DGCFX vs. VTIIX
DGCFX (DFA Global Core Plus Fixed Income Portfolio) and VTIIX (Vanguard Total International Bond II Index Fund Investor Class) are both Global Bonds funds. Over the past 5 years, DGCFX returned 0.05%/yr vs -0.12%/yr for VTIIX. Their correlation of 0.84 means they have usually moved in the same direction. DGCFX charges 0.25%/yr vs 0.11%/yr for VTIIX.
Performance
DGCFX vs. VTIIX - Performance Comparison
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Returns By Period
In the year-to-date period, DGCFX achieves a 0.45% return, which is significantly higher than VTIIX's 0.09% return.
DGCFX
- 1D
- -0.22%
- 1M
- -1.30%
- 6M
- -0.21%
- YTD
- 0.45%
- 1Y
- 2.44%
- 3Y*
- 5.37%
- 5Y*
- 0.05%
- 10Y*
- —
- ALL TIME*
- 2.46%
VTIIX
- 1D
- -0.12%
- 1M
- -0.91%
- 6M
- -0.25%
- YTD
- 0.09%
- 1Y
- 1.11%
- 3Y*
- 4.01%
- 5Y*
- -0.12%
- 10Y*
- —
- ALL TIME*
- 0.11%
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 |
DGCFX vs. VTIIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DGCFX DFA Global Core Plus Fixed Income Portfolio | 0.45% | 6.12% | 3.57% | 10.01% | -15.88% | 0.53% |
VTIIX Vanguard Total International Bond II Index Fund Investor Class | 0.09% | 2.95% | 3.82% | 8.72% | -13.03% | -0.52% |
Correlation
The correlation between DGCFX and VTIIX is 0.83, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.83 |
Correlation (3Y) Balances recent behavior with more history. | 0.82 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.85 |
Correlation (All Time) Calculated using the full available price history since Mar 2, 2021 | 0.84 |
The correlation between DGCFX and VTIIX has been stable across timeframes, ranging from 0.82 to 0.85 - a consistent structural relationship.
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Return for Risk
DGCFX vs. VTIIX — Risk / Return Rank
DGCFX
VTIIX
DGCFX vs. VTIIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Global Core Plus Fixed Income Portfolio (DGCFX) and Vanguard Total International Bond II Index Fund Investor Class (VTIIX). 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.
| DGCFX | VTIIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.44 | ||
| Sortino ratioReturn per unit of downside risk | +0.62 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.06 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 0.88 | 0.38 | +0.50 |
| Martin ratioReturn relative to average drawdown | 2.66 | 0.95 | +1.72 |
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Drawdowns
DGCFX vs. VTIIX - Drawdown Comparison
The maximum DGCFX drawdown since its inception was -21.77%, which is greater than VTIIX's maximum drawdown of -15.95%. Use the drawdown chart below to compare losses from any high point for DGCFX and VTIIX.
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Drawdown Indicators
| DGCFX | VTIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.77% | -15.95% | -5.82% |
Max Drawdown (1Y)Largest decline over 1 year | -3.19% | -2.94% | -0.25% |
Max Drawdown (3Y)Largest decline over 3 years | -4.20% | -2.94% | -1.26% |
Max Drawdown (5Y)Largest decline over 5 years | -21.63% | -15.95% | -5.68% |
Current DrawdownCurrent decline from peak | -1.63% | -1.81% | +0.18% |
Average DrawdownAverage peak-to-trough decline | -5.28% | -5.90% | +0.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.05% | 1.17% | -0.12% |
Volatility
DGCFX vs. VTIIX - Volatility Comparison
DFA Global Core Plus Fixed Income Portfolio (DGCFX) has a higher volatility of 1.00% compared to Vanguard Total International Bond II Index Fund Investor Class (VTIIX) at 0.81%. This indicates that DGCFX's price experiences larger fluctuations and is considered to be riskier than VTIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGCFX | VTIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.00% | 0.81% | +0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 3.01% | 2.77% | +0.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.58% | 3.23% | +0.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.47% | 4.55% | +0.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.89% | 4.41% | +0.48% |
DGCFX vs. VTIIX - Expense Ratio Comparison
DGCFX has a 0.25% expense ratio, which is higher than VTIIX's 0.11% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
DGCFX vs. VTIIX - Dividend Comparison
DGCFX's dividend yield for the trailing twelve months is around 4.79%, more than VTIIX's 4.14% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
DGCFX DFA Global Core Plus Fixed Income Portfolio | 4.79% | 4.22% | 4.40% | 4.03% | 2.26% | 2.45% | 1.78% | 1.92% | 6.17% |
VTIIX Vanguard Total International Bond II Index Fund Investor Class | 4.14% | 4.21% | 4.46% | 4.16% | 0.89% | 0.58% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DGCFX and VTIIX have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DGCFX has higher volatility (1.00%) compared to VTIIX (0.81%). In terms of maximum drawdown, DGCFX dropped -21.77% vs VTIIX's -15.95%.
DGCFX currently has the higher Sharpe Ratio (0.78 vs 0.34), 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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