DGSFX vs. VTIBX

Last updated Jun 4, 2026

DGSFX (DFA Global Sustainability Fixed Income Portfolio) and VTIBX (Vanguard Total International Bond Index Fund) are both Global Bonds funds. Over the past 5 years, DGSFX returned -0.01%/yr vs 0.42%/yr for VTIBX. Their correlation of 0.85 suggests significant overlap in exposure. DGSFX charges 0.26%/yr vs 0.13%/yr for VTIBX.

Performance

DGSFX vs. VTIBX - Performance Comparison

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

Returns By Period

In the year-to-date period, DGSFX achieves a 1.19% return, which is significantly higher than VTIBX's 0.60% return.

DGSFX

• 1D: 0.21%
• 1M: 1.06%
• YTD: 1.19%
• 6M: 0.92%
• 1Y: 3.38%
• 3Y*: 4.55%
• 5Y*: -0.01%
• 10Y*: —

VTIBX

• 1D: 0.10%
• 1M: 0.97%
• YTD: 0.60%
• 6M: 0.54%
• 1Y: 2.13%
• 3Y*: 4.12%
• 5Y*: 0.42%
• 10Y*: 1.70%

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

DGSFX vs. VTIBX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
DGSFX DFA Global Sustainability Fixed Income Portfolio	1.19%	3.80%	2.60%	9.67%	-15.61%	-2.95%	7.99%	9.85%	1.15%
VTIBX Vanguard Total International Bond Index Fund	0.60%	2.98%	3.84%	8.86%	-12.97%	-2.27%	4.56%	7.76%	1.74%

Correlation

The correlation between DGSFX and VTIBX is 0.82, 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	0.82
Correlation (3Y) Calculated over the trailing 3-year period	0.84
Correlation (5Y) Calculated over the trailing 5-year period	0.87
Correlation (All Time) Calculated using the full available price history since Nov 7, 2018	0.85

The correlation between DGSFX and VTIBX has been stable across timeframes, ranging from 0.82 to 0.87 - a consistent structural relationship.

Return for Risk

DGSFX vs. VTIBX — Risk / Return Rank

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

DGSFX

DGSFX Risk / Return Rank: 12
DGSFX Sharpe Ratio Rank: 13
DGSFX Sortino Ratio Rank: 12
DGSFX Omega Ratio Rank: 13
DGSFX Calmar Ratio Rank: 13
DGSFX Martin Ratio Rank: 11

VTIBX

VTIBX Risk / Return Rank: 8
VTIBX Sharpe Ratio Rank: 9
VTIBX Sortino Ratio Rank: 8
VTIBX Omega Ratio Rank: 8
VTIBX Calmar Ratio Rank: 8
VTIBX Martin Ratio Rank: 7

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.

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 ratio: Return per unit of total volatility	0.98	0.72	+0.26
Sortino ratio: Return per unit of downside risk	1.41	1.03	+0.37
Omega ratio: Gain probability vs. loss probability	1.18	1.13	+0.05
Calmar ratio: Return relative to maximum drawdown	1.21	0.76	+0.45
Martin ratio: Return relative to average drawdown	3.35	2.13	+1.23
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DGSFX vs. VTIBX - Sharpe Ratio Comparison

The current DGSFX Sharpe Ratio is 0.98, which is higher than the VTIBX Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of DGSFX and VTIBX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DGSFX	VTIBX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.98	0.72	+0.26
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.00	0.10	-0.10
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.47	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.41	0.70	-0.29

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.

Drawdown Indicators

	DGSFX	VTIBX	Difference
Max Drawdown Largest 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 (3Y) Largest decline over 3 years	-3.68%	-2.95%	-0.73%
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 Drawdown Current decline from peak	-3.29%	-1.26%	-2.03%
Average Drawdown Average peak-to-trough decline	-6.60%	-3.07%	-3.53%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.05%	1.05%	0.00%

Volatility

DGSFX vs. VTIBX - Volatility Comparison

The current volatility for DFA Global Sustainability Fixed Income Portfolio (DGSFX) is 1.32%, while Vanguard Total International Bond Index Fund (VTIBX) has a volatility of 1.42%. This indicates that DGSFX experiences smaller price fluctuations and is considered to be less risky than VTIBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DGSFX	VTIBX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.32%	1.42%	-0.10%
Volatility (6M) Calculated over the trailing 6-month period	2.75%	2.63%	+0.12%
Volatility (1Y) Calculated over the trailing 1-year period	3.62%	3.12%	+0.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	5.35%	4.49%	+0.86%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4.88%	3.66%	+1.22%

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%.

Dividends

DGSFX vs. VTIBX - Dividend Comparison

DGSFX's dividend yield for the trailing twelve months is around 3.54%, less than VTIBX's 4.43% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DGSFX DFA Global Sustainability Fixed Income Portfolio	3.54%	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	4.43%	4.33%	4.31%	4.37%	1.41%	3.68%	1.06%	3.36%	2.98%	2.21%	1.76%	1.61%

Frequently Asked Questions

Can I hold both DGSFX and VTIBX in my portfolio?

DGSFX and VTIBX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DGSFX or VTIBX?

VTIBX has higher volatility (1.42%) compared to DGSFX (1.32%). In terms of maximum drawdown, DGSFX dropped -21.57% vs VTIBX's -16.15%.

Which has better risk-adjusted returns?

DGSFX currently has the higher Sharpe Ratio (0.98 vs 0.72), 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.