DGCFX vs. VTILX

Last updated Apr 1, 2026

Compare and contrast key facts about DFA Global Core Plus Fixed Income Portfolio (DGCFX) and Vanguard Total International Bond II Index Fund (VTILX).

DGCFX is managed by Dimensional. It was launched on Jan 10, 2018. VTILX is a passively managed fund by Vanguard that tracks the performance of the Bloomberg Global Aggregate ex-USD Float Adjusted RIC Capped Index (USD Hedged). It was launched on Feb 26, 2021.

Performance

DGCFX vs. VTILX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA Global Core Plus Fixed Income Portfolio (DGCFX) and Vanguard Total International Bond II Index Fund (VTILX). The values are adjusted to include any dividend payments, if applicable.

DGCFX vs. VTILX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
DGCFX DFA Global Core Plus Fixed Income Portfolio	-0.73%	6.12%	3.57%	10.01%	-15.88%	1.09%
VTILX Vanguard Total International Bond II Index Fund	-0.76%	2.96%	3.91%	8.85%	-13.01%	0.38%

Returns By Period

The year-to-date returns for both stocks are quite close, with DGCFX having a -0.73% return and VTILX slightly lower at -0.76%.

DGCFX

• 1D: 0.46%
• 1M: -2.74%
• YTD: -0.73%
• 6M: -0.24%
• 1Y: 3.73%
• 3Y*: 5.03%
• 5Y*: 0.56%
• 10Y*: —

VTILX

• 1D: 0.31%
• 1M: -2.59%
• YTD: -0.76%
• 6M: -0.29%
• 1Y: 2.36%
• 3Y*: 3.71%
• 5Y*: 0.13%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DGCFX vs. VTILX - Expense Ratio Comparison

DGCFX has a 0.25% expense ratio, which is higher than VTILX's 0.07% 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%.

DGCFX

DFA Global Core Plus Fixed Income Portfolio

VTILX

Vanguard Total International Bond II Index Fund

Return for Risk

DGCFX vs. VTILX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DGCFX

DGCFX Risk / Return Rank: 58
DGCFX Sharpe Ratio Rank: 64
DGCFX Sortino Ratio Rank: 60
DGCFX Omega Ratio Rank: 52
DGCFX Calmar Ratio Rank: 58
DGCFX Martin Ratio Rank: 57

VTILX

VTILX Risk / Return Rank: 33
VTILX Sharpe Ratio Rank: 36
VTILX Sortino Ratio Rank: 31
VTILX Omega Ratio Rank: 26
VTILX Calmar Ratio Rank: 33
VTILX Martin Ratio Rank: 37

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DGCFX vs. VTILX - 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 (VTILX). 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.

	DGCFX	VTILX	Difference
Sharpe ratio Return per unit of total volatility	1.12	0.79	+0.33
Sortino ratio Return per unit of downside risk	1.55	1.10	+0.45
Omega ratio Gain probability vs. loss probability	1.21	1.14	+0.06
Calmar ratio Return relative to maximum drawdown	1.35	0.92	+0.43
Martin ratio Return relative to average drawdown	5.42	3.92	+1.51
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DGCFX vs. VTILX - Sharpe Ratio Comparison

The current DGCFX Sharpe Ratio is 1.12, which is higher than the VTILX Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of DGCFX and VTILX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	DGCFX	VTILX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.12	0.79	+0.33
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.10	0.03	+0.07
Sharpe Ratio (All Time) Calculated using the full available price history	0.49	0.04	+0.45

Correlation

The correlation between DGCFX and VTILX is 0.86, 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

DGCFX vs. VTILX - Dividend Comparison

DGCFX's dividend yield for the trailing twelve months is around 4.85%, more than VTILX's 4.13% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018
DGCFX DFA Global Core Plus Fixed Income Portfolio	4.85%	4.22%	4.40%	4.03%	2.26%	2.45%	1.78%	1.92%	6.17%
VTILX Vanguard Total International Bond II Index Fund	4.13%	4.27%	4.52%	4.22%	0.94%	0.62%	0.00%	0.00%	0.00%

Drawdowns

DGCFX vs. VTILX - Drawdown Comparison

The maximum DGCFX drawdown since its inception was -21.77%, which is greater than VTILX's maximum drawdown of -15.85%. Use the drawdown chart below to compare losses from any high point for DGCFX and VTILX.

Drawdown Indicators

	DGCFX	VTILX	Difference
Max Drawdown Largest peak-to-trough decline	-21.77%	-15.85%	-5.92%
Max Drawdown (1Y) Largest decline over 1 year	-3.19%	-2.90%	-0.29%
Max Drawdown (5Y) Largest decline over 5 years	-21.77%	-15.85%	-5.92%
Current Drawdown Current decline from peak	-2.74%	-2.59%	-0.15%
Average Drawdown Average peak-to-trough decline	-5.46%	-6.05%	+0.59%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.79%	0.68%	+0.11%

Volatility

DGCFX vs. VTILX - Volatility Comparison

DFA Global Core Plus Fixed Income Portfolio (DGCFX) has a higher volatility of 1.71% compared to Vanguard Total International Bond II Index Fund (VTILX) at 1.41%. This indicates that DGCFX's price experiences larger fluctuations and is considered to be riskier than VTILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DGCFX	VTILX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.71%	1.41%	+0.30%
Volatility (6M) Calculated over the trailing 6-month period	2.32%	2.02%	+0.30%
Volatility (1Y) Calculated over the trailing 1-year period	3.58%	3.04%	+0.54%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	5.42%	4.39%	+1.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4.93%	4.37%	+0.56%