VFWSX vs. DFCEX
Compare and contrast key facts about Vanguard FTSE All-World ex-US Index Fund Institutional Shares (VFWSX) and DFA Emerging Markets Core Equity Fund (DFCEX).
VFWSX is managed by Vanguard. It was launched on Apr 30, 2007. DFCEX is managed by Dimensional Fund Advisors LP. It was launched on Apr 4, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VFWSX or DFCEX.
Key characteristics
| VFWSX | DFCEX | |
|---|---|---|
| YTD Return | 6.09% | 7.15% |
| 1Y Return | 13.51% | 12.74% |
| 3Y Return (Ann) | 0.60% | 0.62% |
| 5Y Return (Ann) | 5.31% | 5.67% |
| 10Y Return (Ann) | 4.83% | 4.49% |
| Sharpe Ratio | 1.08 | 0.98 |
| Sortino Ratio | 1.55 | 1.40 |
| Omega Ratio | 1.19 | 1.18 |
| Calmar Ratio | 1.12 | 0.86 |
| Martin Ratio | 5.59 | 4.58 |
| Ulcer Index | 2.34% | 2.67% |
| Daily Std Dev | 12.17% | 12.42% |
| Max Drawdown | -61.25% | -64.58% |
| Current Drawdown | -7.74% | -8.39% |
Correlation
The correlation between VFWSX and DFCEX is 0.88, 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
VFWSX vs. DFCEX - Performance Comparison
In the year-to-date period, VFWSX achieves a 6.09% return, which is significantly lower than DFCEX's 7.15% return. Over the past 10 years, VFWSX has outperformed DFCEX with an annualized return of 4.83%, while DFCEX has yielded a comparatively lower 4.49% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VFWSX vs. DFCEX - Expense Ratio Comparison
VFWSX has a 0.08% expense ratio, which is lower than DFCEX's 0.40% expense ratio.
Risk-Adjusted Performance
VFWSX vs. DFCEX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World ex-US Index Fund Institutional Shares (VFWSX) and DFA Emerging Markets Core Equity Fund (DFCEX). 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
VFWSX vs. DFCEX - Dividend Comparison
VFWSX's dividend yield for the trailing twelve months is around 3.00%, less than DFCEX's 3.27% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFWSX Vanguard FTSE All-World ex-US Index Fund Institutional Shares | 3.00% | 3.31% | 3.10% | 3.06% | 1.99% | 3.10% | 3.28% | 2.67% | 2.97% | 2.97% | 3.54% | 2.70% |
DFCEX DFA Emerging Markets Core Equity Fund | 3.27% | 3.53% | 3.77% | 2.59% | 1.70% | 2.42% | 2.33% | 1.92% | 1.99% | 2.28% | 2.04% | 2.03% |
Drawdowns
VFWSX vs. DFCEX - Drawdown Comparison
The maximum VFWSX drawdown since its inception was -61.25%, smaller than the maximum DFCEX drawdown of -64.58%. Use the drawdown chart below to compare losses from any high point for VFWSX and DFCEX. For additional features, visit the drawdowns tool.
Volatility
VFWSX vs. DFCEX - Volatility Comparison
Vanguard FTSE All-World ex-US Index Fund Institutional Shares (VFWSX) and DFA Emerging Markets Core Equity Fund (DFCEX) have volatilities of 3.66% and 3.57%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.