DFWIX vs. VTMNX
Compare and contrast key facts about DFA World ex U.S. Core Equity Portfolio (DFWIX) and Vanguard Developed Markets Index Fund Institutional Shares (VTMNX).
DFWIX is managed by Dimensional Fund Advisors LP. It was launched on Apr 9, 2013. VTMNX is managed by Vanguard. It was launched on Jan 4, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFWIX or VTMNX.
Correlation
The correlation between DFWIX and VTMNX is 0.96, 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.
Performance
DFWIX vs. VTMNX - Performance Comparison
Key characteristics
DFWIX:
0.40
VTMNX:
0.34
DFWIX:
0.61
VTMNX:
0.55
DFWIX:
1.08
VTMNX:
1.07
DFWIX:
0.51
VTMNX:
0.46
DFWIX:
1.58
VTMNX:
1.32
DFWIX:
3.00%
VTMNX:
3.28%
DFWIX:
11.92%
VTMNX:
12.75%
DFWIX:
-41.80%
VTMNX:
-60.58%
DFWIX:
-9.29%
VTMNX:
-9.49%
Returns By Period
In the year-to-date period, DFWIX achieves a 2.78% return, which is significantly higher than VTMNX's 2.52% return. Both investments have delivered pretty close results over the past 10 years, with DFWIX having a 5.28% annualized return and VTMNX not far behind at 5.25%.
DFWIX
2.78%
-2.77%
-2.42%
5.91%
5.07%
5.28%
VTMNX
2.52%
-2.14%
-1.94%
5.39%
4.79%
5.25%
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DFWIX vs. VTMNX - Expense Ratio Comparison
DFWIX has a 0.31% expense ratio, which is higher than VTMNX's 0.05% expense ratio.
Risk-Adjusted Performance
DFWIX vs. VTMNX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA World ex U.S. Core Equity Portfolio (DFWIX) and Vanguard Developed Markets Index Fund Institutional Shares (VTMNX). 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
DFWIX vs. VTMNX - Dividend Comparison
DFWIX's dividend yield for the trailing twelve months is around 2.25%, more than VTMNX's 1.85% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFWIX DFA World ex U.S. Core Equity Portfolio | 2.25% | 3.36% | 3.11% | 2.88% | 1.81% | 2.36% | 2.97% | 2.36% | 2.59% | 2.31% | 2.41% | 2.19% |
VTMNX Vanguard Developed Markets Index Fund Institutional Shares | 1.85% | 3.15% | 2.91% | 3.15% | 2.04% | 3.05% | 3.34% | 2.77% | 3.06% | 2.92% | 3.71% | 2.62% |
Drawdowns
DFWIX vs. VTMNX - Drawdown Comparison
The maximum DFWIX drawdown since its inception was -41.80%, smaller than the maximum VTMNX drawdown of -60.58%. Use the drawdown chart below to compare losses from any high point for DFWIX and VTMNX. For additional features, visit the drawdowns tool.
Volatility
DFWIX vs. VTMNX - Volatility Comparison
The current volatility for DFA World ex U.S. Core Equity Portfolio (DFWIX) is 3.15%, while Vanguard Developed Markets Index Fund Institutional Shares (VTMNX) has a volatility of 3.32%. This indicates that DFWIX experiences smaller price fluctuations and is considered to be less risky than VTMNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.