DGEIX vs. VTSPX
DGEIX (DFA Global Equity Portfolio Institutional Class) and VTSPX (Vanguard Short-Term Inflation-Protected Securities Index Fund Institutional Shares) are both mutual funds - DGEIX is a Global Equities fund managed by Dimensional, while VTSPX is a Inflation-Protected Bonds fund managed by Vanguard. Over the past 10 years, DGEIX returned 12.51%/yr vs 3.16%/yr for VTSPX. At a 0.09 correlation, their price movements are largely independent. DGEIX charges 0.25%/yr vs 0.04%/yr for VTSPX.
Performance
DGEIX vs. VTSPX - Performance Comparison
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Returns By Period
In the year-to-date period, DGEIX achieves a 13.03% return, which is significantly higher than VTSPX's 2.06% return. Over the past 10 years, DGEIX has outperformed VTSPX with an annualized return of 12.51%, while VTSPX has yielded a comparatively lower 3.16% annualized return.
DGEIX
- 1D
- 0.47%
- 1M
- 4.90%
- YTD
- 13.03%
- 6M
- 13.93%
- 1Y
- 30.01%
- 3Y*
- 20.54%
- 5Y*
- 10.87%
- 10Y*
- 12.51%
VTSPX
- 1D
- 0.00%
- 1M
- 0.04%
- YTD
- 2.06%
- 6M
- 2.05%
- 1Y
- 4.72%
- 3Y*
- 5.26%
- 5Y*
- 3.40%
- 10Y*
- 3.16%
DGEIX vs. VTSPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DGEIX DFA Global Equity Portfolio Institutional Class | 13.03% | 19.86% | 15.71% | 20.35% | -14.72% | 20.31% | 13.51% | 26.68% | -11.48% | 21.36% |
VTSPX Vanguard Short-Term Inflation-Protected Securities Index Fund Institutional Shares | 2.06% | 6.06% | 4.75% | 4.61% | -2.82% | 5.32% | 4.99% | 4.82% | 0.59% | 0.83% |
Correlation
The correlation between DGEIX and VTSPX is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2013 | 0.09 |
The correlation between DGEIX and VTSPX shifts across timeframes, from -0.01 (1 year) to 0.17 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
DGEIX vs. VTSPX — Risk / Return Rank
DGEIX
VTSPX
DGEIX vs. VTSPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Global Equity Portfolio Institutional Class (DGEIX) and Vanguard Short-Term Inflation-Protected Securities Index Fund Institutional Shares (VTSPX). 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.
| DGEIX | VTSPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.44 | ||
| Sortino ratioReturn per unit of downside risk | -1.56 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 1.67 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 3.48 | 6.50 | -3.02 |
| Martin ratioReturn relative to average drawdown | 15.24 | 25.54 | -10.30 |
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
| DGEIX | VTSPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.62 | 3.06 | -0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 1.28 | -0.58 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | 1.42 | -0.68 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 1.08 | -0.57 |
Drawdowns
DGEIX vs. VTSPX - Drawdown Comparison
The maximum DGEIX drawdown since its inception was -59.77%, which is greater than VTSPX's maximum drawdown of -5.35%. Use the drawdown chart below to compare losses from any high point for DGEIX and VTSPX.
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Drawdown Indicators
| DGEIX | VTSPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.77% | -5.35% | -54.42% |
Max Drawdown (1Y)Largest decline over 1 year | -8.85% | -0.72% | -8.13% |
Max Drawdown (3Y)Largest decline over 3 years | -16.97% | -0.92% | -16.05% |
Max Drawdown (5Y)Largest decline over 5 years | -25.20% | -5.35% | -19.85% |
Max Drawdown (10Y)Largest decline over 10 years | -37.00% | -5.35% | -31.65% |
Current DrawdownCurrent decline from peak | 0.00% | -0.04% | +0.04% |
Average DrawdownAverage peak-to-trough decline | -8.00% | -1.01% | -6.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.02% | 0.18% | +1.84% |
Volatility
DGEIX vs. VTSPX - Volatility Comparison
DFA Global Equity Portfolio Institutional Class (DGEIX) has a higher volatility of 3.28% compared to Vanguard Short-Term Inflation-Protected Securities Index Fund Institutional Shares (VTSPX) at 0.57%. This indicates that DGEIX's price experiences larger fluctuations and is considered to be riskier than VTSPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGEIX | VTSPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.28% | 0.57% | +2.71% |
Volatility (6M)Calculated over the trailing 6-month period | 9.09% | 1.12% | +7.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.75% | 1.52% | +10.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.66% | 2.67% | +12.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.87% | 2.23% | +14.64% |
DGEIX vs. VTSPX - Expense Ratio Comparison
DGEIX has a 0.25% expense ratio, which is higher than VTSPX's 0.04% 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
DGEIX vs. VTSPX - Dividend Comparison
DGEIX's dividend yield for the trailing twelve months is around 2.68%, less than VTSPX's 3.59% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGEIX DFA Global Equity Portfolio Institutional Class | 2.68% | 2.79% | 3.64% | 3.82% | 4.92% | 1.94% | 2.37% | 2.22% | 2.62% | 1.50% | 1.90% | 1.98% |
VTSPX Vanguard Short-Term Inflation-Protected Securities Index Fund Institutional Shares | 3.59% | 3.81% | 2.70% | 2.86% | 6.84% | 4.69% | 1.21% | 1.96% | 2.47% | 1.52% | 0.80% | 0.00% |
Frequently Asked Questions
DGEIX and VTSPX have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DGEIX has higher volatility (3.28%) compared to VTSPX (0.57%). In terms of maximum drawdown, DGEIX dropped -59.77% vs VTSPX's -5.35%.
VTSPX currently has the higher Sharpe Ratio (3.06 vs 2.62), 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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