VTABX vs. DFSHX
VTABX (Vanguard Total International Bond Index Fund Admiral Shares) and DFSHX (DFA Selectively Hedged Global Fixed Income Portfolio) are both Global Bonds funds. Over the past 10 years, VTABX returned 1.57%/yr vs 1.98%/yr for DFSHX. Their 0.40 correlation means their historical movements had little consistent relationship. VTABX charges 0.10%/yr vs 0.16%/yr for DFSHX.
Performance
VTABX vs. DFSHX - Performance Comparison
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Returns By Period
In the year-to-date period, VTABX achieves a 0.05% return, which is significantly lower than DFSHX's 1.62% return. Over the past 10 years, VTABX has underperformed DFSHX with an annualized return of 1.57%, while DFSHX has yielded a comparatively higher 1.98% annualized return.
VTABX
- 1D
- -0.21%
- 1M
- -0.98%
- 6M
- -0.28%
- YTD
- 0.05%
- 1Y
- 1.11%
- 3Y*
- 4.06%
- 5Y*
- -0.05%
- 10Y*
- 1.57%
- ALL TIME*
- 2.40%
DFSHX
- 1D
- 0.00%
- 1M
- 0.11%
- 6M
- 0.97%
- YTD
- 1.62%
- 1Y
- 3.39%
- 3Y*
- 4.91%
- 5Y*
- 1.91%
- 10Y*
- 1.98%
- ALL TIME*
- 1.46%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
VTABX vs. DFSHX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VTABX Vanguard Total International Bond Index Fund Admiral Shares | 0.05% | 2.96% | 3.92% | 8.77% | -12.92% | -2.22% | 4.54% | 8.83% | 2.97% | 2.39% |
DFSHX DFA Selectively Hedged Global Fixed Income Portfolio | 1.62% | 4.84% | 5.66% | 5.55% | -6.24% | -0.82% | 2.33% | 4.82% | 1.83% | 2.61% |
Correlation
The correlation between VTABX and DFSHX is 0.67, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.67 |
Correlation (3Y) Balances recent behavior with more history. | 0.40 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.55 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.50 |
Correlation (All Time) Calculated using the full available price history since Jun 4, 2013 | 0.40 |
Over the past year, VTABX and DFSHX have become more correlated (0.67) than their long-term average of 0.40, meaning their price movements have been converging.
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Return for Risk
VTABX vs. DFSHX — Risk / Return Rank
VTABX
DFSHX
VTABX vs. DFSHX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Bond Index Fund Admiral Shares (VTABX) and DFA Selectively Hedged Global Fixed Income Portfolio (DFSHX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VTABX | DFSHX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.70 | ||
| Sortino ratioReturn per unit of downside risk | -2.60 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.51 | -0.44 |
| Calmar ratioReturn relative to maximum drawdown | 0.40 | 2.66 | -2.26 |
| Martin ratioReturn relative to average drawdown | 1.01 | 10.31 | -9.30 |
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Drawdowns
VTABX vs. DFSHX - Drawdown Comparison
The maximum VTABX drawdown since its inception was -16.16%, which is greater than DFSHX's maximum drawdown of -9.58%. Use the drawdown chart below to compare losses from any high point for VTABX and DFSHX.
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Drawdown Indicators
| VTABX | DFSHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.16% | -9.58% | -6.58% |
Max Drawdown (1Y)Largest decline over 1 year | -2.90% | -1.28% | -1.62% |
Max Drawdown (3Y)Largest decline over 3 years | -2.90% | -4.18% | +1.28% |
Max Drawdown (5Y)Largest decline over 5 years | -15.81% | -9.49% | -6.32% |
Max Drawdown (10Y)Largest decline over 10 years | -16.16% | -9.58% | -6.58% |
Current DrawdownCurrent decline from peak | -1.80% | -0.11% | -1.69% |
Average DrawdownAverage peak-to-trough decline | -3.02% | -2.27% | -0.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.15% | 0.33% | +0.82% |
Volatility
VTABX vs. DFSHX - Volatility Comparison
Vanguard Total International Bond Index Fund Admiral Shares (VTABX) has a higher volatility of 0.88% compared to DFA Selectively Hedged Global Fixed Income Portfolio (DFSHX) at 0.58%. This indicates that VTABX's price experiences larger fluctuations and is considered to be riskier than DFSHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VTABX | DFSHX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.88% | 0.58% | +0.30% |
Volatility (6M)Calculated over the trailing 6-month period | 2.70% | 1.49% | +1.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.12% | 1.65% | +1.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.46% | 3.38% | +1.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.61% | 2.64% | +0.97% |
VTABX vs. DFSHX - Expense Ratio Comparison
VTABX has a 0.10% expense ratio, which is lower than DFSHX's 0.16% 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
VTABX vs. DFSHX - Dividend Comparison
VTABX's dividend yield for the trailing twelve months is around 4.28%, more than DFSHX's 4.19% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFSHX DFA Selectively Hedged Global Fixed Income Portfolio | 4.19% | 4.26% | 4.50% | 3.90% | 0.04% | 1.77% | 0.03% | 2.52% | 3.23% | 1.75% | 1.63% | 1.11% |
VTABX Vanguard Total International Bond Index Fund Admiral Shares | 4.28% | 4.36% | 4.33% | 4.39% | 1.48% | 3.70% | 1.08% | 4.28% | 3.00% | 2.23% | 1.80% | 1.64% |
Frequently Asked Questions
VTABX and DFSHX have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VTABX has higher volatility (0.88%) compared to DFSHX (0.58%). In terms of maximum drawdown, VTABX dropped -16.16% vs DFSHX's -9.58%.
DFSHX currently has the higher Sharpe Ratio (2.08 vs 0.37), 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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