VPMAX vs. DFIEX
Compare and contrast key facts about Vanguard PRIMECAP Fund Admiral Shares (VPMAX) and DFA International Core Equity Portfolio I (DFIEX).
VPMAX is managed by Vanguard. It was launched on Nov 12, 2001. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
VPMAX vs. DFIEX - Performance Comparison
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VPMAX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VPMAX Vanguard PRIMECAP Fund Admiral Shares | -2.75% | 54.11% | 13.30% | 28.25% | -15.16% | 21.72% | 17.23% | 27.88% | -1.93% | 28.28% |
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, VPMAX achieves a -2.75% return, which is significantly lower than DFIEX's 2.80% return. Over the past 10 years, VPMAX has outperformed DFIEX with an annualized return of 16.91%, while DFIEX has yielded a comparatively lower 9.64% annualized return.
VPMAX
- 1D
- 3.30%
- 1M
- -6.80%
- YTD
- -2.75%
- 6M
- 24.32%
- 1Y
- 51.98%
- 3Y*
- 26.74%
- 5Y*
- 15.10%
- 10Y*
- 16.91%
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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VPMAX vs. DFIEX - Expense Ratio Comparison
VPMAX has a 0.31% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
VPMAX vs. DFIEX — Risk / Return Rank
VPMAX
DFIEX
VPMAX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard PRIMECAP Fund Admiral Shares (VPMAX) 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.
| VPMAX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.78 | 1.95 | -0.17 |
Sortino ratioReturn per unit of downside risk | 3.30 | 2.55 | +0.75 |
Omega ratioGain probability vs. loss probability | 1.48 | 1.39 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 3.76 | 2.57 | +1.19 |
Martin ratioReturn relative to average drawdown | 16.16 | 10.07 | +6.09 |
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
| VPMAX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.78 | 1.95 | -0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.75 | 0.60 | +0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.84 | 0.59 | +0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.35 | +0.27 |
Correlation
The correlation between VPMAX 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
VPMAX vs. DFIEX - Dividend Comparison
VPMAX's dividend yield for the trailing twelve months is around 32.75%, more than DFIEX's 3.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VPMAX Vanguard PRIMECAP Fund Admiral Shares | 32.75% | 31.85% | 6.71% | 7.24% | 9.94% | 10.18% | 9.82% | 7.23% | 8.43% | 4.52% | 5.13% | 5.99% |
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
VPMAX vs. DFIEX - Drawdown Comparison
The maximum VPMAX drawdown since its inception was -48.32%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for VPMAX and DFIEX.
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Drawdown Indicators
| VPMAX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.32% | -62.22% | +13.90% |
Max Drawdown (1Y)Largest decline over 1 year | -13.75% | -11.01% | -2.74% |
Max Drawdown (5Y)Largest decline over 5 years | -25.21% | -28.66% | +3.45% |
Max Drawdown (10Y)Largest decline over 10 years | -32.65% | -41.04% | +8.39% |
Current DrawdownCurrent decline from peak | -8.80% | -7.75% | -1.05% |
Average DrawdownAverage peak-to-trough decline | -6.61% | -12.26% | +5.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.20% | 2.81% | +0.39% |
Volatility
VPMAX vs. DFIEX - Volatility Comparison
The current volatility for Vanguard PRIMECAP Fund Admiral Shares (VPMAX) is 6.72%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 7.09%. This indicates that VPMAX 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
| VPMAX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.72% | 7.09% | -0.37% |
Volatility (6M)Calculated over the trailing 6-month period | 22.09% | 10.45% | +11.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.98% | 15.90% | +13.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.17% | 15.65% | +4.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.11% | 16.35% | +3.76% |