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 Fund Advisors LP. It was launched on Jan 5, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VSTSX or DFREX.
Key characteristics
| VSTSX | DFREX | |
|---|---|---|
| YTD Return | 17.66% | 15.29% |
| 1Y Return | 25.82% | 26.41% |
| 3Y Return (Ann) | 8.24% | 2.19% |
| 5Y Return (Ann) | 14.40% | 5.89% |
| Sharpe Ratio | 2.05 | 1.57 |
| Daily Std Dev | 13.13% | 18.39% |
| Max Drawdown | -52.42% | -74.36% |
| Current Drawdown | -0.68% | -3.76% |
Correlation
The correlation between VSTSX and DFREX is 0.58, 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.
Performance
VSTSX vs. DFREX - Performance Comparison
In the year-to-date period, VSTSX achieves a 17.66% return, which is significantly higher than DFREX's 15.29% return. 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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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%.
Risk-Adjusted Performance
VSTSX vs. DFREX - Risk-Adjusted Performance 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.
Dividends
VSTSX vs. DFREX - Dividend Comparison
VSTSX's dividend yield for the trailing twelve months is around 1.32%, less than DFREX's 3.22% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSTSX Vanguard Total Stock Market Index Fund Institutional Select Shares | 1.32% | 1.44% | 1.67% | 1.23% | 1.44% | 1.79% | 2.07% | 1.74% | 1.11% | 0.00% | 0.00% | 0.00% |
DFREX DFA Real Estate Securities Portfolio Class I | 3.22% | 3.59% | 6.24% | 2.56% | 3.36% | 2.23% | 4.88% | 3.29% | 4.06% | 2.86% | 2.59% | 3.03% |
Drawdowns
VSTSX vs. DFREX - Drawdown Comparison
The maximum VSTSX drawdown since its inception was -52.42%, 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. For additional features, visit the drawdowns tool.
Volatility
VSTSX vs. DFREX - Volatility Comparison
Vanguard Total Stock Market Index Fund Institutional Select Shares (VSTSX) has a higher volatility of 4.47% compared to DFA Real Estate Securities Portfolio Class I (DFREX) at 2.82%. 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.