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 Fund Advisors LP. It was launched on Mar 12, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VRTTX or DFSIX.
Performance
VRTTX vs. DFSIX - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with VRTTX having a 26.31% return and DFSIX slightly higher at 26.69%. Both investments have delivered pretty close results over the past 10 years, with VRTTX having a 12.71% annualized return and DFSIX not far ahead at 13.05%.
VRTTX
26.31%
4.08%
14.09%
33.64%
15.20%
12.71%
DFSIX
26.69%
4.61%
14.53%
35.36%
16.04%
13.05%
Key characteristics
| VRTTX | DFSIX | |
|---|---|---|
| Sharpe Ratio | 2.67 | 2.67 |
| Sortino Ratio | 3.57 | 3.61 |
| Omega Ratio | 1.49 | 1.49 |
| Calmar Ratio | 3.93 | 4.30 |
| Martin Ratio | 17.15 | 17.09 |
| Ulcer Index | 1.96% | 2.07% |
| Daily Std Dev | 12.61% | 13.23% |
| Max Drawdown | -34.96% | -53.65% |
| Current Drawdown | -0.27% | -0.42% |
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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%.
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.
Risk-Adjusted Performance
VRTTX vs. DFSIX - Risk-Adjusted Performance 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.
Dividends
VRTTX vs. DFSIX - Dividend Comparison
VRTTX's dividend yield for the trailing twelve months is around 1.20%, more than DFSIX's 1.02% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VRTTX Vanguard Russell 3000 Index Fund Institutional Shares | 1.20% | 1.49% | 1.54% | 1.18% | 1.38% | 1.66% | 1.96% | 1.69% | 1.89% | 1.91% | 1.73% | 1.62% |
DFSIX DFA U.S. Sustainability Core 1 Portfolio | 1.02% | 1.21% | 1.35% | 0.95% | 1.19% | 1.18% | 1.34% | 1.43% | 1.49% | 1.55% | 1.36% | 1.23% |
Drawdowns
VRTTX vs. DFSIX - Drawdown Comparison
The maximum VRTTX drawdown since its inception was -34.96%, smaller than the maximum DFSIX drawdown of -53.65%. Use the drawdown chart below to compare losses from any high point for VRTTX and DFSIX. For additional features, visit the drawdowns tool.
Volatility
VRTTX vs. DFSIX - Volatility Comparison
The current volatility for Vanguard Russell 3000 Index Fund Institutional Shares (VRTTX) is 4.18%, while DFA U.S. Sustainability Core 1 Portfolio (DFSIX) has a volatility of 4.56%. This indicates that VRTTX experiences smaller price fluctuations and is considered to be less risky than DFSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.