VSTSX vs. DFREX
Compare and contrast key facts about Vanguard Total Stock Market Index Fund Institutional Select Shares (VSTSX) and DFA Real Estate Securities Portfolio Class I (DFREX).
VSTSX is managed by Vanguard. It was launched on Jun 27, 2016. DFREX is managed by Dimensional. It was launched on Jan 5, 1993.
Performance
VSTSX vs. DFREX - Performance Comparison
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VSTSX vs. DFREX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VSTSX Vanguard Total Stock Market Index Fund Institutional Select Shares | -6.74% | 17.16% | 23.27% | 26.54% | -19.49% | 25.75% | 21.02% | 30.81% | -5.15% | 20.21% |
DFREX DFA Real Estate Securities Portfolio Class I | 1.79% | 1.52% | 5.52% | 11.20% | -24.93% | 41.88% | -5.03% | 28.12% | -3.01% | 3.86% |
Returns By Period
In the year-to-date period, VSTSX achieves a -6.74% return, which is significantly lower than DFREX's 1.79% return.
VSTSX
- 1D
- -0.46%
- 1M
- -7.71%
- YTD
- -6.74%
- 6M
- -4.45%
- 1Y
- 14.80%
- 3Y*
- 16.73%
- 5Y*
- 10.15%
- 10Y*
- —
DFREX
- 1D
- 0.37%
- 1M
- -7.68%
- YTD
- 1.79%
- 6M
- -0.53%
- 1Y
- 0.96%
- 3Y*
- 6.01%
- 5Y*
- 3.57%
- 10Y*
- 4.83%
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VSTSX vs. DFREX - Expense Ratio Comparison
VSTSX has a 0.01% expense ratio, which is lower than DFREX'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
VSTSX vs. DFREX — Risk / Return Rank
VSTSX
DFREX
VSTSX vs. DFREX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Stock Market Index Fund Institutional Select Shares (VSTSX) and DFA Real Estate Securities Portfolio Class I (DFREX). 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.
| VSTSX | DFREX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 0.12 | +0.71 |
Sortino ratioReturn per unit of downside risk | 1.30 | 0.28 | +1.02 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.04 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 1.05 | 0.14 | +0.91 |
Martin ratioReturn relative to average drawdown | 5.10 | 0.54 | +4.56 |
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
| VSTSX | DFREX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 0.12 | +0.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.19 | +0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.24 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.70 | 0.36 | +0.33 |
Correlation
The correlation between VSTSX and DFREX is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
VSTSX vs. DFREX - Dividend Comparison
VSTSX's dividend yield for the trailing twelve months is around 1.23%, less than DFREX's 2.84% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSTSX Vanguard Total Stock Market Index Fund Institutional Select Shares | 1.23% | 1.13% | 1.27% | 1.43% | 1.67% | 1.23% | 1.44% | 1.79% | 2.07% | 1.74% | 0.00% | 0.00% |
DFREX DFA Real Estate Securities Portfolio Class I | 2.84% | 2.84% | 2.97% | 3.59% | 6.24% | 2.56% | 3.36% | 2.23% | 4.88% | 1.89% | 2.83% | 2.86% |
Drawdowns
VSTSX vs. DFREX - Drawdown Comparison
The maximum VSTSX drawdown since its inception was -34.97%, smaller than the maximum DFREX drawdown of -74.36%. Use the drawdown chart below to compare losses from any high point for VSTSX and DFREX.
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Drawdown Indicators
| VSTSX | DFREX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.97% | -74.36% | +39.39% |
Max Drawdown (1Y)Largest decline over 1 year | -12.41% | -12.22% | -0.19% |
Max Drawdown (5Y)Largest decline over 5 years | -25.35% | -33.11% | +7.76% |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.49% | — |
Current DrawdownCurrent decline from peak | -8.92% | -8.98% | +0.06% |
Average DrawdownAverage peak-to-trough decline | -4.97% | -11.39% | +6.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.56% | 3.11% | -0.55% |
Volatility
VSTSX vs. DFREX - Volatility Comparison
Vanguard Total Stock Market Index Fund Institutional Select Shares (VSTSX) has a higher volatility of 4.40% compared to DFA Real Estate Securities Portfolio Class I (DFREX) at 4.12%. This indicates that VSTSX's price experiences larger fluctuations and is considered to be riskier than DFREX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VSTSX | DFREX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.40% | 4.12% | +0.28% |
Volatility (6M)Calculated over the trailing 6-month period | 9.33% | 9.12% | +0.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.42% | 16.10% | +2.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.33% | 18.68% | -1.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.84% | 20.30% | -1.46% |