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DSFIX vs. VCAIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DSFIX vs. VCAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA Social Fixed Income Portfolio (DSFIX) and Vanguard California Intermediate-Term Tax-Exempt Fund Investor Shares (VCAIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DSFIX achieves a -0.27% return, which is significantly lower than VCAIX's -0.18% return.


DSFIX

1D
0.09%
1M
-1.11%
6M
-0.45%
YTD
-0.27%
1Y
1.88%
3Y*
4.13%
5Y*
-0.16%
10Y*
ALL TIME*
2.10%

VCAIX

1D
-0.26%
1M
-1.73%
6M
-1.11%
YTD
-0.18%
1Y
3.91%
3Y*
3.71%
5Y*
1.19%
10Y*
2.02%
ALL TIME*
3.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

DSFIX vs. VCAIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DSFIX
DFA Social Fixed Income Portfolio
-0.27%6.80%1.81%7.18%-13.07%-2.19%9.26%9.83%-0.32%3.24%
VCAIX
Vanguard California Intermediate-Term Tax-Exempt Fund Investor Shares
-0.18%5.83%2.15%5.82%-6.69%0.40%4.53%6.95%1.19%4.83%

Correlation

The correlation between DSFIX and VCAIX is 0.56, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.56

Correlation (3Y)
Balances recent behavior with more history.

0.60

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.52

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2017

0.49

The correlation between DSFIX and VCAIX shifts across timeframes, from 0.49 (all time) to 0.60 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

DSFIX vs. VCAIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DSFIX
DSFIX Risk / Return Rank: 1818
Overall Rank
DSFIX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
DSFIX Sortino Ratio Rank: 1717
Sortino Ratio Rank
DSFIX Omega Ratio Rank: 1717
Omega Ratio Rank
DSFIX Calmar Ratio Rank: 2121
Calmar Ratio Rank
DSFIX Martin Ratio Rank: 1717
Martin Ratio Rank

VCAIX
VCAIX Risk / Return Rank: 6565
Overall Rank
VCAIX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
VCAIX Sortino Ratio Rank: 8282
Sortino Ratio Rank
VCAIX Omega Ratio Rank: 8989
Omega Ratio Rank
VCAIX Calmar Ratio Rank: 3939
Calmar Ratio Rank
VCAIX Martin Ratio Rank: 3131
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DSFIX vs. VCAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA Social Fixed Income Portfolio (DSFIX) and Vanguard California Intermediate-Term Tax-Exempt Fund Investor Shares (VCAIX). 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.


DSFIXVCAIXDifference
Sharpe ratioReturn per unit of total volatility

-1.25

Sortino ratioReturn per unit of downside risk

-1.81

Omega ratioGain probability vs. loss probability

1.13

1.47

-0.34

Calmar ratioReturn relative to maximum drawdown

1.05

1.56

-0.52

Martin ratioReturn relative to average drawdown

2.56

4.48

-1.92

DSFIX vs. VCAIX - Sharpe Ratio Comparison

The current DSFIX Sharpe Ratio is 0.72, which is lower than the VCAIX Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of DSFIX and VCAIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DSFIX vs. VCAIX - Drawdown Comparison

The maximum DSFIX drawdown since its inception was -18.94%, which is greater than VCAIX's maximum drawdown of -11.22%. Use the drawdown chart below to compare losses from any high point for DSFIX and VCAIX.


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Drawdown Indicators


DSFIXVCAIXDifference

Max Drawdown

Largest peak-to-trough decline

-18.94%

-11.22%

-7.72%

Max Drawdown (1Y)

Largest decline over 1 year

-2.66%

-2.98%

+0.32%

Max Drawdown (3Y)

Largest decline over 3 years

-4.42%

-3.88%

-0.54%

Max Drawdown (5Y)

Largest decline over 5 years

-18.79%

-11.22%

-7.57%

Max Drawdown (10Y)

Largest decline over 10 years

-11.22%

Current Drawdown

Current decline from peak

-2.09%

-2.29%

+0.20%

Average Drawdown

Average peak-to-trough decline

-4.61%

-1.36%

-3.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.08%

1.04%

+0.04%

Volatility

DSFIX vs. VCAIX - Volatility Comparison

DFA Social Fixed Income Portfolio (DSFIX) has a higher volatility of 0.97% compared to Vanguard California Intermediate-Term Tax-Exempt Fund Investor Shares (VCAIX) at 0.81%. This indicates that DSFIX's price experiences larger fluctuations and is considered to be riskier than VCAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DSFIXVCAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.97%

0.81%

+0.16%

Volatility (6M)

Calculated over the trailing 6-month period

2.92%

1.95%

+0.97%

Volatility (1Y)

Calculated over the trailing 1-year period

3.87%

2.36%

+1.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.79%

3.26%

+2.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.94%

3.42%

+1.52%

DSFIX vs. VCAIX - Expense Ratio Comparison

DSFIX has a 0.21% expense ratio, which is higher than VCAIX's 0.14% 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

DSFIX vs. VCAIX - Dividend Comparison

DSFIX's dividend yield for the trailing twelve months is around 4.37%, more than VCAIX's 2.90% yield.


PositionTTM20252024202320222021202020192018201720162015
DSFIX
DFA Social Fixed Income Portfolio
4.37%3.61%3.95%3.28%2.54%2.70%2.22%2.58%2.56%1.87%0.00%0.00%
VCAIX
Vanguard California Intermediate-Term Tax-Exempt Fund Investor Shares
2.90%3.75%3.27%2.49%2.28%1.71%2.19%2.64%2.63%2.56%2.65%2.78%

Frequently Asked Questions


DSFIX and VCAIX have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DSFIX has higher volatility (0.97%) compared to VCAIX (0.81%). In terms of maximum drawdown, DSFIX dropped -18.94% vs VCAIX's -11.22%.

VCAIX currently has the higher Sharpe Ratio (1.97 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.

Portfolio Optimizer

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