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VEXRX vs. DFFVX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


VEXRXDFFVX
YTD Return16.15%15.26%
1Y Return30.15%29.48%
3Y Return (Ann)-5.91%8.35%
5Y Return (Ann)4.49%14.41%
10Y Return (Ann)2.43%9.83%
Sharpe Ratio2.121.73
Sortino Ratio2.992.57
Omega Ratio1.371.31
Calmar Ratio0.973.62
Martin Ratio12.439.61
Ulcer Index2.87%3.72%
Daily Std Dev16.89%20.61%
Max Drawdown-61.00%-64.21%
Current Drawdown-17.06%-1.76%

Correlation

-0.50.00.51.00.9

The correlation between VEXRX and DFFVX is 0.92, 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.

Performance

VEXRX vs. DFFVX - Performance Comparison

In the year-to-date period, VEXRX achieves a 16.15% return, which is significantly higher than DFFVX's 15.26% return. Over the past 10 years, VEXRX has underperformed DFFVX with an annualized return of 2.43%, while DFFVX has yielded a comparatively higher 9.83% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
9.30%
9.92%
VEXRX
DFFVX

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VEXRX vs. DFFVX - Expense Ratio Comparison

Both VEXRX and DFFVX have an expense ratio of 0.29%.


VEXRX
Vanguard Explorer Fund Admiral Shares
Expense ratio chart for VEXRX: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%
Expense ratio chart for DFFVX: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%

Risk-Adjusted Performance

VEXRX vs. DFFVX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Explorer Fund Admiral Shares (VEXRX) and DFA U.S. Targeted Value Portfolio (DFFVX). 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.


VEXRX
Sharpe ratio
The chart of Sharpe ratio for VEXRX, currently valued at 2.12, compared to the broader market0.002.004.002.12
Sortino ratio
The chart of Sortino ratio for VEXRX, currently valued at 2.99, compared to the broader market0.005.0010.002.99
Omega ratio
The chart of Omega ratio for VEXRX, currently valued at 1.37, compared to the broader market1.002.003.004.001.37
Calmar ratio
The chart of Calmar ratio for VEXRX, currently valued at 0.97, compared to the broader market0.005.0010.0015.0020.0025.000.97
Martin ratio
The chart of Martin ratio for VEXRX, currently valued at 12.43, compared to the broader market0.0020.0040.0060.0080.00100.0012.43
DFFVX
Sharpe ratio
The chart of Sharpe ratio for DFFVX, currently valued at 1.73, compared to the broader market0.002.004.001.73
Sortino ratio
The chart of Sortino ratio for DFFVX, currently valued at 2.57, compared to the broader market0.005.0010.002.57
Omega ratio
The chart of Omega ratio for DFFVX, currently valued at 1.31, compared to the broader market1.002.003.004.001.31
Calmar ratio
The chart of Calmar ratio for DFFVX, currently valued at 3.62, compared to the broader market0.005.0010.0015.0020.0025.003.62
Martin ratio
The chart of Martin ratio for DFFVX, currently valued at 9.61, compared to the broader market0.0020.0040.0060.0080.00100.009.61

VEXRX vs. DFFVX - Sharpe Ratio Comparison

The current VEXRX Sharpe Ratio is 2.12, which is comparable to the DFFVX Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of VEXRX and DFFVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
2.12
1.73
VEXRX
DFFVX

Dividends

VEXRX vs. DFFVX - Dividend Comparison

VEXRX's dividend yield for the trailing twelve months is around 0.53%, less than DFFVX's 1.34% yield.


TTM20232022202120202019201820172016201520142013
VEXRX
Vanguard Explorer Fund Admiral Shares
0.53%0.62%0.51%0.36%0.23%0.39%0.51%0.50%0.50%0.51%0.37%0.22%
DFFVX
DFA U.S. Targeted Value Portfolio
1.34%1.44%1.38%1.41%1.52%1.35%1.24%1.20%1.00%1.36%0.97%0.64%

Drawdowns

VEXRX vs. DFFVX - Drawdown Comparison

The maximum VEXRX drawdown since its inception was -61.00%, roughly equal to the maximum DFFVX drawdown of -64.21%. Use the drawdown chart below to compare losses from any high point for VEXRX and DFFVX. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-17.06%
-1.76%
VEXRX
DFFVX

Volatility

VEXRX vs. DFFVX - Volatility Comparison

The current volatility for Vanguard Explorer Fund Admiral Shares (VEXRX) is 5.26%, while DFA U.S. Targeted Value Portfolio (DFFVX) has a volatility of 8.07%. This indicates that VEXRX experiences smaller price fluctuations and is considered to be less risky than DFFVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JuneJulyAugustSeptemberOctoberNovember
5.26%
8.07%
VEXRX
DFFVX