VT vs. DFCF
VT (Vanguard Total World Stock ETF) and DFCF (Dimensional Core Fixed Income ETF) are both exchange-traded funds - VT is a Global Equities fund tracking the FTSE Global All Cap Index, while DFCF is a Intermediate Core Bond fund actively managed by Dimensional. VT is passively managed, while DFCF is actively managed. Over the past 3 years, VT returned 19.82%/yr vs 4.72%/yr for DFCF. At a 0.27 correlation, their price movements are largely independent. VT charges 0.06%/yr vs 0.17%/yr for DFCF.
Performance
VT vs. DFCF - Performance Comparison
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Returns By Period
In the year-to-date period, VT achieves a 9.77% return, which is significantly higher than DFCF's -0.06% return.
VT
- 1D
- 0.52%
- 1M
- -0.45%
- YTD
- 9.77%
- 6M
- 10.59%
- 1Y
- 25.47%
- 3Y*
- 19.82%
- 5Y*
- 10.54%
- 10Y*
- 12.61%
DFCF
- 1D
- -0.07%
- 1M
- -0.75%
- YTD
- -0.06%
- 6M
- 0.27%
- 1Y
- 5.55%
- 3Y*
- 4.72%
- 5Y*
- —
- 10Y*
- —
VT vs. DFCF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
VT Vanguard Total World Stock ETF | 9.77% | 22.43% | 16.49% | 22.02% | -18.00% | -0.76% |
DFCF Dimensional Core Fixed Income ETF | -0.06% | 7.89% | 1.86% | 6.94% | -14.48% | 0.23% |
Correlation
The correlation between VT and DFCF is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Nov 17, 2021 | 0.27 |
The correlation between VT and DFCF shifts across timeframes, from 0.27 (all time) to 0.43 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
VT vs. DFCF — Risk / Return Rank
VT
DFCF
VT vs. DFCF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total World Stock ETF (VT) and Dimensional Core Fixed Income ETF (DFCF). 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.
| VT | DFCF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.54 | ||
| Sortino ratioReturn per unit of downside risk | +0.60 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.25 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.64 | 2.00 | +0.65 |
| Martin ratioReturn relative to average drawdown | 11.68 | 5.98 | +5.70 |
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
| VT | DFCF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.96 | 1.42 | +0.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.02 | +0.41 |
Drawdowns
VT vs. DFCF - Drawdown Comparison
The maximum VT drawdown since its inception was -50.27%, which is greater than DFCF's maximum drawdown of -19.56%. Use the drawdown chart below to compare losses from any high point for VT and DFCF.
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Drawdown Indicators
| VT | DFCF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.27% | -19.56% | -30.71% |
Max Drawdown (1Y)Largest decline over 1 year | -9.67% | -2.79% | -6.88% |
Max Drawdown (3Y)Largest decline over 3 years | -16.51% | -5.05% | -11.46% |
Max Drawdown (5Y)Largest decline over 5 years | -26.38% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -34.24% | — | — |
Current DrawdownCurrent decline from peak | -3.06% | -1.88% | -1.18% |
Average DrawdownAverage peak-to-trough decline | -7.02% | -8.02% | +1.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.19% | 0.93% | +1.26% |
Volatility
VT vs. DFCF - Volatility Comparison
Vanguard Total World Stock ETF (VT) has a higher volatility of 4.55% compared to Dimensional Core Fixed Income ETF (DFCF) at 1.34%. This indicates that VT's price experiences larger fluctuations and is considered to be riskier than DFCF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VT | DFCF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.55% | 1.34% | +3.21% |
Volatility (6M)Calculated over the trailing 6-month period | 10.67% | 2.94% | +7.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.10% | 3.94% | +9.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.10% | 6.46% | +9.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.26% | 6.46% | +10.80% |
VT vs. DFCF - Expense Ratio Comparison
VT has a 0.06% expense ratio, which is lower than DFCF's 0.17% 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
VT vs. DFCF - Dividend Comparison
VT's dividend yield for the trailing twelve months is around 1.63%, less than DFCF's 4.33% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFCF Dimensional Core Fixed Income ETF | 4.33% | 4.48% | 4.61% | 4.51% | 3.27% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VT Vanguard Total World Stock ETF | 1.63% | 1.82% | 1.95% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% |
Frequently Asked Questions
VT and DFCF have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VT has higher volatility (4.55%) compared to DFCF (1.34%). In terms of maximum drawdown, VT dropped -50.27% vs DFCF's -19.56%.
On 3-year performance, VT leads with 19.82% vs 4.72% for DFCF. On fees, VT is cheaper at 0.06% per year. On volatility, DFCF has been the lower-risk option at 1.34%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, VT has performed better with a 19.82% return vs 4.72%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VT is cheaper with a 0.06% expense ratio, compared with 0.17% for DFCF.
DFCF has the higher dividend yield at 4.33%, compared with 1.63% for VT.
VT is categorized as Global Equities, while DFCF is Intermediate Core Bond. They also come from different issuers: Vanguard and Dimensional. Their fees differ too: 0.06% for VT and 0.17% for DFCF.
VT currently has the higher Sharpe Ratio (1.96 vs 1.42), 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.
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