VFWAX vs. DFWIX
Compare and contrast key facts about Vanguard FTSE All-World ex-US Index Fund Admiral Shares (VFWAX) and DFA World ex U.S. Core Equity Portfolio (DFWIX).
VFWAX is managed by Vanguard. It was launched on Sep 27, 2011. DFWIX is managed by Dimensional. It was launched on Apr 9, 2013.
Performance
VFWAX vs. DFWIX - Performance Comparison
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VFWAX vs. DFWIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VFWAX Vanguard FTSE All-World ex-US Index Fund Admiral Shares | -1.04% | 32.32% | 5.43% | 15.55% | -15.51% | 8.08% | 11.34% | 21.53% | -13.97% | 27.20% |
DFWIX DFA World ex U.S. Core Equity Portfolio | 0.08% | 33.45% | 4.34% | 16.74% | -14.04% | 22.41% | 9.35% | 19.98% | -17.00% | 30.17% |
Returns By Period
In the year-to-date period, VFWAX achieves a -1.04% return, which is significantly lower than DFWIX's 0.08% return. Over the past 10 years, VFWAX has underperformed DFWIX with an annualized return of 8.63%, while DFWIX has yielded a comparatively higher 10.00% annualized return.
VFWAX
- 1D
- -0.15%
- 1M
- -11.06%
- YTD
- -1.04%
- 6M
- 3.59%
- 1Y
- 23.62%
- 3Y*
- 14.34%
- 5Y*
- 7.00%
- 10Y*
- 8.63%
DFWIX
- 1D
- -0.33%
- 1M
- -10.77%
- YTD
- 0.08%
- 6M
- 4.76%
- 1Y
- 27.12%
- 3Y*
- 15.13%
- 5Y*
- 10.04%
- 10Y*
- 10.00%
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VFWAX vs. DFWIX - Expense Ratio Comparison
VFWAX has a 0.11% expense ratio, which is lower than DFWIX's 0.31% expense ratio.
Return for Risk
VFWAX vs. DFWIX — Risk / Return Rank
VFWAX
DFWIX
VFWAX vs. DFWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World ex-US Index Fund Admiral Shares (VFWAX) and DFA World ex U.S. Core Equity Portfolio (DFWIX). 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.
| VFWAX | DFWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.45 | 1.81 | -0.36 |
Sortino ratioReturn per unit of downside risk | 1.95 | 2.36 | -0.41 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.36 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.88 | 2.00 | -0.12 |
Martin ratioReturn relative to average drawdown | 7.44 | 8.26 | -0.82 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VFWAX | DFWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.45 | 1.81 | -0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.68 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.65 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.49 | -0.03 |
Correlation
The correlation between VFWAX and DFWIX is 0.98, 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.
Dividends
VFWAX vs. DFWIX - Dividend Comparison
VFWAX's dividend yield for the trailing twelve months is around 2.98%, less than DFWIX's 3.21% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFWAX Vanguard FTSE All-World ex-US Index Fund Admiral Shares | 2.98% | 3.05% | 3.20% | 3.28% | 3.07% | 3.03% | 1.97% | 3.07% | 3.24% | 2.67% | 2.96% | 2.95% |
DFWIX DFA World ex U.S. Core Equity Portfolio | 3.21% | 3.00% | 3.32% | 3.36% | 3.11% | 10.71% | 1.81% | 2.36% | 3.50% | 2.36% | 2.59% | 2.31% |
Drawdowns
VFWAX vs. DFWIX - Drawdown Comparison
The maximum VFWAX drawdown since its inception was -34.93%, smaller than the maximum DFWIX drawdown of -41.80%. Use the drawdown chart below to compare losses from any high point for VFWAX and DFWIX.
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Drawdown Indicators
| VFWAX | DFWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.93% | -41.80% | +6.87% |
Max Drawdown (1Y)Largest decline over 1 year | -11.34% | -10.82% | -0.52% |
Max Drawdown (5Y)Largest decline over 5 years | -29.40% | -27.31% | -2.09% |
Max Drawdown (10Y)Largest decline over 10 years | -34.93% | -41.80% | +6.87% |
Current DrawdownCurrent decline from peak | -11.34% | -10.82% | -0.52% |
Average DrawdownAverage peak-to-trough decline | -7.25% | -8.23% | +0.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.86% | 2.87% | -0.01% |
Volatility
VFWAX vs. DFWIX - Volatility Comparison
Vanguard FTSE All-World ex-US Index Fund Admiral Shares (VFWAX) has a higher volatility of 6.93% compared to DFA World ex U.S. Core Equity Portfolio (DFWIX) at 6.21%. This indicates that VFWAX's price experiences larger fluctuations and is considered to be riskier than DFWIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VFWAX | DFWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.93% | 6.21% | +0.72% |
Volatility (6M)Calculated over the trailing 6-month period | 10.64% | 9.58% | +1.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.77% | 14.65% | +1.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.93% | 14.94% | -0.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.98% | 15.55% | +0.43% |