VBLAX vs. DFIEX
Compare and contrast key facts about Vanguard Long-Term Bond Index Fund Admiral Shares (VBLAX) and DFA International Core Equity Portfolio I (DFIEX).
VBLAX is managed by Vanguard. It was launched on Feb 7, 2019. DFIEX is managed by Dimensional Fund Advisors LP. It was launched on Sep 15, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VBLAX or DFIEX.
Key characteristics
| VBLAX | DFIEX | |
|---|---|---|
| YTD Return | -0.47% | 7.04% |
| 1Y Return | 13.01% | 19.36% |
| 3Y Return (Ann) | -8.63% | 2.22% |
| 5Y Return (Ann) | -2.80% | 6.70% |
| Sharpe Ratio | 0.91 | 1.53 |
| Sortino Ratio | 1.35 | 2.16 |
| Omega Ratio | 1.16 | 1.27 |
| Calmar Ratio | 0.30 | 1.77 |
| Martin Ratio | 2.62 | 8.69 |
| Ulcer Index | 4.22% | 2.24% |
| Daily Std Dev | 12.09% | 12.70% |
| Max Drawdown | -40.12% | -62.26% |
| Current Drawdown | -28.57% | -5.49% |
Correlation
The correlation between VBLAX and DFIEX is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
VBLAX vs. DFIEX - Performance Comparison
In the year-to-date period, VBLAX achieves a -0.47% return, which is significantly lower than DFIEX's 7.04% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VBLAX vs. DFIEX - Expense Ratio Comparison
VBLAX has a 0.07% expense ratio, which is lower than DFIEX's 0.24% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
VBLAX vs. DFIEX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Long-Term Bond Index Fund Admiral Shares (VBLAX) and DFA International Core Equity Portfolio I (DFIEX). 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.
Dividends
VBLAX vs. DFIEX - Dividend Comparison
VBLAX's dividend yield for the trailing twelve months is around 4.39%, more than DFIEX's 3.37% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VBLAX Vanguard Long-Term Bond Index Fund Admiral Shares | 4.39% | 4.08% | 3.99% | 2.85% | 2.95% | 3.08% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DFIEX DFA International Core Equity Portfolio I | 3.37% | 3.36% | 2.89% | 2.98% | 1.77% | 2.90% | 2.95% | 2.50% | 2.77% | 2.62% | 3.16% | 2.43% |
Drawdowns
VBLAX vs. DFIEX - Drawdown Comparison
The maximum VBLAX drawdown since its inception was -40.12%, smaller than the maximum DFIEX drawdown of -62.26%. Use the drawdown chart below to compare losses from any high point for VBLAX and DFIEX. For additional features, visit the drawdowns tool.
Volatility
VBLAX vs. DFIEX - Volatility Comparison
Vanguard Long-Term Bond Index Fund Admiral Shares (VBLAX) has a higher volatility of 3.99% compared to DFA International Core Equity Portfolio I (DFIEX) at 3.59%. This indicates that VBLAX's price experiences larger fluctuations and is considered to be riskier than DFIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.