VTHRX vs. DGSIX
Compare and contrast key facts about Vanguard Target Retirement 2030 Fund (VTHRX) and DFA Global Allocation 60/40 Portfolio (DGSIX).
VTHRX is managed by Vanguard. It was launched on Jun 7, 2006. DGSIX is managed by Dimensional. It was launched on Dec 23, 2003.
Performance
VTHRX vs. DGSIX - Performance Comparison
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VTHRX vs. DGSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VTHRX Vanguard Target Retirement 2030 Fund | -2.79% | 16.25% | 10.43% | 16.24% | -16.28% | 11.37% | 14.11% | 21.08% | -5.85% | 15.24% |
DGSIX DFA Global Allocation 60/40 Portfolio | -1.70% | 14.06% | 11.31% | 14.59% | -12.10% | 14.24% | 11.58% | 18.17% | -6.41% | 13.11% |
Returns By Period
In the year-to-date period, VTHRX achieves a -2.79% return, which is significantly lower than DGSIX's -1.70% return. Both investments have delivered pretty close results over the past 10 years, with VTHRX having a 8.00% annualized return and DGSIX not far behind at 7.83%.
VTHRX
- 1D
- -0.05%
- 1M
- -6.35%
- YTD
- -2.79%
- 6M
- -0.54%
- 1Y
- 12.77%
- 3Y*
- 11.14%
- 5Y*
- 5.70%
- 10Y*
- 8.00%
DGSIX
- 1D
- -0.15%
- 1M
- -5.57%
- YTD
- -1.70%
- 6M
- 0.40%
- 1Y
- 12.68%
- 3Y*
- 11.12%
- 5Y*
- 6.47%
- 10Y*
- 7.83%
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VTHRX vs. DGSIX - Expense Ratio Comparison
VTHRX has a 0.08% expense ratio, which is lower than DGSIX's 0.24% 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
VTHRX vs. DGSIX — Risk / Return Rank
VTHRX
DGSIX
VTHRX vs. DGSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Target Retirement 2030 Fund (VTHRX) and DFA Global Allocation 60/40 Portfolio (DGSIX). 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.
| VTHRX | DGSIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.28 | 1.31 | -0.03 |
Sortino ratioReturn per unit of downside risk | 1.84 | 1.88 | -0.05 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.28 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.64 | 1.57 | +0.07 |
Martin ratioReturn relative to average drawdown | 7.24 | 7.25 | -0.01 |
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
| VTHRX | DGSIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.28 | 1.31 | -0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.64 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | 0.76 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.59 | -0.12 |
Correlation
The correlation between VTHRX and DGSIX is 0.97, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
VTHRX vs. DGSIX - Dividend Comparison
VTHRX's dividend yield for the trailing twelve months is around 4.15%, less than DGSIX's 8.77% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTHRX Vanguard Target Retirement 2030 Fund | 4.15% | 4.03% | 3.63% | 2.59% | 2.53% | 17.56% | 2.56% | 2.38% | 2.71% | 0.06% | 2.38% | 3.72% |
DGSIX DFA Global Allocation 60/40 Portfolio | 8.77% | 8.56% | 7.25% | 5.27% | 4.55% | 5.53% | 3.39% | 2.61% | 3.01% | 1.29% | 1.23% | 1.92% |
Drawdowns
VTHRX vs. DGSIX - Drawdown Comparison
The maximum VTHRX drawdown since its inception was -49.57%, which is greater than DGSIX's maximum drawdown of -41.64%. Use the drawdown chart below to compare losses from any high point for VTHRX and DGSIX.
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Drawdown Indicators
| VTHRX | DGSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.57% | -41.64% | -7.93% |
Max Drawdown (1Y)Largest decline over 1 year | -7.25% | -7.27% | +0.02% |
Max Drawdown (5Y)Largest decline over 5 years | -22.75% | -18.36% | -4.39% |
Max Drawdown (10Y)Largest decline over 10 years | -24.86% | -23.59% | -1.27% |
Current DrawdownCurrent decline from peak | -6.56% | -5.85% | -0.71% |
Average DrawdownAverage peak-to-trough decline | -6.23% | -4.46% | -1.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.65% | 1.61% | +0.04% |
Volatility
VTHRX vs. DGSIX - Volatility Comparison
Vanguard Target Retirement 2030 Fund (VTHRX) has a higher volatility of 3.50% compared to DFA Global Allocation 60/40 Portfolio (DGSIX) at 2.96%. This indicates that VTHRX's price experiences larger fluctuations and is considered to be riskier than DGSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VTHRX | DGSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.50% | 2.96% | +0.54% |
Volatility (6M)Calculated over the trailing 6-month period | 5.94% | 5.51% | +0.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.06% | 9.85% | +0.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.30% | 10.15% | +0.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.22% | 10.34% | +0.88% |