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VINIX vs. DFIEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VINIX vs. DFIEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Institutional Index Fund Institutional Shares (VINIX) and DFA International Core Equity Portfolio I (DFIEX). The values are adjusted to include any dividend payments, if applicable.

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VINIX vs. DFIEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VINIX
Vanguard Institutional Index Fund Institutional Shares
-4.35%17.85%26.28%25.77%-18.15%28.67%18.40%31.46%-4.42%21.79%
DFIEX
DFA International Core Equity Portfolio I
2.80%36.18%3.99%17.50%-13.51%13.85%7.73%21.70%-17.41%28.04%

Returns By Period

In the year-to-date period, VINIX achieves a -4.35% return, which is significantly lower than DFIEX's 2.80% return. Over the past 10 years, VINIX has outperformed DFIEX with an annualized return of 14.13%, while DFIEX has yielded a comparatively lower 9.64% annualized return.


VINIX

1D
2.92%
1M
-5.03%
YTD
-4.35%
6M
-2.15%
1Y
17.32%
3Y*
18.69%
5Y*
11.91%
10Y*
14.13%

DFIEX

1D
3.02%
1M
-6.42%
YTD
2.80%
6M
8.00%
1Y
30.46%
3Y*
16.74%
5Y*
9.40%
10Y*
9.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VINIX vs. DFIEX - Expense Ratio Comparison

VINIX has a 0.04% expense ratio, which is lower than DFIEX's 0.24% 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

VINIX vs. DFIEX — Risk / Return Rank

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

VINIX
VINIX Risk / Return Rank: 5959
Overall Rank
VINIX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
VINIX Sortino Ratio Rank: 5353
Sortino Ratio Rank
VINIX Omega Ratio Rank: 5656
Omega Ratio Rank
VINIX Calmar Ratio Rank: 6464
Calmar Ratio Rank
VINIX Martin Ratio Rank: 7676
Martin Ratio Rank

DFIEX
DFIEX Risk / Return Rank: 9090
Overall Rank
DFIEX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
DFIEX Sortino Ratio Rank: 9090
Sortino Ratio Rank
DFIEX Omega Ratio Rank: 8989
Omega Ratio Rank
DFIEX Calmar Ratio Rank: 9090
Calmar Ratio Rank
DFIEX Martin Ratio Rank: 9090
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.

VINIX vs. DFIEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Institutional Index Fund Institutional Shares (VINIX) and DFA International Core Equity Portfolio I (DFIEX). 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.


VINIXDFIEXDifference

Sharpe ratio

Return per unit of total volatility

0.97

1.95

-0.98

Sortino ratio

Return per unit of downside risk

1.49

2.55

-1.05

Omega ratio

Gain probability vs. loss probability

1.23

1.39

-0.16

Calmar ratio

Return relative to maximum drawdown

1.52

2.57

-1.05

Martin ratio

Return relative to average drawdown

7.30

10.07

-2.77

VINIX vs. DFIEX - Sharpe Ratio Comparison

The current VINIX Sharpe Ratio is 0.97, which is lower than the DFIEX Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of VINIX and DFIEX, 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


VINIXDFIEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

1.95

-0.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.60

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

0.59

+0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.35

+0.24

Correlation

The correlation between VINIX and DFIEX is 0.79, 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

VINIX vs. DFIEX - Dividend Comparison

VINIX's dividend yield for the trailing twelve months is around 2.80%, less than DFIEX's 3.14% yield.


TTM20252024202320222021202020192018201720162015
VINIX
Vanguard Institutional Index Fund Institutional Shares
2.80%2.10%3.64%2.65%3.38%4.77%3.06%2.85%2.43%1.82%2.36%2.45%
DFIEX
DFA International Core Equity Portfolio I
3.14%3.22%3.42%3.36%2.88%2.98%1.77%2.90%2.95%2.49%2.76%4.20%

Drawdowns

VINIX vs. DFIEX - Drawdown Comparison

The maximum VINIX drawdown since its inception was -55.19%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for VINIX and DFIEX.


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Drawdown Indicators


VINIXDFIEXDifference

Max Drawdown

Largest peak-to-trough decline

-55.19%

-62.22%

+7.03%

Max Drawdown (1Y)

Largest decline over 1 year

-12.12%

-11.01%

-1.11%

Max Drawdown (5Y)

Largest decline over 5 years

-24.51%

-28.66%

+4.15%

Max Drawdown (10Y)

Largest decline over 10 years

-33.79%

-41.04%

+7.25%

Current Drawdown

Current decline from peak

-6.24%

-7.75%

+1.51%

Average Drawdown

Average peak-to-trough decline

-8.56%

-12.26%

+3.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.52%

2.81%

-0.29%

Volatility

VINIX vs. DFIEX - Volatility Comparison

The current volatility for Vanguard Institutional Index Fund Institutional Shares (VINIX) is 5.35%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 7.09%. This indicates that VINIX experiences smaller price fluctuations and is considered to be less risky than DFIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VINIXDFIEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.35%

7.09%

-1.74%

Volatility (6M)

Calculated over the trailing 6-month period

9.53%

10.45%

-0.92%

Volatility (1Y)

Calculated over the trailing 1-year period

18.32%

15.90%

+2.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.90%

15.65%

+1.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.04%

16.35%

+1.69%