DSCLX vs. VIHAX
DSCLX (DFA International Social Core Equity Portfolio) and VIHAX (Vanguard International High Dividend Yield Index Fund Admiral Shares) are both mutual funds - DSCLX is a Foreign Large Cap Equities fund managed by Dimensional, while VIHAX is a Large Cap Value Equities fund tracking the FTSE All-World ex US High Dividend Yield Index. Over the past 10 years, DSCLX returned 10.01%/yr vs 11.25%/yr for VIHAX. Their correlation of 0.94 means they have usually moved in the same direction. DSCLX charges 0.27%/yr vs 0.16%/yr for VIHAX.
Performance
DSCLX vs. VIHAX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DSCLX achieves a 12.45% return, which is significantly lower than VIHAX's 18.05% return. Over the past 10 years, DSCLX has underperformed VIHAX with an annualized return of 10.01%, while VIHAX has yielded a comparatively higher 11.25% annualized return.
DSCLX
- 1D
- 2.61%
- 1M
- 1.97%
- 6M
- 7.40%
- YTD
- 12.45%
- 1Y
- 27.22%
- 3Y*
- 18.87%
- 5Y*
- 9.95%
- 10Y*
- 10.01%
- ALL TIME*
- 8.29%
VIHAX
- 1D
- 2.01%
- 1M
- 4.98%
- 6M
- 11.54%
- YTD
- 18.05%
- 1Y
- 35.31%
- 3Y*
- 21.69%
- 5Y*
- 14.15%
- 10Y*
- 11.25%
- ALL TIME*
- 11.29%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
DSCLX vs. VIHAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DSCLX DFA International Social Core Equity Portfolio | 12.45% | 37.80% | 4.92% | 18.46% | -16.62% | 13.39% | 7.53% | 21.13% | -17.38% | 27.65% |
VIHAX Vanguard International High Dividend Yield Index Fund Admiral Shares | 18.05% | 38.01% | 6.96% | 16.81% | -6.88% | 15.01% | -0.73% | 20.03% | -12.38% | 22.40% |
Correlation
The correlation between DSCLX and VIHAX is 0.93, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.93 |
Correlation (3Y) Balances recent behavior with more history. | 0.94 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.94 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.94 |
Correlation (All Time) Calculated using the full available price history since Mar 7, 2016 | 0.94 |
The correlation between DSCLX and VIHAX has been stable across timeframes, ranging from 0.93 to 0.94 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DSCLX vs. VIHAX — Risk / Return Rank
DSCLX
VIHAX
DSCLX vs. VIHAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Social Core Equity Portfolio (DSCLX) and Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX). 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.
| DSCLX | VIHAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.08 | ||
| Sortino ratioReturn per unit of downside risk | -1.42 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.52 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 2.26 | 3.62 | -1.35 |
| Martin ratioReturn relative to average drawdown | 8.83 | 13.83 | -5.01 |
Loading charts...
Drawdowns
DSCLX vs. VIHAX - Drawdown Comparison
The maximum DSCLX drawdown since its inception was -42.26%, which is greater than VIHAX's maximum drawdown of -38.80%. Use the drawdown chart below to compare losses from any high point for DSCLX and VIHAX.
Loading charts...
Drawdown Indicators
| DSCLX | VIHAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.26% | -38.80% | -3.46% |
Max Drawdown (1Y)Largest decline over 1 year | -11.93% | -9.53% | -2.40% |
Max Drawdown (3Y)Largest decline over 3 years | -12.73% | -12.29% | -0.44% |
Max Drawdown (5Y)Largest decline over 5 years | -32.15% | -23.92% | -8.23% |
Max Drawdown (10Y)Largest decline over 10 years | -42.26% | -38.80% | -3.46% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -8.14% | -5.94% | -2.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.05% | 2.49% | +0.56% |
Volatility
DSCLX vs. VIHAX - Volatility Comparison
DFA International Social Core Equity Portfolio (DSCLX) has a higher volatility of 4.63% compared to Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX) at 3.47%. This indicates that DSCLX's price experiences larger fluctuations and is considered to be riskier than VIHAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| DSCLX | VIHAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.63% | 3.47% | +1.16% |
Volatility (6M)Calculated over the trailing 6-month period | 13.01% | 10.27% | +2.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.33% | 12.15% | +3.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.29% | 13.77% | +2.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.28% | 15.55% | +0.73% |
DSCLX vs. VIHAX - Expense Ratio Comparison
DSCLX has a 0.27% expense ratio, which is higher than VIHAX's 0.16% 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
DSCLX vs. VIHAX - Dividend Comparison
DSCLX's dividend yield for the trailing twelve months is around 3.08%, less than VIHAX's 3.43% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DSCLX DFA International Social Core Equity Portfolio | 3.08% | 3.38% | 3.48% | 3.17% | 2.73% | 3.53% | 1.80% | 2.91% | 2.77% | 2.45% | 2.75% | 2.56% |
VIHAX Vanguard International High Dividend Yield Index Fund Admiral Shares | 3.43% | 3.69% | 4.85% | 4.58% | 4.70% | 4.30% | 3.22% | 5.63% | 4.28% | 3.16% | 2.37% | 0.00% |
Frequently Asked Questions
With a correlation of 0.93, DSCLX and VIHAX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
DSCLX has higher volatility (4.63%) compared to VIHAX (3.47%). In terms of maximum drawdown, DSCLX dropped -42.26% vs VIHAX's -38.80%.
VIHAX currently has the higher Sharpe Ratio (2.85 vs 1.77), 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.
Find the right allocation for DSCLX and VIHAX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer