DGIFX vs. VTI

Last updated Jun 23, 2026

DGIFX (Disciplined Growth Investors Fund) and VTI (Vanguard Total Stock Market ETF) are both funds - DGIFX is a Diversified Portfolio fund managed by DGI, while VTI is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Over the past 10 years, DGIFX returned 12.23%/yr vs 15.14%/yr for VTI. Their correlation of 0.88 suggests significant overlap in exposure. DGIFX charges 0.78%/yr vs 0.03%/yr for VTI.

Performance

DGIFX vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Disciplined Growth Investors Fund (DGIFX) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DGIFX achieves a 14.12% return, which is significantly higher than VTI's 8.82% return. Over the past 10 years, DGIFX has underperformed VTI with an annualized return of 12.23%, while VTI has yielded a comparatively higher 15.14% annualized return.

DGIFX

• 1D: 1.32%
• 1M: -0.14%
• YTD: 14.12%
• 6M: 12.88%
• 1Y: 21.82%
• 3Y*: 15.74%
• 5Y*: 10.15%
• 10Y*: 12.23%

VTI

• 1D: -1.39%
• 1M: -0.84%
• YTD: 8.82%
• 6M: 7.71%
• 1Y: 24.22%
• 3Y*: 20.62%
• 5Y*: 11.90%
• 10Y*: 15.14%

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

DGIFX vs. VTI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DGIFX Disciplined Growth Investors Fund	14.12%	3.54%	21.13%	33.10%	-18.35%	9.59%	24.07%	23.97%	-2.39%	14.86%
VTI Vanguard Total Stock Market ETF	8.82%	17.10%	23.81%	26.05%	-19.52%	25.68%	21.08%	30.67%	-5.23%	21.21%

Correlation

The correlation between DGIFX and VTI is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.81
Correlation (3Y) Calculated over the trailing 3-year period	0.82
Correlation (5Y) Calculated over the trailing 5-year period	0.87
Correlation (10Y) Calculated over the trailing 10-year period	0.87
Correlation (All Time) Calculated using the full available price history since Aug 12, 2011	0.88

The correlation between DGIFX and VTI has been stable across timeframes, ranging from 0.81 to 0.88 - a consistent structural relationship.

Return for Risk

DGIFX vs. VTI — Risk / Return Rank

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

DGIFX

DGIFX Risk / Return Rank: 27
DGIFX Sharpe Ratio Rank: 27
DGIFX Sortino Ratio Rank: 25
DGIFX Omega Ratio Rank: 25
DGIFX Calmar Ratio Rank: 32
DGIFX Martin Ratio Rank: 28

VTI

VTI Risk / Return Rank: 59
VTI Sharpe Ratio Rank: 58
VTI Sortino Ratio Rank: 56
VTI Omega Ratio Rank: 57
VTI Calmar Ratio Rank: 57
VTI Martin Ratio Rank: 68

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.

DGIFX vs. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Disciplined Growth Investors Fund (DGIFX) 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.

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.

	DGIFX	VTI	Difference
Sharpe ratio: Return per unit of total volatility	1.38	1.90	-0.52
Sortino ratio: Return per unit of downside risk	1.95	2.59	-0.64
Omega ratio: Gain probability vs. loss probability	1.24	1.34	-0.10
Calmar ratio: Return relative to maximum drawdown	2.01	2.73	-0.71
Martin ratio: Return relative to average drawdown	6.13	12.14	-6.01

DGIFX vs. VTI - Sharpe Ratio Comparison

The current DGIFX Sharpe Ratio is 1.38, which is comparable to the VTI Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of DGIFX and VTI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DGIFX vs. VTI - Drawdown Comparison

The maximum DGIFX drawdown since its inception was -30.93%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for DGIFX and VTI.

Drawdown Indicators

	DGIFX	VTI	Difference
Max Drawdown Largest peak-to-trough decline	-30.93%	-55.45%	+24.52%
Max Drawdown (1Y) Largest decline over 1 year	-10.91%	-8.92%	-1.99%
Max Drawdown (3Y) Largest decline over 3 years	-30.93%	-19.30%	-11.63%
Max Drawdown (5Y) Largest decline over 5 years	-30.93%	-25.36%	-5.57%
Max Drawdown (10Y) Largest decline over 10 years	-30.93%	-35.00%	+4.07%
Current Drawdown Current decline from peak	-2.83%	-2.85%	+0.02%
Average Drawdown Average peak-to-trough decline	-5.89%	-8.01%	+2.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.57%	2.00%	+1.57%

Volatility

DGIFX vs. VTI - Volatility Comparison

Disciplined Growth Investors Fund (DGIFX) has a higher volatility of 5.89% compared to Vanguard Total Stock Market ETF (VTI) at 4.95%. This indicates that DGIFX's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DGIFX	VTI	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.89%	4.95%	+0.94%
Volatility (6M) Calculated over the trailing 6-month period	11.89%	10.05%	+1.84%
Volatility (1Y) Calculated over the trailing 1-year period	15.93%	12.83%	+3.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.20%	17.51%	+3.69%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.71%	18.32%	+0.39%

DGIFX vs. VTI - Expense Ratio Comparison

DGIFX has a 0.78% expense ratio, which is higher than VTI's 0.03% expense ratio.

Dividends

DGIFX vs. VTI - Dividend Comparison

DGIFX's dividend yield for the trailing twelve months is around 7.25%, more than VTI's 1.04% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DGIFX Disciplined Growth Investors Fund	7.25%	8.29%	20.95%	2.78%	2.21%	11.12%	10.09%	3.53%	3.74%	4.29%	0.00%	0.00%
VTI Vanguard Total Stock Market ETF	1.04%	1.12%	1.27%	1.44%	1.66%	1.21%	1.42%	1.78%	2.04%	1.71%	1.92%	1.98%

Frequently Asked Questions

Can I hold both DGIFX and VTI in my portfolio?

DGIFX and VTI have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DGIFX or VTI?

DGIFX has higher volatility (5.89%) compared to VTI (4.95%). In terms of maximum drawdown, DGIFX dropped -30.93% vs VTI's -55.45%.

Which has better risk-adjusted returns?

VTI currently has the higher Sharpe Ratio (1.90 vs 1.38), 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.