DFWIX vs. VFIRX
DFWIX (DFA World ex U.S. Core Equity Portfolio) and VFIRX (Vanguard Short-Term Treasury Fund Admiral Shares) are both mutual funds - DFWIX is a Foreign Large Cap Equities fund managed by Dimensional, while VFIRX is a Government Bonds fund managed by Vanguard. Over the past 10 years, DFWIX returned 10.70%/yr vs 1.67%/yr for VFIRX. Their -0.01 correlation means they have often moved in opposite directions in the past. DFWIX charges 0.31%/yr vs 0.10%/yr for VFIRX.
Performance
DFWIX vs. VFIRX - Performance Comparison
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Returns By Period
In the year-to-date period, DFWIX achieves a 12.39% return, which is significantly higher than VFIRX's 0.46% return. Over the past 10 years, DFWIX has outperformed VFIRX with an annualized return of 10.70%, while VFIRX has yielded a comparatively lower 1.67% annualized return.
DFWIX
- 1D
- 2.63%
- 1M
- 0.05%
- 6M
- 6.03%
- YTD
- 12.39%
- 1Y
- 26.90%
- 3Y*
- 17.03%
- 5Y*
- 11.46%
- 10Y*
- 10.70%
- ALL TIME*
- 8.18%
VFIRX
- 1D
- 0.10%
- 1M
- -0.20%
- 6M
- 0.24%
- YTD
- 0.46%
- 1Y
- 2.28%
- 3Y*
- 4.18%
- 5Y*
- 1.56%
- 10Y*
- 1.67%
- ALL TIME*
- 2.39%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
DFWIX vs. VFIRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFWIX DFA World ex U.S. Core Equity Portfolio | 12.39% | 33.45% | 4.34% | 16.74% | -14.04% | 22.41% | 9.35% | 19.98% | -17.00% | 30.17% |
VFIRX Vanguard Short-Term Treasury Fund Admiral Shares | 0.46% | 5.47% | 3.85% | 3.66% | -4.61% | -0.80% | 4.06% | 3.71% | 1.47% | 0.40% |
Correlation
The correlation between DFWIX and VFIRX is 0.31, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.31 |
Correlation (3Y) Balances recent behavior with more history. | 0.18 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.14 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.03 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2014 | -0.01 |
The correlation between DFWIX and VFIRX shifts across timeframes, from -0.01 (all time) to 0.31 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
DFWIX vs. VFIRX — Risk / Return Rank
DFWIX
VFIRX
DFWIX vs. VFIRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA World ex U.S. Core Equity Portfolio (DFWIX) and Vanguard Short-Term Treasury Fund Admiral Shares (VFIRX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DFWIX | VFIRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.21 | ||
| Sortino ratioReturn per unit of downside risk | -0.19 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.32 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.40 | 2.26 | +0.15 |
| Martin ratioReturn relative to average drawdown | 8.84 | 6.74 | +2.10 |
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Drawdowns
DFWIX vs. VFIRX - Drawdown Comparison
The maximum DFWIX drawdown since its inception was -41.80%, which is greater than VFIRX's maximum drawdown of -6.73%. Use the drawdown chart below to compare losses from any high point for DFWIX and VFIRX.
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Drawdown Indicators
| DFWIX | VFIRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.80% | -6.73% | -35.07% |
Max Drawdown (1Y)Largest decline over 1 year | -10.82% | -1.40% | -9.42% |
Max Drawdown (3Y)Largest decline over 3 years | -13.11% | -1.40% | -11.71% |
Max Drawdown (5Y)Largest decline over 5 years | -27.31% | -6.64% | -20.67% |
Max Drawdown (10Y)Largest decline over 10 years | -41.80% | -6.73% | -35.07% |
Current DrawdownCurrent decline from peak | -2.63% | -0.54% | -2.09% |
Average DrawdownAverage peak-to-trough decline | -8.07% | -0.71% | -7.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 0.47% | +2.46% |
Volatility
DFWIX vs. VFIRX - Volatility Comparison
DFA World ex U.S. Core Equity Portfolio (DFWIX) has a higher volatility of 5.20% compared to Vanguard Short-Term Treasury Fund Admiral Shares (VFIRX) at 0.47%. This indicates that DFWIX's price experiences larger fluctuations and is considered to be riskier than VFIRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFWIX | VFIRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.20% | 0.47% | +4.73% |
Volatility (6M)Calculated over the trailing 6-month period | 13.25% | 1.59% | +11.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.95% | 2.06% | +12.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.42% | 2.69% | +12.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.49% | 2.13% | +13.36% |
DFWIX vs. VFIRX - Expense Ratio Comparison
DFWIX has a 0.31% expense ratio, which is higher than VFIRX's 0.10% expense ratio.
Dividends
DFWIX vs. VFIRX - Dividend Comparison
DFWIX's dividend yield for the trailing twelve months is around 2.93%, less than VFIRX's 3.51% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFWIX DFA World ex U.S. Core Equity Portfolio | 2.93% | 3.00% | 3.32% | 3.36% | 3.11% | 10.71% | 1.81% | 2.36% | 3.50% | 2.36% | 2.59% | 2.31% |
VFIRX Vanguard Short-Term Treasury Fund Admiral Shares | 3.51% | 3.99% | 4.49% | 4.07% | 2.03% | 0.60% | 2.30% | 2.49% | 2.21% | 1.25% | 1.28% | 0.93% |
Frequently Asked Questions
DFWIX and VFIRX have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DFWIX has higher volatility (5.20%) compared to VFIRX (0.47%). In terms of maximum drawdown, DFWIX dropped -41.80% vs VFIRX's -6.73%.
DFWIX currently has the higher Sharpe Ratio (1.74 vs 1.54), 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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