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VTCLX vs. DFEOX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VTCLX vs. DFEOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares (VTCLX) and DFA US Core Equity 1 Portfolio I (DFEOX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VTCLX achieves a 11.31% return, which is significantly lower than DFEOX's 12.32% return. Over the past 10 years, VTCLX has outperformed DFEOX with an annualized return of 15.47%, while DFEOX has yielded a comparatively lower 14.53% annualized return.


VTCLX

1D
0.22%
1M
5.61%
YTD
11.31%
6M
11.26%
1Y
28.29%
3Y*
22.21%
5Y*
13.46%
10Y*
15.47%

DFEOX

1D
0.47%
1M
4.95%
YTD
12.32%
6M
12.46%
1Y
28.75%
3Y*
21.37%
5Y*
12.84%
10Y*
14.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VTCLX vs. DFEOX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VTCLX
Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares
11.31%17.44%23.76%26.62%-19.07%26.87%21.08%31.47%-4.98%22.40%
DFEOX
DFA US Core Equity 1 Portfolio I
12.32%16.00%21.35%22.97%-14.99%27.51%16.44%30.20%-7.81%20.26%

Correlation

The correlation between VTCLX and DFEOX is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.95

Correlation (3Y)
Calculated over the trailing 3-year period

0.97

Correlation (5Y)
Calculated over the trailing 5-year period

0.98

Correlation (10Y)
Calculated over the trailing 10-year period

0.97

Correlation (All Time)
Calculated using the full available price history since Sep 19, 2005

0.98

The correlation between VTCLX and DFEOX has been stable across timeframes, ranging from 0.95 to 0.98 - a consistent structural relationship.

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Return for Risk

VTCLX vs. DFEOX — Risk / Return Rank

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

VTCLX
VTCLX Risk / Return Rank: 7070
Overall Rank
VTCLX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
VTCLX Sortino Ratio Rank: 6363
Sortino Ratio Rank
VTCLX Omega Ratio Rank: 6262
Omega Ratio Rank
VTCLX Calmar Ratio Rank: 7373
Calmar Ratio Rank
VTCLX Martin Ratio Rank: 8282
Martin Ratio Rank

DFEOX
DFEOX Risk / Return Rank: 7979
Overall Rank
DFEOX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
DFEOX Sortino Ratio Rank: 7878
Sortino Ratio Rank
DFEOX Omega Ratio Rank: 7171
Omega Ratio Rank
DFEOX Calmar Ratio Rank: 8080
Calmar Ratio Rank
DFEOX Martin Ratio Rank: 8686
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.

VTCLX vs. DFEOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares (VTCLX) and DFA US Core Equity 1 Portfolio I (DFEOX). 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.


VTCLXDFEOXDifference
Sharpe ratioReturn per unit of total volatility

-0.20

Sortino ratioReturn per unit of downside risk

-0.38

Omega ratioGain probability vs. loss probability

1.44

1.47

-0.03

Calmar ratioReturn relative to maximum drawdown

3.32

3.64

-0.32

Martin ratioReturn relative to average drawdown

15.43

16.50

-1.07

VTCLX vs. DFEOX - Sharpe Ratio Comparison

The current VTCLX Sharpe Ratio is 2.43, which is comparable to the DFEOX Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of VTCLX and DFEOX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VTCLXDFEOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.43

2.64

-0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

0.77

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

0.81

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.55

-0.02

Drawdowns

VTCLX vs. DFEOX - Drawdown Comparison

The maximum VTCLX drawdown since its inception was -55.18%, roughly equal to the maximum DFEOX drawdown of -56.77%. Use the drawdown chart below to compare losses from any high point for VTCLX and DFEOX.


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Drawdown Indicators


VTCLXDFEOXDifference

Max Drawdown

Largest peak-to-trough decline

-55.18%

-56.77%

+1.59%

Max Drawdown (1Y)

Largest decline over 1 year

-8.79%

-8.28%

-0.51%

Max Drawdown (3Y)

Largest decline over 3 years

-19.01%

-19.24%

+0.23%

Max Drawdown (5Y)

Largest decline over 5 years

-24.98%

-22.86%

-2.12%

Max Drawdown (10Y)

Largest decline over 10 years

-34.56%

-36.55%

+1.99%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-7.57%

-7.19%

-0.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.89%

1.82%

+0.07%

Volatility

VTCLX vs. DFEOX - Volatility Comparison

Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares (VTCLX) and DFA US Core Equity 1 Portfolio I (DFEOX) have volatilities of 2.86% and 2.88%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VTCLXDFEOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.86%

2.88%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

9.09%

8.77%

+0.32%

Volatility (1Y)

Calculated over the trailing 1-year period

12.01%

11.44%

+0.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.22%

16.88%

+0.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.28%

18.01%

+0.27%

VTCLX vs. DFEOX - Expense Ratio Comparison

VTCLX has a 0.09% expense ratio, which is lower than DFEOX's 0.14% 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

VTCLX vs. DFEOX - Dividend Comparison

VTCLX's dividend yield for the trailing twelve months is around 0.85%, less than DFEOX's 0.95% yield.


PositionTTM20252024202320222021202020192018201720162015
DFEOX
DFA US Core Equity 1 Portfolio I
0.95%1.06%1.13%1.43%4.08%3.69%1.36%3.02%2.37%1.61%1.61%2.98%
VTCLX
Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares
0.85%0.93%1.04%1.24%1.47%1.04%1.32%1.52%1.83%1.57%1.76%1.69%

Frequently Asked Questions


With a correlation of 0.95, VTCLX and DFEOX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

DFEOX has higher volatility (2.88%) compared to VTCLX (2.86%). In terms of maximum drawdown, VTCLX dropped -55.18% vs DFEOX's -56.77%.

DFEOX currently has the higher Sharpe Ratio (2.64 vs 2.43), 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.

Portfolio Optimizer

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