DGSFX vs. VTIBX
Compare and contrast key facts about DFA Global Sustainability Fixed Income Portfolio (DGSFX) and Vanguard Total International Bond Index Fund (VTIBX).
DGSFX is managed by Dimensional. It was launched on Nov 5, 2018. VTIBX is managed by Vanguard. It was launched on May 30, 2013.
Performance
DGSFX vs. VTIBX - Performance Comparison
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DGSFX vs. VTIBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
DGSFX DFA Global Sustainability Fixed Income Portfolio | -0.62% | 3.80% | 2.60% | 9.67% | -15.61% | -2.95% | 7.99% | 9.85% | 1.15% |
VTIBX Vanguard Total International Bond Index Fund | -0.82% | 2.98% | 3.84% | 8.86% | -12.97% | -2.27% | 4.56% | 7.76% | 1.74% |
Returns By Period
In the year-to-date period, DGSFX achieves a -0.62% return, which is significantly higher than VTIBX's -0.82% return.
DGSFX
- 1D
- 0.44%
- 1M
- -2.49%
- YTD
- -0.62%
- 6M
- -0.27%
- 1Y
- 1.96%
- 3Y*
- 3.92%
- 5Y*
- -0.17%
- 10Y*
- —
VTIBX
- 1D
- 0.31%
- 1M
- -2.65%
- YTD
- -0.82%
- 6M
- -0.26%
- 1Y
- 2.36%
- 3Y*
- 3.66%
- 5Y*
- 0.11%
- 10Y*
- 1.64%
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DGSFX vs. VTIBX - Expense Ratio Comparison
DGSFX has a 0.26% expense ratio, which is higher than VTIBX's 0.13% 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%.
Return for Risk
DGSFX vs. VTIBX — Risk / Return Rank
DGSFX
VTIBX
DGSFX vs. VTIBX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Global Sustainability Fixed Income Portfolio (DGSFX) and Vanguard Total International Bond Index Fund (VTIBX). 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.
| DGSFX | VTIBX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.59 | 0.77 | -0.17 |
Sortino ratioReturn per unit of downside risk | 0.83 | 1.06 | -0.23 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.14 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 0.82 | 0.87 | -0.05 |
Martin ratioReturn relative to average drawdown | 2.64 | 3.71 | -1.07 |
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
| DGSFX | VTIBX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.59 | 0.77 | -0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.03 | 0.03 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.45 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.68 | -0.31 |
Correlation
The correlation between DGSFX and VTIBX is 0.85, 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
DGSFX vs. VTIBX - Dividend Comparison
DGSFX's dividend yield for the trailing twelve months is around 3.60%, less than VTIBX's 4.20% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGSFX DFA Global Sustainability Fixed Income Portfolio | 3.60% | 3.02% | 4.26% | 4.09% | 1.97% | 1.15% | 1.72% | 3.37% | 0.24% | 0.00% | 0.00% | 0.00% |
VTIBX Vanguard Total International Bond Index Fund | 4.20% | 4.33% | 4.31% | 4.37% | 1.41% | 3.68% | 1.06% | 3.36% | 2.98% | 2.21% | 1.76% | 1.61% |
Drawdowns
DGSFX vs. VTIBX - Drawdown Comparison
The maximum DGSFX drawdown since its inception was -21.57%, which is greater than VTIBX's maximum drawdown of -16.15%. Use the drawdown chart below to compare losses from any high point for DGSFX and VTIBX.
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Drawdown Indicators
| DGSFX | VTIBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.57% | -16.15% | -5.42% |
Max Drawdown (1Y)Largest decline over 1 year | -2.91% | -2.95% | +0.04% |
Max Drawdown (5Y)Largest decline over 5 years | -21.29% | -15.81% | -5.48% |
Max Drawdown (10Y)Largest decline over 10 years | — | -16.15% | — |
Current DrawdownCurrent decline from peak | -5.03% | -2.65% | -2.38% |
Average DrawdownAverage peak-to-trough decline | -6.66% | -3.09% | -3.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.91% | 0.70% | +0.21% |
Volatility
DGSFX vs. VTIBX - Volatility Comparison
DFA Global Sustainability Fixed Income Portfolio (DGSFX) has a higher volatility of 1.60% compared to Vanguard Total International Bond Index Fund (VTIBX) at 1.40%. This indicates that DGSFX's price experiences larger fluctuations and is considered to be riskier than VTIBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGSFX | VTIBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.60% | 1.40% | +0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 2.30% | 2.08% | +0.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.71% | 3.11% | +0.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.31% | 4.42% | +0.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.89% | 3.62% | +1.27% |