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VSCPX vs. DFIHX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VSCPX vs. DFIHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Small-Cap Index Fund Institutional Plus Shares (VSCPX) and DFA One Year Fixed Income Portfolio (DFIHX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VSCPX achieves a 14.17% return, which is significantly higher than DFIHX's 1.52% return. Over the past 10 years, VSCPX has outperformed DFIHX with an annualized return of 11.31%, while DFIHX has yielded a comparatively lower 1.98% annualized return.


VSCPX

1D
-0.68%
1M
2.34%
YTD
14.17%
6M
13.55%
1Y
28.92%
3Y*
17.06%
5Y*
7.13%
10Y*
11.31%

DFIHX

1D
0.00%
1M
0.30%
YTD
1.52%
6M
1.83%
1Y
3.65%
3Y*
4.46%
5Y*
2.76%
10Y*
1.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VSCPX vs. DFIHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VSCPX
Vanguard Small-Cap Index Fund Institutional Plus Shares
14.17%8.86%12.98%19.52%-17.59%17.75%19.09%27.40%-9.31%16.27%
DFIHX
DFA One Year Fixed Income Portfolio
1.52%3.41%5.41%4.98%-1.19%-0.19%0.62%2.44%1.87%0.94%

Correlation

The correlation between VSCPX and DFIHX is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.09

Correlation (3Y)
Calculated over the trailing 3-year period

0.03

Correlation (5Y)
Calculated over the trailing 5-year period

0.04

Correlation (10Y)
Calculated over the trailing 10-year period

-0.01

Correlation (All Time)
Calculated using the full available price history since Dec 14, 2010

-0.02

The correlation between VSCPX and DFIHX shifts across timeframes, from -0.02 (all time) to 0.09 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

VSCPX vs. DFIHX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VSCPX
VSCPX Risk / Return Rank: 4848
Overall Rank
VSCPX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
VSCPX Sortino Ratio Rank: 3737
Sortino Ratio Rank
VSCPX Omega Ratio Rank: 3434
Omega Ratio Rank
VSCPX Calmar Ratio Rank: 7070
Calmar Ratio Rank
VSCPX Martin Ratio Rank: 6060
Martin Ratio Rank

DFIHX
DFIHX Risk / Return Rank: 9999
Overall Rank
DFIHX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
DFIHX Sortino Ratio Rank: 9999
Sortino Ratio Rank
DFIHX Omega Ratio Rank: 100100
Omega Ratio Rank
DFIHX Calmar Ratio Rank: 9898
Calmar Ratio Rank
DFIHX Martin Ratio Rank: 9999
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VSCPX vs. DFIHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Small-Cap Index Fund Institutional Plus Shares (VSCPX) and DFA One Year Fixed Income Portfolio (DFIHX). 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.


VSCPXDFIHXDifference
Sharpe ratioReturn per unit of total volatility

-3.39

Sortino ratioReturn per unit of downside risk

-6.39

Omega ratioGain probability vs. loss probability

1.31

7.53

-6.22

Calmar ratioReturn relative to maximum drawdown

3.23

9.49

-6.27

Martin ratioReturn relative to average drawdown

11.91

57.84

-45.93

VSCPX vs. DFIHX - Sharpe Ratio Comparison

The current VSCPX Sharpe Ratio is 1.78, which is lower than the DFIHX Sharpe Ratio of 5.17. The chart below compares the historical Sharpe Ratios of VSCPX and DFIHX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VSCPXDFIHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.78

5.17

-3.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

2.78

-2.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

2.50

-1.97

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

1.52

-0.98

Drawdowns

VSCPX vs. DFIHX - Drawdown Comparison

The maximum VSCPX drawdown since its inception was -41.81%, which is greater than DFIHX's maximum drawdown of -2.53%. Use the drawdown chart below to compare losses from any high point for VSCPX and DFIHX.


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Drawdown Indicators


VSCPXDFIHXDifference

Max Drawdown

Largest peak-to-trough decline

-41.81%

-2.53%

-39.28%

Max Drawdown (1Y)

Largest decline over 1 year

-8.97%

-0.39%

-8.58%

Max Drawdown (3Y)

Largest decline over 3 years

-25.25%

-0.49%

-24.76%

Max Drawdown (5Y)

Largest decline over 5 years

-28.13%

-2.26%

-25.87%

Max Drawdown (10Y)

Largest decline over 10 years

-41.81%

-2.26%

-39.55%

Current Drawdown

Current decline from peak

-0.68%

0.00%

-0.68%

Average Drawdown

Average peak-to-trough decline

-6.49%

-0.15%

-6.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.42%

0.06%

+2.36%

Volatility

VSCPX vs. DFIHX - Volatility Comparison

Vanguard Small-Cap Index Fund Institutional Plus Shares (VSCPX) has a higher volatility of 4.44% compared to DFA One Year Fixed Income Portfolio (DFIHX) at 0.16%. This indicates that VSCPX's price experiences larger fluctuations and is considered to be riskier than DFIHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VSCPXDFIHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.44%

0.16%

+4.28%

Volatility (6M)

Calculated over the trailing 6-month period

11.72%

0.43%

+11.29%

Volatility (1Y)

Calculated over the trailing 1-year period

16.29%

0.71%

+15.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.71%

1.00%

+19.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.57%

0.80%

+20.77%

VSCPX vs. DFIHX - Expense Ratio Comparison

VSCPX has a 0.03% expense ratio, which is lower than DFIHX's 0.13% 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%.


Dividends

VSCPX vs. DFIHX - Dividend Comparison

VSCPX's dividend yield for the trailing twelve months is around 1.21%, less than DFIHX's 3.58% yield.


PositionTTM20252024202320222021202020192018201720162015
DFIHX
DFA One Year Fixed Income Portfolio
3.58%3.26%4.99%3.37%1.07%0.00%0.62%2.12%1.85%1.13%0.66%0.51%
VSCPX
Vanguard Small-Cap Index Fund Institutional Plus Shares
1.21%1.35%1.32%1.56%1.56%1.26%1.16%1.41%1.69%1.37%1.52%1.51%

Frequently Asked Questions


VSCPX and DFIHX have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VSCPX has higher volatility (4.44%) compared to DFIHX (0.16%). In terms of maximum drawdown, VSCPX dropped -41.81% vs DFIHX's -2.53%.

DFIHX currently has the higher Sharpe Ratio (5.17 vs 1.78), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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