VEXRX vs. DFFVX
Compare and contrast key facts about Vanguard Explorer Fund Admiral Shares (VEXRX) and DFA U.S. Targeted Value Portfolio (DFFVX).
VEXRX is managed by Vanguard. It was launched on Nov 12, 2001. DFFVX is managed by Dimensional Fund Advisors LP. It was launched on Feb 23, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VEXRX or DFFVX.
Performance
VEXRX vs. DFFVX - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with VEXRX having a 13.02% return and DFFVX slightly higher at 13.61%. Over the past 10 years, VEXRX has underperformed DFFVX with an annualized return of 2.11%, while DFFVX has yielded a comparatively higher 9.64% annualized return.
VEXRX
13.02%
0.46%
6.66%
26.45%
3.94%
2.11%
DFFVX
13.61%
2.93%
8.97%
27.23%
14.44%
9.64%
Key characteristics
| VEXRX | DFFVX | |
|---|---|---|
| Sharpe Ratio | 1.67 | 1.45 |
| Sortino Ratio | 2.37 | 2.17 |
| Omega Ratio | 1.29 | 1.26 |
| Calmar Ratio | 0.76 | 2.93 |
| Martin Ratio | 9.50 | 7.76 |
| Ulcer Index | 2.91% | 3.73% |
| Daily Std Dev | 16.49% | 20.03% |
| Max Drawdown | -61.00% | -64.21% |
| Current Drawdown | -19.30% | -3.16% |
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VEXRX vs. DFFVX - Expense Ratio Comparison
Both VEXRX and DFFVX have an expense ratio of 0.29%.
Correlation
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.
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.
Dividends
VEXRX vs. DFFVX - Dividend Comparison
VEXRX's dividend yield for the trailing twelve months is around 0.55%, less than DFFVX's 1.36% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VEXRX Vanguard Explorer Fund Admiral Shares | 0.55% | 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 | 1.36% | 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.
Volatility
VEXRX vs. DFFVX - Volatility Comparison
The current volatility for Vanguard Explorer Fund Admiral Shares (VEXRX) is 5.71%, while DFA U.S. Targeted Value Portfolio (DFFVX) has a volatility of 8.05%. 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.