VRTTX vs. DFSIX
Compare and contrast key facts about Vanguard Russell 3000 Index Fund Institutional Shares (VRTTX) and DFA U.S. Sustainability Core 1 Portfolio (DFSIX).
VRTTX is managed by Vanguard. It was launched on Nov 1, 2010. DFSIX is managed by Dimensional. It was launched on Mar 12, 2008.
Performance
VRTTX vs. DFSIX - Performance Comparison
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VRTTX vs. DFSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VRTTX Vanguard Russell 3000 Index Fund Institutional Shares | -6.72% | 16.70% | 23.72% | 25.92% | -19.27% | 25.48% | 20.81% | 31.03% | -5.29% | 21.02% |
DFSIX DFA U.S. Sustainability Core 1 Portfolio | -8.15% | 15.92% | 23.19% | 25.70% | -17.85% | 27.38% | 21.25% | 32.52% | -6.72% | 20.80% |
Returns By Period
In the year-to-date period, VRTTX achieves a -6.72% return, which is significantly higher than DFSIX's -8.15% return. Both investments have delivered pretty close results over the past 10 years, with VRTTX having a 13.20% annualized return and DFSIX not far ahead at 13.25%.
VRTTX
- 1D
- -0.44%
- 1M
- -7.70%
- YTD
- -6.72%
- 6M
- -4.50%
- 1Y
- 14.62%
- 3Y*
- 16.53%
- 5Y*
- 10.07%
- 10Y*
- 13.20%
DFSIX
- 1D
- -0.40%
- 1M
- -8.45%
- YTD
- -8.15%
- 6M
- -5.85%
- 1Y
- 12.48%
- 3Y*
- 15.73%
- 5Y*
- 9.81%
- 10Y*
- 13.25%
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VRTTX vs. DFSIX - Expense Ratio Comparison
VRTTX has a 0.08% expense ratio, which is lower than DFSIX's 0.18% 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
VRTTX vs. DFSIX — Risk / Return Rank
VRTTX
DFSIX
VRTTX vs. DFSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 3000 Index Fund Institutional Shares (VRTTX) and DFA U.S. Sustainability Core 1 Portfolio (DFSIX). 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.
| VRTTX | DFSIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.83 | 0.71 | +0.12 |
Sortino ratioReturn per unit of downside risk | 1.29 | 1.13 | +0.15 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.16 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.04 | 0.68 | +0.36 |
Martin ratioReturn relative to average drawdown | 5.04 | 2.99 | +2.05 |
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
| VRTTX | DFSIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 0.71 | +0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.56 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | 0.73 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 0.54 | +0.23 |
Correlation
The correlation between VRTTX and DFSIX is 0.99, 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
VRTTX vs. DFSIX - Dividend Comparison
VRTTX's dividend yield for the trailing twelve months is around 1.19%, more than DFSIX's 0.97% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VRTTX Vanguard Russell 3000 Index Fund Institutional Shares | 1.19% | 0.82% | 1.20% | 1.49% | 1.54% | 1.12% | 1.38% | 1.72% | 1.96% | 1.69% | 1.89% | 1.91% |
DFSIX DFA U.S. Sustainability Core 1 Portfolio | 0.97% | 0.88% | 0.99% | 1.21% | 1.35% | 2.13% | 1.19% | 2.02% | 2.31% | 1.92% | 1.85% | 2.13% |
Drawdowns
VRTTX vs. DFSIX - Drawdown Comparison
The maximum VRTTX drawdown since its inception was -34.96%, smaller than the maximum DFSIX drawdown of -53.77%. Use the drawdown chart below to compare losses from any high point for VRTTX and DFSIX.
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Drawdown Indicators
| VRTTX | DFSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.96% | -53.77% | +18.81% |
Max Drawdown (1Y)Largest decline over 1 year | -12.38% | -12.65% | +0.27% |
Max Drawdown (5Y)Largest decline over 5 years | -25.13% | -25.16% | +0.03% |
Max Drawdown (10Y)Largest decline over 10 years | -34.96% | -35.68% | +0.72% |
Current DrawdownCurrent decline from peak | -8.87% | -10.36% | +1.49% |
Average DrawdownAverage peak-to-trough decline | -4.07% | -6.95% | +2.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.55% | 3.02% | -0.47% |
Volatility
VRTTX vs. DFSIX - Volatility Comparison
Vanguard Russell 3000 Index Fund Institutional Shares (VRTTX) and DFA U.S. Sustainability Core 1 Portfolio (DFSIX) have volatilities of 4.38% and 4.57%, 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.
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Volatility by Period
| VRTTX | DFSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.38% | 4.57% | -0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 9.30% | 9.33% | -0.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.38% | 18.82% | -0.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.33% | 17.52% | -0.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.38% | 18.24% | +0.14% |