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VCADX vs. DFCA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VCADX vs. DFCA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard California Intermediate-Term Tax-Exempt Fund Admiral Shares (VCADX) and Dimensional California Municipal Bond ETF (DFCA). The values are adjusted to include any dividend payments, if applicable.

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VCADX vs. DFCA - Yearly Performance Comparison


Returns By Period

In the year-to-date period, VCADX achieves a -0.70% return, which is significantly lower than DFCA's 0.07% return.


VCADX

1D
0.18%
1M
-2.81%
YTD
-0.70%
6M
0.87%
1Y
4.57%
3Y*
3.59%
5Y*
1.53%
10Y*
2.25%

DFCA

1D
0.13%
1M
-1.50%
YTD
0.07%
6M
1.46%
1Y
3.40%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VCADX vs. DFCA - Expense Ratio Comparison

VCADX has a 0.09% expense ratio, which is lower than DFCA's 0.19% 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%.


Return for Risk

VCADX vs. DFCA — Risk / Return Rank

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

VCADX
VCADX Risk / Return Rank: 7474
Overall Rank
VCADX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
VCADX Sortino Ratio Rank: 7676
Sortino Ratio Rank
VCADX Omega Ratio Rank: 9090
Omega Ratio Rank
VCADX Calmar Ratio Rank: 6565
Calmar Ratio Rank
VCADX Martin Ratio Rank: 5959
Martin Ratio Rank

DFCA
DFCA Risk / Return Rank: 6565
Overall Rank
DFCA Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
DFCA Sortino Ratio Rank: 6767
Sortino Ratio Rank
DFCA Omega Ratio Rank: 7878
Omega Ratio Rank
DFCA Calmar Ratio Rank: 5454
Calmar Ratio Rank
DFCA Martin Ratio Rank: 5252
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.

VCADX vs. DFCA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard California Intermediate-Term Tax-Exempt Fund Admiral Shares (VCADX) and Dimensional California Municipal Bond ETF (DFCA). 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.


VCADXDFCADifference

Sharpe ratio

Return per unit of total volatility

1.39

1.32

+0.06

Sortino ratio

Return per unit of downside risk

1.87

1.70

+0.17

Omega ratio

Gain probability vs. loss probability

1.40

1.30

+0.10

Calmar ratio

Return relative to maximum drawdown

1.48

1.39

+0.09

Martin ratio

Return relative to average drawdown

5.66

5.09

+0.56

VCADX vs. DFCA - Sharpe Ratio Comparison

The current VCADX Sharpe Ratio is 1.39, which is comparable to the DFCA Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of VCADX and DFCA, 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


VCADXDFCADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.39

1.32

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

1.08

1.03

+0.05

Correlation

The correlation between VCADX and DFCA is 0.67, 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

VCADX vs. DFCA - Dividend Comparison

VCADX's dividend yield for the trailing twelve months is around 3.14%, more than DFCA's 2.83% yield.


TTM20252024202320222021202020192018201720162015
VCADX
Vanguard California Intermediate-Term Tax-Exempt Fund Admiral Shares
3.14%3.82%3.35%2.57%2.36%1.77%2.28%2.72%2.71%2.66%2.76%2.86%
DFCA
Dimensional California Municipal Bond ETF
2.83%2.86%2.86%1.24%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VCADX vs. DFCA - Drawdown Comparison

The maximum VCADX drawdown since its inception was -11.13%, which is greater than DFCA's maximum drawdown of -3.28%. Use the drawdown chart below to compare losses from any high point for VCADX and DFCA.


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Drawdown Indicators


VCADXDFCADifference

Max Drawdown

Largest peak-to-trough decline

-11.13%

-3.28%

-7.85%

Max Drawdown (1Y)

Largest decline over 1 year

-3.78%

-2.49%

-1.29%

Max Drawdown (5Y)

Largest decline over 5 years

-11.13%

Max Drawdown (10Y)

Largest decline over 10 years

-11.13%

Current Drawdown

Current decline from peak

-2.81%

-1.50%

-1.31%

Average Drawdown

Average peak-to-trough decline

-1.50%

-0.68%

-0.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.99%

0.68%

+0.31%

Volatility

VCADX vs. DFCA - Volatility Comparison

Vanguard California Intermediate-Term Tax-Exempt Fund Admiral Shares (VCADX) has a higher volatility of 0.94% compared to Dimensional California Municipal Bond ETF (DFCA) at 0.84%. This indicates that VCADX's price experiences larger fluctuations and is considered to be riskier than DFCA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VCADXDFCADifference

Volatility (1M)

Calculated over the trailing 1-month period

0.94%

0.84%

+0.10%

Volatility (6M)

Calculated over the trailing 6-month period

1.53%

1.24%

+0.29%

Volatility (1Y)

Calculated over the trailing 1-year period

3.91%

2.58%

+1.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.22%

2.52%

+0.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.42%

2.52%

+0.90%