DFVQX vs. VTIAX
DFVQX (DFA International Vector Equity Portfolio) and VTIAX (Vanguard Total International Stock Index Fund Admiral Shares) are both mutual funds - DFVQX is a Foreign Small & Mid Cap Equities fund managed by Dimensional, while VTIAX is a Foreign Large Cap Equities fund tracking the FTSE Global All Cap ex US Index. Over the past 10 years, DFVQX returned 9.99%/yr vs 9.85%/yr for VTIAX. With a 0.95 correlation, they move nearly in lockstep. DFVQX charges 0.36%/yr vs 0.09%/yr for VTIAX.
Performance
DFVQX vs. VTIAX - Performance Comparison
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Returns By Period
In the year-to-date period, DFVQX achieves a 11.85% return, which is significantly lower than VTIAX's 15.40% return. Both investments have delivered pretty close results over the past 10 years, with DFVQX having a 9.99% annualized return and VTIAX not far behind at 9.85%.
DFVQX
- 1D
- 0.25%
- 1M
- 3.28%
- YTD
- 11.85%
- 6M
- 15.01%
- 1Y
- 30.09%
- 3Y*
- 20.79%
- 5Y*
- 10.37%
- 10Y*
- 9.99%
VTIAX
- 1D
- 0.60%
- 1M
- 5.53%
- YTD
- 15.40%
- 6M
- 18.19%
- 1Y
- 33.34%
- 3Y*
- 19.78%
- 5Y*
- 8.81%
- 10Y*
- 9.85%
DFVQX vs. VTIAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFVQX DFA International Vector Equity Portfolio | 11.85% | 38.02% | 4.55% | 17.05% | -12.54% | 15.01% | 6.10% | 20.87% | -19.03% | 27.51% |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 15.40% | 32.18% | 5.34% | 15.28% | -16.02% | 8.59% | 11.27% | 21.52% | -14.46% | 27.54% |
Correlation
The correlation between DFVQX and VTIAX is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.95 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Aug 6, 2012 | 0.95 |
The correlation between DFVQX and VTIAX has been stable across timeframes, ranging from 0.92 to 0.95 - a consistent structural relationship.
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Return for Risk
DFVQX vs. VTIAX — Risk / Return Rank
DFVQX
VTIAX
DFVQX vs. VTIAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Vector Equity Portfolio (DFVQX) 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.
| DFVQX | VTIAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.14 | ||
| Sortino ratioReturn per unit of downside risk | -0.12 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.43 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.69 | 2.91 | -0.22 |
| Martin ratioReturn relative to average drawdown | 10.47 | 11.49 | -1.03 |
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 | VTIAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.18 | 2.31 | -0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.59 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.62 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.44 | +0.17 |
Drawdowns
DFVQX vs. VTIAX - Drawdown Comparison
The maximum DFVQX drawdown since its inception was -44.58%, which is greater than VTIAX's maximum drawdown of -35.83%. Use the drawdown chart below to compare losses from any high point for DFVQX and VTIAX.
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Drawdown Indicators
| DFVQX | VTIAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.58% | -35.83% | -8.75% |
Max Drawdown (1Y)Largest decline over 1 year | -10.98% | -11.28% | +0.30% |
Max Drawdown (3Y)Largest decline over 3 years | -13.00% | -13.13% | +0.13% |
Max Drawdown (5Y)Largest decline over 5 years | -28.33% | -29.56% | +1.23% |
Max Drawdown (10Y)Largest decline over 10 years | -44.58% | -35.83% | -8.75% |
Current DrawdownCurrent decline from peak | -0.65% | 0.00% | -0.65% |
Average DrawdownAverage peak-to-trough decline | -7.85% | -8.08% | +0.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.80% | 2.85% | -0.05% |
Volatility
DFVQX vs. VTIAX - Volatility Comparison
The current volatility for DFA International Vector Equity Portfolio (DFVQX) is 4.02%, while Vanguard Total International Stock Index Fund Admiral Shares (VTIAX) has a volatility of 4.80%. This indicates that DFVQX experiences smaller price fluctuations and is considered to be less risky than VTIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFVQX | VTIAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.02% | 4.80% | -0.78% |
Volatility (6M)Calculated over the trailing 6-month period | 11.02% | 11.90% | -0.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.62% | 14.22% | -0.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.64% | 15.04% | +0.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.54% | 15.93% | +0.61% |
DFVQX vs. VTIAX - Expense Ratio Comparison
DFVQX has a 0.36% expense ratio, which is higher than VTIAX's 0.09% expense ratio.
Dividends
DFVQX vs. VTIAX - Dividend Comparison
DFVQX's dividend yield for the trailing twelve months is around 2.91%, more than VTIAX's 2.60% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFVQX DFA International Vector Equity Portfolio | 2.91% | 3.06% | 3.56% | 3.47% | 2.73% | 4.76% | 1.79% | 2.68% | 5.96% | 1.81% | 2.15% | 2.77% |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 2.60% | 3.15% | 3.33% | 3.22% | 3.04% | 3.05% | 2.10% | 3.04% | 3.16% | 2.73% | 2.93% | 2.84% |
Frequently Asked Questions
With a correlation of 0.92, DFVQX and VTIAX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
VTIAX has higher volatility (4.80%) compared to DFVQX (4.02%). In terms of maximum drawdown, DFVQX dropped -44.58% vs VTIAX's -35.83%.
VTIAX currently has the higher Sharpe Ratio (2.31 vs 2.18), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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