DFWIX vs. VFWSX
Compare and contrast key facts about DFA World ex U.S. Core Equity Portfolio (DFWIX) and Vanguard FTSE All-World ex-US Index Fund Institutional Shares (VFWSX).
DFWIX is managed by Dimensional. It was launched on Apr 9, 2013. VFWSX is managed by Vanguard. It was launched on Apr 30, 2007.
Performance
DFWIX vs. VFWSX - Performance Comparison
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DFWIX vs. VFWSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFWIX DFA World ex U.S. Core Equity Portfolio | 0.08% | 33.45% | 4.34% | 16.74% | -14.04% | 22.41% | 9.35% | 19.98% | -17.00% | 30.17% |
VFWSX Vanguard FTSE All-World ex-US Index Fund Institutional Shares | -1.04% | 32.38% | 5.45% | 15.59% | -15.48% | 8.11% | 11.37% | 21.58% | -13.97% | 27.24% |
Returns By Period
In the year-to-date period, DFWIX achieves a 0.08% return, which is significantly higher than VFWSX's -1.04% return. Over the past 10 years, DFWIX has outperformed VFWSX with an annualized return of 10.00%, while VFWSX has yielded a comparatively lower 8.67% annualized return.
DFWIX
- 1D
- -0.33%
- 1M
- -10.77%
- YTD
- 0.08%
- 6M
- 4.76%
- 1Y
- 27.12%
- 3Y*
- 15.13%
- 5Y*
- 10.04%
- 10Y*
- 10.00%
VFWSX
- 1D
- -0.15%
- 1M
- -11.06%
- YTD
- -1.04%
- 6M
- 3.62%
- 1Y
- 23.65%
- 3Y*
- 14.37%
- 5Y*
- 7.04%
- 10Y*
- 8.67%
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DFWIX vs. VFWSX - Expense Ratio Comparison
DFWIX has a 0.31% expense ratio, which is higher than VFWSX's 0.08% expense ratio.
Return for Risk
DFWIX vs. VFWSX — Risk / Return Rank
DFWIX
VFWSX
DFWIX vs. VFWSX - 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 FTSE All-World ex-US Index Fund Institutional Shares (VFWSX). 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.
| DFWIX | VFWSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.81 | 1.45 | +0.36 |
Sortino ratioReturn per unit of downside risk | 2.36 | 1.95 | +0.41 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.29 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 2.00 | 1.88 | +0.11 |
Martin ratioReturn relative to average drawdown | 8.26 | 7.45 | +0.81 |
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
| DFWIX | VFWSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.81 | 1.45 | +0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.47 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.54 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.24 | +0.25 |
Correlation
The correlation between DFWIX and VFWSX is 0.98, 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
DFWIX vs. VFWSX - Dividend Comparison
DFWIX's dividend yield for the trailing twelve months is around 3.21%, more than VFWSX's 3.01% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFWIX DFA World ex U.S. Core Equity Portfolio | 3.21% | 3.00% | 3.32% | 3.36% | 3.11% | 10.71% | 1.81% | 2.36% | 3.50% | 2.36% | 2.59% | 2.31% |
VFWSX Vanguard FTSE All-World ex-US Index Fund Institutional Shares | 3.01% | 3.08% | 3.23% | 3.31% | 3.10% | 3.06% | 1.99% | 3.10% | 3.28% | 2.67% | 2.97% | 2.97% |
Drawdowns
DFWIX vs. VFWSX - Drawdown Comparison
The maximum DFWIX drawdown since its inception was -41.80%, smaller than the maximum VFWSX drawdown of -61.60%. Use the drawdown chart below to compare losses from any high point for DFWIX and VFWSX.
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Drawdown Indicators
| DFWIX | VFWSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.80% | -61.60% | +19.80% |
Max Drawdown (1Y)Largest decline over 1 year | -10.82% | -11.34% | +0.52% |
Max Drawdown (5Y)Largest decline over 5 years | -27.31% | -29.37% | +2.06% |
Max Drawdown (10Y)Largest decline over 10 years | -41.80% | -34.87% | -6.93% |
Current DrawdownCurrent decline from peak | -10.82% | -11.34% | +0.52% |
Average DrawdownAverage peak-to-trough decline | -8.23% | -13.35% | +5.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.87% | 2.86% | +0.01% |
Volatility
DFWIX vs. VFWSX - Volatility Comparison
The current volatility for DFA World ex U.S. Core Equity Portfolio (DFWIX) is 6.21%, while Vanguard FTSE All-World ex-US Index Fund Institutional Shares (VFWSX) has a volatility of 6.92%. This indicates that DFWIX experiences smaller price fluctuations and is considered to be less risky than VFWSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFWIX | VFWSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.21% | 6.92% | -0.71% |
Volatility (6M)Calculated over the trailing 6-month period | 9.58% | 10.63% | -1.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.65% | 15.78% | -1.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.94% | 14.93% | +0.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.55% | 15.98% | -0.43% |