares | -1.08% | 29.97% | 2.63% | 15.18% | -21.26% | 12.74% | 11.92% | 21.72% | -18.46% | 30.30% |
Returns By Period
In the year-to-date period, DFVQX achieves a 0.91% return, which is significantly higher than VFSNX's -1.08% return. Over the past 10 years, DFVQX has outperformed VFSNX with an annualized return of 9.38%, while VFSNX has yielded a comparatively lower 7.33% annualized return.
DFVQX
- 1D
- -0.03%
- 1M
- -10.37%
- YTD
- 0.91%
- 6M
- 6.52%
- 1Y
- 29.67%
- 3Y*
- 16.78%
- 5Y*
- 9.77%
- 10Y*
- 9.38%
VFSNX
- 1D
- -0.56%
- 1M
- -11.47%
- YTD
- -1.08%
- 6M
- 1.46%
- 1Y
- 26.81%
- 3Y*
- 12.77%
- 5Y*
- 5.20%
- 10Y*
- 7.33%
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DFVQX vs. VFSNX - Expense Ratio Comparison
DFVQX has a 0.36% expense ratio, which is higher than VFSNX's 0.11% expense ratio.
Return for Risk
DFVQX vs. VFSNX — Risk / Return Rank
DFVQX
VFSNX
DFVQX vs. VFSNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Vector Equity Portfolio (DFVQX) and Vanguard FTSE All-World ex-US Small-Cap Index Fund Institutional Shares (VFSNX). 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.
| DFVQX | VFSNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.86 | 1.78 | +0.08 |
Sortino ratioReturn per unit of downside risk | 2.41 | 2.29 | +0.12 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.35 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 2.21 | 2.09 | +0.12 |
Martin ratioReturn relative to average drawdown | 9.17 | 8.39 | +0.78 |
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
| DFVQX | VFSNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.86 | 1.78 | +0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.35 | +0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.47 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.55 | +0.02 |
Correlation
The correlation between DFVQX and VFSNX is 0.95, 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
DFVQX vs. VFSNX - Dividend Comparison
DFVQX's dividend yield for the trailing twelve months is around 3.22%, less than VFSNX's 3.40% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFVQX DFA International Vector Equity Portfolio | 3.22% | 3.06% | 3.56% | 3.47% | 2.73% | 4.76% | 1.79% | 2.68% | 5.96% | 1.81% | 2.15% | 2.77% |
VFSNX Vanguard FTSE All-World ex-US Small-Cap Index Fund Institutional Shares | 3.40% | 3.36% | 3.41% | 3.11% | 2.26% | 2.70% | 1.90% | 3.25% | 2.81% | 2.85% | 2.93% | 2.69% |
Drawdowns
DFVQX vs. VFSNX - Drawdown Comparison
The maximum DFVQX drawdown since its inception was -44.58%, roughly equal to the maximum VFSNX drawdown of -43.65%. Use the drawdown chart below to compare losses from any high point for DFVQX and VFSNX.
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Drawdown Indicators
| DFVQX | VFSNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.58% | -43.65% | -0.93% |
Max Drawdown (1Y)Largest decline over 1 year | -10.98% | -11.47% | +0.49% |
Max Drawdown (5Y)Largest decline over 5 years | -28.33% | -33.75% | +5.42% |
Max Drawdown (10Y)Largest decline over 10 years | -44.58% | -43.65% | -0.93% |
Current DrawdownCurrent decline from peak | -10.37% | -11.47% | +1.10% |
Average DrawdownAverage peak-to-trough decline | -7.92% | -9.56% | +1.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.85% | 2.86% | -0.01% |
Volatility
DFVQX vs. VFSNX - Volatility Comparison
DFA International Vector Equity Portfolio (DFVQX) and Vanguard FTSE All-World ex-US Small-Cap Index Fund Institutional Shares (VFSNX) have volatilities of 6.20% and 6.02%, 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
| DFVQX | VFSNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.20% | 6.02% | +0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 9.84% | 9.85% | -0.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.48% | 14.43% | +1.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.52% | 14.85% | +0.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.48% | 15.66% | +0.82% |