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VSCSX vs. DFTEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VSCSX vs. DFTEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Short-Term Corporate Bond Index Fund Admiral Shares (VSCSX) and DFA Intermediate-Term Extended Quality Portfolio Fund (DFTEX). The values are adjusted to include any dividend payments, if applicable.

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VSCSX vs. DFTEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VSCSX
Vanguard Short-Term Corporate Bond Index Fund Admiral Shares
-0.08%6.75%5.36%6.11%-5.72%-0.43%5.06%6.85%0.88%2.46%
DFTEX
DFA Intermediate-Term Extended Quality Portfolio Fund
-0.88%7.70%2.89%9.61%-16.28%-2.05%10.26%13.38%-2.10%5.20%

Returns By Period

In the year-to-date period, VSCSX achieves a -0.08% return, which is significantly higher than DFTEX's -0.88% return. Over the past 10 years, VSCSX has outperformed DFTEX with an annualized return of 2.73%, while DFTEX has yielded a comparatively lower 2.40% annualized return.


VSCSX

1D
0.23%
1M
-1.04%
YTD
-0.08%
6M
1.17%
1Y
4.67%
3Y*
5.44%
5Y*
2.41%
10Y*
2.73%

DFTEX

1D
0.57%
1M
-2.66%
YTD
-0.88%
6M
-0.04%
1Y
4.71%
3Y*
5.08%
5Y*
0.81%
10Y*
2.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VSCSX vs. DFTEX - Expense Ratio Comparison

VSCSX has a 0.07% expense ratio, which is lower than DFTEX's 0.20% 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

VSCSX vs. DFTEX — Risk / Return Rank

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

VSCSX
VSCSX Risk / Return Rank: 9696
Overall Rank
VSCSX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
VSCSX Sortino Ratio Rank: 9696
Sortino Ratio Rank
VSCSX Omega Ratio Rank: 9595
Omega Ratio Rank
VSCSX Calmar Ratio Rank: 9696
Calmar Ratio Rank
VSCSX Martin Ratio Rank: 9696
Martin Ratio Rank

DFTEX
DFTEX Risk / Return Rank: 5555
Overall Rank
DFTEX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
DFTEX Sortino Ratio Rank: 5757
Sortino Ratio Rank
DFTEX Omega Ratio Rank: 4545
Omega Ratio Rank
DFTEX Calmar Ratio Rank: 6464
Calmar Ratio Rank
DFTEX Martin Ratio Rank: 5050
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.

VSCSX vs. DFTEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Short-Term Corporate Bond Index Fund Admiral Shares (VSCSX) and DFA Intermediate-Term Extended Quality Portfolio Fund (DFTEX). 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.


VSCSXDFTEXDifference

Sharpe ratio

Return per unit of total volatility

2.41

1.05

+1.36

Sortino ratio

Return per unit of downside risk

3.58

1.50

+2.09

Omega ratio

Gain probability vs. loss probability

1.50

1.19

+0.31

Calmar ratio

Return relative to maximum drawdown

3.63

1.46

+2.17

Martin ratio

Return relative to average drawdown

14.67

4.93

+9.74

VSCSX vs. DFTEX - Sharpe Ratio Comparison

The current VSCSX Sharpe Ratio is 2.41, which is higher than the DFTEX Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of VSCSX and DFTEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VSCSXDFTEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.41

1.05

+1.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.90

0.12

+0.77

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.16

0.41

+0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

1.35

0.46

+0.89

Correlation

The correlation between VSCSX and DFTEX is 0.85, 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

VSCSX vs. DFTEX - Dividend Comparison

VSCSX's dividend yield for the trailing twelve months is around 4.02%, less than DFTEX's 4.76% yield.


TTM20252024202320222021202020192018201720162015
VSCSX
Vanguard Short-Term Corporate Bond Index Fund Admiral Shares
4.02%4.32%4.27%3.07%1.98%1.78%2.25%2.85%2.66%2.26%1.93%2.21%
DFTEX
DFA Intermediate-Term Extended Quality Portfolio Fund
4.76%4.30%4.27%3.79%3.25%4.12%3.31%3.06%3.24%2.91%2.88%3.90%

Drawdowns

VSCSX vs. DFTEX - Drawdown Comparison

The maximum VSCSX drawdown since its inception was -9.36%, smaller than the maximum DFTEX drawdown of -22.83%. Use the drawdown chart below to compare losses from any high point for VSCSX and DFTEX.


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Drawdown Indicators


VSCSXDFTEXDifference

Max Drawdown

Largest peak-to-trough decline

-9.36%

-22.83%

+13.47%

Max Drawdown (1Y)

Largest decline over 1 year

-1.36%

-3.30%

+1.94%

Max Drawdown (5Y)

Largest decline over 5 years

-9.36%

-22.83%

+13.47%

Max Drawdown (10Y)

Largest decline over 10 years

-9.36%

-22.83%

+13.47%

Current Drawdown

Current decline from peak

-1.04%

-2.66%

+1.62%

Average Drawdown

Average peak-to-trough decline

-0.98%

-4.49%

+3.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.34%

0.98%

-0.64%

Volatility

VSCSX vs. DFTEX - Volatility Comparison

The current volatility for Vanguard Short-Term Corporate Bond Index Fund Admiral Shares (VSCSX) is 0.81%, while DFA Intermediate-Term Extended Quality Portfolio Fund (DFTEX) has a volatility of 1.87%. This indicates that VSCSX experiences smaller price fluctuations and is considered to be less risky than DFTEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VSCSXDFTEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.81%

1.87%

-1.06%

Volatility (6M)

Calculated over the trailing 6-month period

1.19%

2.76%

-1.57%

Volatility (1Y)

Calculated over the trailing 1-year period

1.98%

4.69%

-2.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.70%

6.70%

-4.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.36%

5.88%

-3.52%