VNSYX vs. DFIEX
Compare and contrast key facts about Natixis Vaughan Nelson Select Fund (VNSYX) and DFA International Core Equity Portfolio I (DFIEX).
VNSYX is managed by Natixis. It was launched on Jun 29, 2012. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
VNSYX vs. DFIEX - Performance Comparison
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VNSYX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VNSYX Natixis Vaughan Nelson Select Fund | -5.26% | 13.11% | 10.69% | 22.23% | -16.65% | 39.78% | 18.57% | 27.85% | -4.74% | 23.83% |
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, VNSYX achieves a -5.26% return, which is significantly lower than DFIEX's 2.80% return. Over the past 10 years, VNSYX has outperformed DFIEX with an annualized return of 12.45%, while DFIEX has yielded a comparatively lower 9.64% annualized return.
VNSYX
- 1D
- 3.40%
- 1M
- -5.80%
- YTD
- -5.26%
- 6M
- -5.37%
- 1Y
- 13.22%
- 3Y*
- 9.89%
- 5Y*
- 8.85%
- 10Y*
- 12.45%
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%
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VNSYX vs. DFIEX - Expense Ratio Comparison
VNSYX has a 0.85% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
VNSYX vs. DFIEX — Risk / Return Rank
VNSYX
DFIEX
VNSYX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Natixis Vaughan Nelson Select Fund (VNSYX) 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.
| VNSYX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 1.95 | -1.15 |
Sortino ratioReturn per unit of downside risk | 1.30 | 2.55 | -1.24 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.39 | -0.21 |
Calmar ratioReturn relative to maximum drawdown | 0.02 | 2.57 | -2.56 |
Martin ratioReturn relative to average drawdown | 0.06 | 10.07 | -10.02 |
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
| VNSYX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 1.95 | -1.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.60 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | 0.59 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.35 | +0.44 |
Correlation
The correlation between VNSYX and DFIEX is 0.72, 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
VNSYX vs. DFIEX - Dividend Comparison
VNSYX's dividend yield for the trailing twelve months is around 9.85%, more than DFIEX's 3.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VNSYX Natixis Vaughan Nelson Select Fund | 9.85% | 9.33% | 0.00% | 0.14% | 1.18% | 36.73% | 7.14% | 8.46% | 10.64% | 8.55% | 1.89% | 2.26% |
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
VNSYX vs. DFIEX - Drawdown Comparison
The maximum VNSYX drawdown since its inception was -33.15%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for VNSYX and DFIEX.
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Drawdown Indicators
| VNSYX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.15% | -62.22% | +29.07% |
Max Drawdown (1Y)Largest decline over 1 year | -11.85% | -11.01% | -0.84% |
Max Drawdown (5Y)Largest decline over 5 years | -23.91% | -28.66% | +4.75% |
Max Drawdown (10Y)Largest decline over 10 years | -33.15% | -41.04% | +7.89% |
Current DrawdownCurrent decline from peak | -8.86% | -7.75% | -1.11% |
Average DrawdownAverage peak-to-trough decline | -4.19% | -12.26% | +8.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.80% | 2.81% | +3.99% |
Volatility
VNSYX vs. DFIEX - Volatility Comparison
The current volatility for Natixis Vaughan Nelson Select Fund (VNSYX) is 5.62%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 7.09%. This indicates that VNSYX 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
| VNSYX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.62% | 7.09% | -1.47% |
Volatility (6M)Calculated over the trailing 6-month period | 11.01% | 10.45% | +0.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.14% | 15.90% | +5.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.74% | 15.65% | +2.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.06% | 16.35% | +1.71% |