DILRX vs. VXUS
Compare and contrast key facts about DFA International Large Cap Growth Portfolio (DILRX) and Vanguard Total International Stock ETF (VXUS).
DILRX is managed by Dimensional. It was launched on Dec 19, 2012. VXUS is a passively managed fund by Vanguard that tracks the performance of the MSCI All Country World ex USA Investable Market Index. It was launched on Jan 26, 2011.
Performance
DILRX vs. VXUS - Performance Comparison
Loading graphics...
DILRX vs. VXUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DILRX DFA International Large Cap Growth Portfolio | -3.82% | 25.59% | 1.70% | 18.51% | -19.75% | 15.20% | 14.72% | 26.40% | -12.92% | 26.41% |
VXUS Vanguard Total International Stock ETF | 2.32% | 32.35% | 5.08% | 15.86% | -16.08% | 8.98% | 10.66% | 21.75% | -14.43% | 27.46% |
Returns By Period
In the year-to-date period, DILRX achieves a -3.82% return, which is significantly lower than VXUS's 2.32% return. Over the past 10 years, DILRX has underperformed VXUS with an annualized return of 8.01%, while VXUS has yielded a comparatively higher 8.91% annualized return.
DILRX
- 1D
- 0.01%
- 1M
- -12.31%
- YTD
- -3.82%
- 6M
- -1.71%
- 1Y
- 13.94%
- 3Y*
- 9.84%
- 5Y*
- 5.73%
- 10Y*
- 8.01%
VXUS
- 1D
- 3.32%
- 1M
- -7.90%
- YTD
- 2.32%
- 6M
- 7.01%
- 1Y
- 28.12%
- 3Y*
- 15.50%
- 5Y*
- 7.32%
- 10Y*
- 8.91%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DILRX vs. VXUS - Expense Ratio Comparison
DILRX has a 0.29% expense ratio, which is higher than VXUS's 0.05% expense ratio.
Return for Risk
DILRX vs. VXUS — Risk / Return Rank
DILRX
VXUS
DILRX vs. VXUS - 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 International Stock ETF (VXUS). 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.
| DILRX | VXUS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 1.64 | -0.84 |
Sortino ratioReturn per unit of downside risk | 1.18 | 2.26 | -1.08 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.34 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | 1.03 | 2.42 | -1.39 |
Martin ratioReturn relative to average drawdown | 4.21 | 9.37 | -5.16 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| DILRX | VXUS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 1.64 | -0.84 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.47 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.52 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.35 | +0.12 |
Correlation
The correlation between DILRX and VXUS is 0.93, 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
DILRX vs. VXUS - Dividend Comparison
DILRX's dividend yield for the trailing twelve months is around 2.02%, less than VXUS's 2.97% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DILRX DFA International Large Cap Growth Portfolio | 2.02% | 1.98% | 2.03% | 1.95% | 2.56% | 2.37% | 1.34% | 2.09% | 2.55% | 1.94% | 2.40% | 2.34% |
VXUS Vanguard Total International Stock ETF | 2.97% | 3.18% | 3.37% | 3.24% | 3.09% | 3.10% | 2.14% | 3.06% | 3.18% | 2.73% | 2.93% | 2.83% |
Drawdowns
DILRX vs. VXUS - Drawdown Comparison
The maximum DILRX drawdown since its inception was -32.19%, smaller than the maximum VXUS drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for DILRX and VXUS.
Loading graphics...
Drawdown Indicators
| DILRX | VXUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.19% | -35.97% | +3.78% |
Max Drawdown (1Y)Largest decline over 1 year | -12.32% | -11.27% | -1.05% |
Max Drawdown (5Y)Largest decline over 5 years | -32.02% | -29.44% | -2.58% |
Max Drawdown (10Y)Largest decline over 10 years | -32.19% | -35.97% | +3.78% |
Current DrawdownCurrent decline from peak | -12.31% | -8.33% | -3.98% |
Average DrawdownAverage peak-to-trough decline | -6.48% | -8.29% | +1.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.03% | 2.91% | +0.12% |
Volatility
DILRX vs. VXUS - Volatility Comparison
The current volatility for DFA International Large Cap Growth Portfolio (DILRX) is 7.18%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 8.31%. This indicates that DILRX experiences smaller price fluctuations and is considered to be less risky than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| DILRX | VXUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.18% | 8.31% | -1.13% |
Volatility (6M)Calculated over the trailing 6-month period | 11.10% | 11.50% | -0.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.67% | 17.19% | -0.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.16% | 15.82% | +0.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.74% | 17.09% | -1.35% |