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.
Key characteristics
| VRTTX | DFSIX | |
|---|---|---|
| YTD Return | 17.84% | 17.36% |
| 1Y Return | 27.41% | 28.07% |
| 3Y Return (Ann) | 8.41% | 8.78% |
| 5Y Return (Ann) | 14.45% | 15.23% |
| 10Y Return (Ann) | 12.28% | 12.42% |
| Sharpe Ratio | 1.97 | 2.03 |
| Daily Std Dev | 13.13% | 13.71% |
| Max Drawdown | -34.96% | -53.65% |
| Current Drawdown | -0.46% | -0.80% |
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.
Performance
VRTTX vs. DFSIX - Performance Comparison
The year-to-date returns for both stocks are quite close, with VRTTX having a 17.84% return and DFSIX slightly lower at 17.36%. Both investments have delivered pretty close results over the past 10 years, with VRTTX having a 12.28% annualized return and DFSIX not far ahead at 12.42%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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%.
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 1.25%, more than DFSIX's 1.08% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VRTTX Vanguard Russell 3000 Index Fund Institutional Shares | 1.25% | 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 | 1.08% | 1.21% | 1.35% | 2.13% | 1.19% | 2.02% | 2.31% | 2.39% | 2.32% | 2.62% | 2.70% | 1.96% |
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
Vanguard Russell 3000 Index Fund Institutional Shares (VRTTX) and DFA U.S. Sustainability Core 1 Portfolio (DFSIX) have volatilities of 4.19% and 4.34%, 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.