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VCAIX vs. DFSMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VCAIX vs. DFSMX - Performance Comparison

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

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VCAIX vs. DFSMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VCAIX
Vanguard California Intermediate-Term Tax-Exempt Fund Investor Shares
-0.71%5.83%2.15%5.82%-6.69%0.40%4.53%6.95%1.19%4.83%
DFSMX
DFA Short Term Municipal Bond Portfolio
0.55%2.30%2.84%2.98%-0.36%-0.11%0.83%1.62%1.22%1.15%

Returns By Period

In the year-to-date period, VCAIX achieves a -0.71% return, which is significantly lower than DFSMX's 0.55% return. Over the past 10 years, VCAIX has outperformed DFSMX with an annualized return of 2.17%, while DFSMX has yielded a comparatively lower 1.23% annualized return.


VCAIX

1D
0.18%
1M
-2.81%
YTD
-0.71%
6M
0.85%
1Y
4.52%
3Y*
3.51%
5Y*
1.45%
10Y*
2.17%

DFSMX

1D
0.04%
1M
-0.05%
YTD
0.55%
6M
1.10%
1Y
2.45%
3Y*
2.60%
5Y*
1.63%
10Y*
1.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VCAIX vs. DFSMX - Expense Ratio Comparison

VCAIX has a 0.17% expense ratio, which is lower than DFSMX's 0.20% 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

VCAIX vs. DFSMX — Risk / Return Rank

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

VCAIX
VCAIX Risk / Return Rank: 7373
Overall Rank
VCAIX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
VCAIX Sortino Ratio Rank: 7575
Sortino Ratio Rank
VCAIX Omega Ratio Rank: 8989
Omega Ratio Rank
VCAIX Calmar Ratio Rank: 6565
Calmar Ratio Rank
VCAIX Martin Ratio Rank: 5959
Martin Ratio Rank

DFSMX
DFSMX Risk / Return Rank: 9999
Overall Rank
DFSMX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
DFSMX Sortino Ratio Rank: 9999
Sortino Ratio Rank
DFSMX Omega Ratio Rank: 9999
Omega Ratio Rank
DFSMX Calmar Ratio Rank: 9898
Calmar Ratio Rank
DFSMX 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.

VCAIX vs. DFSMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard California Intermediate-Term Tax-Exempt Fund Investor Shares (VCAIX) and DFA Short Term Municipal Bond Portfolio (DFSMX). 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.


VCAIXDFSMXDifference

Sharpe ratio

Return per unit of total volatility

1.37

3.68

-2.31

Sortino ratio

Return per unit of downside risk

1.85

6.50

-4.65

Omega ratio

Gain probability vs. loss probability

1.39

3.20

-1.81

Calmar ratio

Return relative to maximum drawdown

1.46

4.59

-3.13

Martin ratio

Return relative to average drawdown

5.58

21.83

-16.25

VCAIX vs. DFSMX - Sharpe Ratio Comparison

The current VCAIX Sharpe Ratio is 1.37, which is lower than the DFSMX Sharpe Ratio of 3.68. The chart below compares the historical Sharpe Ratios of VCAIX and DFSMX, 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


VCAIXDFSMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.37

3.68

-2.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

2.11

-1.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

1.60

-0.96

Sharpe Ratio (All Time)

Calculated using the full available price history

1.30

1.78

-0.48

Correlation

The correlation between VCAIX and DFSMX is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

VCAIX vs. DFSMX - Dividend Comparison

VCAIX's dividend yield for the trailing twelve months is around 3.09%, more than DFSMX's 2.43% yield.


TTM20252024202320222021202020192018201720162015
VCAIX
Vanguard California Intermediate-Term Tax-Exempt Fund Investor Shares
3.09%3.75%3.27%2.49%2.28%1.71%2.19%2.64%2.63%2.56%2.65%2.78%
DFSMX
DFA Short Term Municipal Bond Portfolio
2.43%2.08%2.80%1.94%0.63%0.19%0.83%1.22%1.11%0.95%0.94%0.95%

Drawdowns

VCAIX vs. DFSMX - Drawdown Comparison

The maximum VCAIX drawdown since its inception was -11.22%, which is greater than DFSMX's maximum drawdown of -2.66%. Use the drawdown chart below to compare losses from any high point for VCAIX and DFSMX.


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Drawdown Indicators


VCAIXDFSMXDifference

Max Drawdown

Largest peak-to-trough decline

-11.22%

-2.66%

-8.56%

Max Drawdown (1Y)

Largest decline over 1 year

-3.78%

-0.39%

-3.39%

Max Drawdown (5Y)

Largest decline over 5 years

-11.22%

-1.67%

-9.55%

Max Drawdown (10Y)

Largest decline over 10 years

-11.22%

-1.69%

-9.53%

Current Drawdown

Current decline from peak

-2.81%

-0.06%

-2.75%

Average Drawdown

Average peak-to-trough decline

-1.36%

-0.24%

-1.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.99%

0.10%

+0.89%

Volatility

VCAIX vs. DFSMX - Volatility Comparison

Vanguard California Intermediate-Term Tax-Exempt Fund Investor Shares (VCAIX) has a higher volatility of 0.94% compared to DFA Short Term Municipal Bond Portfolio (DFSMX) at 0.11%. This indicates that VCAIX's price experiences larger fluctuations and is considered to be riskier than DFSMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VCAIXDFSMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.94%

0.11%

+0.83%

Volatility (6M)

Calculated over the trailing 6-month period

1.52%

0.37%

+1.15%

Volatility (1Y)

Calculated over the trailing 1-year period

3.91%

0.68%

+3.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.21%

0.78%

+2.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.41%

0.77%

+2.64%