DGEIX vs. VTI
Compare and contrast key facts about DFA Global Equity Portfolio Institutional Class (DGEIX) and Vanguard Total Stock Market ETF (VTI).
DGEIX is managed by Dimensional Fund Advisors LP. It was launched on Dec 24, 2003. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DGEIX or VTI.
Key characteristics
| DGEIX | VTI | |
|---|---|---|
| YTD Return | 18.89% | 26.15% |
| 1Y Return | 28.08% | 35.28% |
| 3Y Return (Ann) | 6.93% | 8.67% |
| 5Y Return (Ann) | 12.16% | 15.15% |
| 10Y Return (Ann) | 9.89% | 12.89% |
| Sharpe Ratio | 2.62 | 3.04 |
| Sortino Ratio | 3.58 | 4.05 |
| Omega Ratio | 1.48 | 1.57 |
| Calmar Ratio | 3.99 | 4.47 |
| Martin Ratio | 17.32 | 19.73 |
| Ulcer Index | 1.81% | 1.94% |
| Daily Std Dev | 11.98% | 12.58% |
| Max Drawdown | -59.77% | -55.45% |
| Current Drawdown | -1.02% | -0.44% |
Correlation
The correlation between DGEIX and VTI 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
DGEIX vs. VTI - Performance Comparison
In the year-to-date period, DGEIX achieves a 18.89% return, which is significantly lower than VTI's 26.15% return. Over the past 10 years, DGEIX has underperformed VTI with an annualized return of 9.89%, while VTI has yielded a comparatively higher 12.89% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DGEIX vs. VTI - Expense Ratio Comparison
DGEIX has a 0.25% expense ratio, which is higher than VTI's 0.03% 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%.
Risk-Adjusted Performance
DGEIX vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Global Equity Portfolio Institutional Class (DGEIX) and Vanguard Total Stock Market ETF (VTI). 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
DGEIX vs. VTI - Dividend Comparison
DGEIX's dividend yield for the trailing twelve months is around 1.67%, more than VTI's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGEIX DFA Global Equity Portfolio Institutional Class | 1.67% | 1.97% | 1.89% | 1.67% | 1.44% | 1.73% | 1.99% | 1.83% | 1.91% | 1.99% | 1.88% | 1.70% |
VTI Vanguard Total Stock Market ETF | 1.26% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
DGEIX vs. VTI - Drawdown Comparison
The maximum DGEIX drawdown since its inception was -59.77%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for DGEIX and VTI. For additional features, visit the drawdowns tool.
Volatility
DGEIX vs. VTI - Volatility Comparison
The current volatility for DFA Global Equity Portfolio Institutional Class (DGEIX) is 3.40%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 3.97%. This indicates that DGEIX experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.