DWUSX vs. VFSNX
Compare and contrast key facts about DFA World ex U.S. Targeted Value Portfolio (DWUSX) and Vanguard FTSE All-World ex-US Small-Cap Index Fund Institutional Shares (VFSNX).
DWUSX is managed by Dimensional. It was launched on Oct 31, 2012. VFSNX is managed by Vanguard. It was launched on Apr 2, 2009.
Performance
DWUSX vs. VFSNX - Performance Comparison
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DWUSX vs. VFSNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DWUSX DFA World ex U.S. Targeted Value Portfolio | 0.82% | 39.16% | 5.31% | 17.40% | -11.83% | 26.30% | 4.96% | 17.39% | -20.38% | 30.95% |
VFSNX Vanguard FTSE All-World ex-US Small-Cap Index Fund Institutional Shares | -1.08% | 29.97% | 2.63% | 15.18% | -21.26% | 12.74% | 11.92% | 21.72% | -18.46% | 30.30% |
Returns By Period
In the year-to-date period, DWUSX achieves a 0.82% return, which is significantly higher than VFSNX's -1.08% return. Over the past 10 years, DWUSX has outperformed VFSNX with an annualized return of 10.48%, while VFSNX has yielded a comparatively lower 7.33% annualized return.
DWUSX
- 1D
- -0.41%
- 1M
- -11.22%
- YTD
- 0.82%
- 6M
- 6.53%
- 1Y
- 32.97%
- 3Y*
- 17.87%
- 5Y*
- 12.08%
- 10Y*
- 10.48%
VFSNX
- 1D
- -0.56%
- 1M
- -11.47%
- YTD
- -1.08%
- 6M
- 1.46%
- 1Y
- 26.81%
- 3Y*
- 12.77%
- 5Y*
- 5.20%
- 10Y*
- 7.33%
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DWUSX vs. VFSNX - Expense Ratio Comparison
DWUSX has a 0.52% expense ratio, which is higher than VFSNX's 0.11% expense ratio.
Return for Risk
DWUSX vs. VFSNX — Risk / Return Rank
DWUSX
VFSNX
DWUSX vs. VFSNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA World ex U.S. Targeted Value Portfolio (DWUSX) and Vanguard FTSE All-World ex-US Small-Cap Index Fund Institutional Shares (VFSNX). 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.
| DWUSX | VFSNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.21 | 1.78 | +0.42 |
Sortino ratioReturn per unit of downside risk | 2.74 | 2.29 | +0.45 |
Omega ratioGain probability vs. loss probability | 1.44 | 1.35 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 2.46 | 2.09 | +0.36 |
Martin ratioReturn relative to average drawdown | 9.72 | 8.39 | +1.33 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DWUSX | VFSNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.21 | 1.78 | +0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | 0.35 | +0.45 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.47 | +0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.55 | +0.02 |
Correlation
The correlation between DWUSX and VFSNX is 0.96, 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
DWUSX vs. VFSNX - Dividend Comparison
DWUSX's dividend yield for the trailing twelve months is around 2.77%, less than VFSNX's 3.40% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DWUSX DFA World ex U.S. Targeted Value Portfolio | 2.77% | 2.64% | 2.86% | 2.81% | 2.91% | 16.59% | 1.37% | 3.22% | 5.51% | 3.18% | 1.94% | 1.27% |
VFSNX Vanguard FTSE All-World ex-US Small-Cap Index Fund Institutional Shares | 3.40% | 3.36% | 3.41% | 3.11% | 2.26% | 2.70% | 1.90% | 3.25% | 2.81% | 2.85% | 2.93% | 2.69% |
Drawdowns
DWUSX vs. VFSNX - Drawdown Comparison
The maximum DWUSX drawdown since its inception was -49.65%, which is greater than VFSNX's maximum drawdown of -43.65%. Use the drawdown chart below to compare losses from any high point for DWUSX and VFSNX.
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Drawdown Indicators
| DWUSX | VFSNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.65% | -43.65% | -6.00% |
Max Drawdown (1Y)Largest decline over 1 year | -11.26% | -11.47% | +0.21% |
Max Drawdown (5Y)Largest decline over 5 years | -26.71% | -33.75% | +7.04% |
Max Drawdown (10Y)Largest decline over 10 years | -49.65% | -43.65% | -6.00% |
Current DrawdownCurrent decline from peak | -11.22% | -11.47% | +0.25% |
Average DrawdownAverage peak-to-trough decline | -8.74% | -9.56% | +0.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.00% | 2.86% | +0.14% |
Volatility
DWUSX vs. VFSNX - Volatility Comparison
DFA World ex U.S. Targeted Value Portfolio (DWUSX) and Vanguard FTSE All-World ex-US Small-Cap Index Fund Institutional Shares (VFSNX) have volatilities of 6.04% and 6.02%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DWUSX | VFSNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.04% | 6.02% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 9.58% | 9.85% | -0.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.45% | 14.43% | +0.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.12% | 14.85% | +0.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.91% | 15.66% | +0.25% |