VTIBX vs. DFGBX
Compare and contrast key facts about Vanguard Total International Bond Index Fund (VTIBX) and DFA Five Year Global Fixed Income Portfolio (DFGBX).
VTIBX is managed by Vanguard. It was launched on May 30, 2013. DFGBX is managed by Dimensional. It was launched on Nov 5, 1990.
Performance
VTIBX vs. DFGBX - Performance Comparison
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VTIBX vs. DFGBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VTIBX Vanguard Total International Bond Index Fund | -0.82% | 2.98% | 3.84% | 8.86% | -12.97% | -2.27% | 4.56% | 7.76% | 3.00% | 2.31% |
DFGBX DFA Five Year Global Fixed Income Portfolio | 0.15% | 3.13% | 5.37% | 5.00% | -6.63% | -1.03% | 1.52% | 4.04% | 1.68% | 0.88% |
Returns By Period
In the year-to-date period, VTIBX achieves a -0.82% return, which is significantly lower than DFGBX's 0.15% return. Over the past 10 years, VTIBX has outperformed DFGBX with an annualized return of 1.64%, while DFGBX has yielded a comparatively lower 1.22% annualized return.
VTIBX
- 1D
- 0.31%
- 1M
- -2.65%
- YTD
- -0.82%
- 6M
- -0.26%
- 1Y
- 2.36%
- 3Y*
- 3.66%
- 5Y*
- 0.11%
- 10Y*
- 1.64%
DFGBX
- 1D
- 0.25%
- 1M
- -1.13%
- YTD
- 0.15%
- 6M
- 1.02%
- 1Y
- 2.16%
- 3Y*
- 4.06%
- 5Y*
- 1.09%
- 10Y*
- 1.22%
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VTIBX vs. DFGBX - Expense Ratio Comparison
VTIBX has a 0.13% expense ratio, which is lower than DFGBX's 0.23% 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
VTIBX vs. DFGBX — Risk / Return Rank
VTIBX
DFGBX
VTIBX vs. DFGBX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Bond Index Fund (VTIBX) and DFA Five Year Global Fixed Income Portfolio (DFGBX). 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.
| VTIBX | DFGBX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.77 | 1.33 | -0.57 |
Sortino ratioReturn per unit of downside risk | 1.06 | 1.56 | -0.50 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.47 | -0.33 |
Calmar ratioReturn relative to maximum drawdown | 0.87 | 1.64 | -0.77 |
Martin ratioReturn relative to average drawdown | 3.71 | 5.29 | -1.58 |
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
| VTIBX | DFGBX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | 1.33 | -0.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.03 | 0.51 | -0.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.63 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.74 | -0.06 |
Correlation
The correlation between VTIBX and DFGBX is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
VTIBX vs. DFGBX - Dividend Comparison
VTIBX's dividend yield for the trailing twelve months is around 4.20%, more than DFGBX's 3.47% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTIBX Vanguard Total International Bond Index Fund | 4.20% | 4.33% | 4.31% | 4.37% | 1.41% | 3.68% | 1.06% | 3.36% | 2.98% | 2.21% | 1.76% | 1.61% |
DFGBX DFA Five Year Global Fixed Income Portfolio | 3.47% | 2.91% | 4.69% | 3.61% | 1.63% | 0.73% | 0.03% | 2.30% | 4.74% | 0.89% | 1.16% | 1.72% |
Drawdowns
VTIBX vs. DFGBX - Drawdown Comparison
The maximum VTIBX drawdown since its inception was -16.15%, which is greater than DFGBX's maximum drawdown of -9.63%. Use the drawdown chart below to compare losses from any high point for VTIBX and DFGBX.
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Drawdown Indicators
| VTIBX | DFGBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.15% | -9.63% | -6.52% |
Max Drawdown (1Y)Largest decline over 1 year | -2.95% | -1.38% | -1.57% |
Max Drawdown (5Y)Largest decline over 5 years | -15.81% | -9.63% | -6.18% |
Max Drawdown (10Y)Largest decline over 10 years | -16.15% | -9.63% | -6.52% |
Current DrawdownCurrent decline from peak | -2.65% | -1.13% | -1.52% |
Average DrawdownAverage peak-to-trough decline | -3.09% | -0.94% | -2.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.70% | 0.43% | +0.27% |
Volatility
VTIBX vs. DFGBX - Volatility Comparison
Vanguard Total International Bond Index Fund (VTIBX) has a higher volatility of 1.40% compared to DFA Five Year Global Fixed Income Portfolio (DFGBX) at 0.76%. This indicates that VTIBX's price experiences larger fluctuations and is considered to be riskier than DFGBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VTIBX | DFGBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.40% | 0.76% | +0.64% |
Volatility (6M)Calculated over the trailing 6-month period | 2.08% | 0.97% | +1.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.11% | 1.64% | +1.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.42% | 2.16% | +2.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.62% | 1.93% | +1.69% |