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VTI vs. DFUS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VTI vs. DFUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total Stock Market ETF (VTI) and Dimensional U.S. Equity ETF (DFUS). The values are adjusted to include any dividend payments, if applicable.

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VTI vs. DFUS - Yearly Performance Comparison


2026 (YTD)20252024202320222021
VTI
Vanguard Total Stock Market ETF
-4.01%17.10%23.81%26.05%-19.52%10.14%
DFUS
Dimensional U.S. Equity ETF
-4.17%17.46%24.34%26.36%-18.34%11.90%

Returns By Period

The year-to-date returns for both stocks are quite close, with VTI having a -4.01% return and DFUS slightly lower at -4.17%.


VTI

1D
2.93%
1M
-5.00%
YTD
-4.01%
6M
-1.66%
1Y
18.11%
3Y*
17.84%
5Y*
10.46%
10Y*
13.60%

DFUS

1D
2.93%
1M
-4.98%
YTD
-4.17%
6M
-1.67%
1Y
18.39%
3Y*
18.19%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VTI vs. DFUS - Expense Ratio Comparison

VTI has a 0.03% expense ratio, which is lower than DFUS's 0.11% 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

VTI vs. DFUS — Risk / Return Rank

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

VTI
VTI Risk / Return Rank: 6565
Overall Rank
VTI Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
VTI Sortino Ratio Rank: 6262
Sortino Ratio Rank
VTI Omega Ratio Rank: 6565
Omega Ratio Rank
VTI Calmar Ratio Rank: 6565
Calmar Ratio Rank
VTI Martin Ratio Rank: 7575
Martin Ratio Rank

DFUS
DFUS Risk / Return Rank: 6666
Overall Rank
DFUS Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
DFUS Sortino Ratio Rank: 6363
Sortino Ratio Rank
DFUS Omega Ratio Rank: 6666
Omega Ratio Rank
DFUS Calmar Ratio Rank: 6565
Calmar Ratio Rank
DFUS Martin Ratio Rank: 7575
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.

VTI vs. DFUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Stock Market ETF (VTI) and Dimensional U.S. Equity ETF (DFUS). 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.


VTIDFUSDifference

Sharpe ratio

Return per unit of total volatility

0.96

1.00

-0.04

Sortino ratio

Return per unit of downside risk

1.48

1.52

-0.03

Omega ratio

Gain probability vs. loss probability

1.23

1.23

0.00

Calmar ratio

Return relative to maximum drawdown

1.52

1.54

-0.02

Martin ratio

Return relative to average drawdown

7.26

7.30

-0.05

VTI vs. DFUS - Sharpe Ratio Comparison

The current VTI Sharpe Ratio is 0.96, which is comparable to the DFUS Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of VTI and DFUS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VTIDFUSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

1.00

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.61

-0.13

Correlation

The correlation between VTI and DFUS is 1.00, 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

VTI vs. DFUS - Dividend Comparison

VTI's dividend yield for the trailing twelve months is around 1.17%, more than DFUS's 0.97% yield.


TTM20252024202320222021202020192018201720162015
VTI
Vanguard Total Stock Market ETF
1.17%1.12%1.27%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%
DFUS
Dimensional U.S. Equity ETF
0.97%0.88%1.04%1.33%1.48%0.85%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VTI vs. DFUS - Drawdown Comparison

The maximum VTI drawdown since its inception was -55.45%, which is greater than DFUS's maximum drawdown of -24.62%. Use the drawdown chart below to compare losses from any high point for VTI and DFUS.


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Drawdown Indicators


VTIDFUSDifference

Max Drawdown

Largest peak-to-trough decline

-55.45%

-24.62%

-30.83%

Max Drawdown (1Y)

Largest decline over 1 year

-12.30%

-12.31%

+0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-25.36%

Max Drawdown (10Y)

Largest decline over 10 years

-35.00%

Current Drawdown

Current decline from peak

-6.25%

-6.29%

+0.04%

Average Drawdown

Average peak-to-trough decline

-8.08%

-6.00%

-2.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.58%

2.60%

-0.02%

Volatility

VTI vs. DFUS - Volatility Comparison

Vanguard Total Stock Market ETF (VTI) and Dimensional U.S. Equity ETF (DFUS) have volatilities of 5.45% and 5.45%, 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


VTIDFUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.45%

5.45%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

9.73%

9.77%

-0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

19.01%

18.53%

+0.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.42%

17.38%

+0.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.29%

17.38%

+0.91%