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DTCPX vs. VISTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DTCPX vs. VISTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA Targeted Credit Portfolio (DTCPX) and Vanguard Institutional Short-Term Bond Fund (VISTX). The values are adjusted to include any dividend payments, if applicable.

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DTCPX vs. VISTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DTCPX
DFA Targeted Credit Portfolio
-0.28%4.58%5.57%6.04%-7.30%-0.22%2.70%6.45%0.75%2.22%
VISTX
Vanguard Institutional Short-Term Bond Fund
0.25%5.68%5.56%4.98%-3.73%-0.04%3.92%4.20%1.83%1.42%

Returns By Period

In the year-to-date period, DTCPX achieves a -0.28% return, which is significantly lower than VISTX's 0.25% return. Over the past 10 years, DTCPX has underperformed VISTX with an annualized return of 2.06%, while VISTX has yielded a comparatively higher 2.43% annualized return.


DTCPX

1D
0.03%
1M
-1.41%
YTD
-0.28%
6M
0.74%
1Y
3.28%
3Y*
4.76%
5Y*
1.57%
10Y*
2.06%

VISTX

1D
0.15%
1M
-0.64%
YTD
0.25%
6M
1.45%
1Y
4.26%
3Y*
4.94%
5Y*
2.45%
10Y*
2.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DTCPX vs. VISTX - Expense Ratio Comparison

DTCPX has a 0.20% expense ratio, which is higher than VISTX's 0.02% 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%.


Return for Risk

DTCPX vs. VISTX — Risk / Return Rank

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

DTCPX
DTCPX Risk / Return Rank: 9292
Overall Rank
DTCPX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
DTCPX Sortino Ratio Rank: 9595
Sortino Ratio Rank
DTCPX Omega Ratio Rank: 9696
Omega Ratio Rank
DTCPX Calmar Ratio Rank: 8585
Calmar Ratio Rank
DTCPX Martin Ratio Rank: 9090
Martin Ratio Rank

VISTX
VISTX Risk / Return Rank: 9898
Overall Rank
VISTX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
VISTX Sortino Ratio Rank: 9898
Sortino Ratio Rank
VISTX Omega Ratio Rank: 9797
Omega Ratio Rank
VISTX Calmar Ratio Rank: 9898
Calmar Ratio Rank
VISTX Martin Ratio Rank: 9898
Martin Ratio Rank
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.

DTCPX vs. VISTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA Targeted Credit Portfolio (DTCPX) and Vanguard Institutional Short-Term Bond Fund (VISTX). 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.


DTCPXVISTXDifference

Sharpe ratio

Return per unit of total volatility

2.32

3.01

-0.69

Sortino ratio

Return per unit of downside risk

3.11

4.73

-1.62

Omega ratio

Gain probability vs. loss probability

1.59

1.68

-0.10

Calmar ratio

Return relative to maximum drawdown

2.13

5.24

-3.11

Martin ratio

Return relative to average drawdown

10.01

21.26

-11.25

DTCPX vs. VISTX - Sharpe Ratio Comparison

The current DTCPX Sharpe Ratio is 2.32, which is comparable to the VISTX Sharpe Ratio of 3.01. The chart below compares the historical Sharpe Ratios of DTCPX and VISTX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DTCPXVISTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.32

3.01

-0.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

1.33

-0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.00

1.66

-0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

1.06

1.70

-0.64

Correlation

The correlation between DTCPX and VISTX is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

DTCPX vs. VISTX - Dividend Comparison

DTCPX's dividend yield for the trailing twelve months is around 3.79%, less than VISTX's 4.11% yield.


TTM2025202420232022202120202019201820172016
DTCPX
DFA Targeted Credit Portfolio
3.79%3.34%3.64%3.23%1.75%1.67%1.27%2.73%3.12%1.91%2.18%
VISTX
Vanguard Institutional Short-Term Bond Fund
4.11%4.53%5.03%3.91%1.76%1.85%2.33%2.72%2.32%1.78%1.51%

Drawdowns

DTCPX vs. VISTX - Drawdown Comparison

The maximum DTCPX drawdown since its inception was -10.78%, which is greater than VISTX's maximum drawdown of -5.64%. Use the drawdown chart below to compare losses from any high point for DTCPX and VISTX.


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Drawdown Indicators


DTCPXVISTXDifference

Max Drawdown

Largest peak-to-trough decline

-10.78%

-5.64%

-5.14%

Max Drawdown (1Y)

Largest decline over 1 year

-1.44%

-0.86%

-0.58%

Max Drawdown (5Y)

Largest decline over 5 years

-10.78%

-5.64%

-5.14%

Max Drawdown (10Y)

Largest decline over 10 years

-10.78%

-5.64%

-5.14%

Current Drawdown

Current decline from peak

-1.41%

-0.64%

-0.77%

Average Drawdown

Average peak-to-trough decline

-1.71%

-0.69%

-1.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.31%

0.21%

+0.10%

Volatility

DTCPX vs. VISTX - Volatility Comparison

DFA Targeted Credit Portfolio (DTCPX) has a higher volatility of 0.74% compared to Vanguard Institutional Short-Term Bond Fund (VISTX) at 0.47%. This indicates that DTCPX's price experiences larger fluctuations and is considered to be riskier than VISTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DTCPXVISTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.74%

0.47%

+0.27%

Volatility (6M)

Calculated over the trailing 6-month period

1.02%

0.85%

+0.17%

Volatility (1Y)

Calculated over the trailing 1-year period

1.44%

1.45%

-0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.33%

1.85%

+0.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.07%

1.47%

+0.60%