DILRX vs. VITSX

Last updated Jun 24, 2026

DILRX (DFA International Large Cap Growth Portfolio) and VITSX (Vanguard Total Stock Market Index Fund Institutional Shares) are both mutual funds - DILRX is a Foreign Large Cap Equities fund managed by Dimensional, while VITSX is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Over the past 10 years, DILRX returned 9.73%/yr vs 15.30%/yr for VITSX. A 0.79 correlation means they provide meaningful diversification when combined. DILRX charges 0.29%/yr vs 0.03%/yr for VITSX.

Performance

DILRX vs. VITSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA International Large Cap Growth Portfolio (DILRX) and Vanguard Total Stock Market Index Fund Institutional Shares (VITSX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DILRX achieves a 9.51% return, which is significantly lower than VITSX's 10.34% return. Over the past 10 years, DILRX has underperformed VITSX with an annualized return of 9.73%, while VITSX has yielded a comparatively higher 15.30% annualized return.

DILRX

• 1D: 0.00%
• 1M: 2.98%
• YTD: 9.51%
• 6M: 8.68%
• 1Y: 18.55%
• 3Y*: 14.62%
• 5Y*: 6.99%
• 10Y*: 9.73%

VITSX

• 1D: -0.34%
• 1M: 0.55%
• YTD: 10.34%
• 6M: 9.19%
• 1Y: 25.94%
• 3Y*: 21.18%
• 5Y*: 12.37%
• 10Y*: 15.30%

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

DILRX vs. VITSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DILRX DFA International Large Cap Growth Portfolio	9.51%	25.59%	1.70%	18.51%	-19.75%	15.20%	14.72%	26.40%	-12.92%	26.41%
VITSX Vanguard Total Stock Market Index Fund Institutional Shares	10.34%	17.14%	23.25%	26.51%	-19.51%	25.74%	20.99%	30.80%	-5.18%	21.16%

Correlation

The correlation between DILRX and VITSX is 0.80, 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	0.80
Correlation (3Y) Calculated over the trailing 3-year period	0.76
Correlation (5Y) Calculated over the trailing 5-year period	0.80
Correlation (10Y) Calculated over the trailing 10-year period	0.79
Correlation (All Time) Calculated using the full available price history since Jan 2, 2013	0.79

The correlation between DILRX and VITSX has been stable across timeframes, ranging from 0.76 to 0.80 - a consistent structural relationship.

Return for Risk

DILRX vs. VITSX — Risk / Return Rank

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

DILRX

DILRX Risk / Return Rank: 22
DILRX Sharpe Ratio Rank: 21
DILRX Sortino Ratio Rank: 21
DILRX Omega Ratio Rank: 21
DILRX Calmar Ratio Rank: 22
DILRX Martin Ratio Rank: 26

VITSX

VITSX Risk / Return Rank: 65
VITSX Sharpe Ratio Rank: 62
VITSX Sortino Ratio Rank: 56
VITSX Omega Ratio Rank: 57
VITSX Calmar Ratio Rank: 69
VITSX Martin Ratio Rank: 79

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.

DILRX vs. VITSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA International Large Cap Growth Portfolio (DILRX) and Vanguard Total Stock Market Index Fund Institutional Shares (VITSX). 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.

	DILRX	VITSX	Difference
Sharpe ratio: Return per unit of total volatility	1.22	2.13	-0.91
Sortino ratio: Return per unit of downside risk	1.80	2.89	-1.09
Omega ratio: Gain probability vs. loss probability	1.22	1.38	-0.16
Calmar ratio: Return relative to maximum drawdown	1.60	3.05	-1.46
Martin ratio: Return relative to average drawdown	5.75	13.68	-7.93

DILRX vs. VITSX - Sharpe Ratio Comparison

The current DILRX Sharpe Ratio is 1.22, which is lower than the VITSX Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of DILRX and VITSX, 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

DILRX vs. VITSX - Drawdown Comparison

The maximum DILRX drawdown since its inception was -32.19%, smaller than the maximum VITSX drawdown of -55.30%. Use the drawdown chart below to compare losses from any high point for DILRX and VITSX.

Drawdown Indicators

	DILRX	VITSX	Difference
Max Drawdown Largest peak-to-trough decline	-32.19%	-55.30%	+23.11%
Max Drawdown (1Y) Largest decline over 1 year	-12.32%	-8.92%	-3.40%
Max Drawdown (3Y) Largest decline over 3 years	-12.83%	-19.36%	+6.53%
Max Drawdown (5Y) Largest decline over 5 years	-32.02%	-25.36%	-6.66%
Max Drawdown (10Y) Largest decline over 10 years	-32.19%	-34.97%	+2.78%
Current Drawdown Current decline from peak	-0.16%	-1.47%	+1.31%
Average Drawdown Average peak-to-trough decline	-6.43%	-10.05%	+3.62%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.41%	1.99%	+1.42%

Volatility

DILRX vs. VITSX - Volatility Comparison

DFA International Large Cap Growth Portfolio (DILRX) has a higher volatility of 5.44% compared to Vanguard Total Stock Market Index Fund Institutional Shares (VITSX) at 4.77%. This indicates that DILRX's price experiences larger fluctuations and is considered to be riskier than VITSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DILRX	VITSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.44%	4.77%	+0.67%
Volatility (6M) Calculated over the trailing 6-month period	13.68%	10.05%	+3.63%
Volatility (1Y) Calculated over the trailing 1-year period	16.14%	12.83%	+3.31%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.55%	17.45%	-0.90%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.91%	18.46%	-2.55%

DILRX vs. VITSX - Expense Ratio Comparison

DILRX has a 0.29% expense ratio, which is higher than VITSX's 0.03% expense ratio.

Dividends

DILRX vs. VITSX - Dividend Comparison

DILRX's dividend yield for the trailing twelve months is around 1.78%, more than VITSX's 1.02% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DILRX DFA International Large Cap Growth Portfolio	1.78%	1.98%	2.03%	1.95%	2.56%	2.37%	1.34%	2.09%	2.55%	1.94%	2.40%	2.34%
VITSX Vanguard Total Stock Market Index Fund Institutional Shares	1.02%	1.12%	1.27%	1.43%	1.66%	1.21%	1.42%	1.77%	2.04%	1.71%	1.93%	1.99%

Frequently Asked Questions

Can I hold both DILRX and VITSX in my portfolio?

DILRX and VITSX have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DILRX or VITSX?

DILRX has higher volatility (5.44%) compared to VITSX (4.77%). In terms of maximum drawdown, DILRX dropped -32.19% vs VITSX's -55.30%.

Which has better risk-adjusted returns?

VITSX currently has the higher Sharpe Ratio (2.13 vs 1.22), 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.