VTIBX vs. DFSHX
Compare and contrast key facts about Vanguard Total International Bond Index Fund (VTIBX) and DFA Selectively Hedged Global Fixed Income Portfolio (DFSHX).
VTIBX is managed by Vanguard. It was launched on May 30, 2013. DFSHX is managed by Dimensional. It was launched on Jan 8, 2008.
Performance
VTIBX vs. DFSHX - Performance Comparison
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VTIBX vs. DFSHX - 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% |
DFSHX DFA Selectively Hedged Global Fixed Income Portfolio | 0.00% | 4.84% | 5.66% | 5.55% | -6.24% | -0.82% | 2.33% | 4.82% | 1.83% | 2.61% |
Returns By Period
Over the past 10 years, VTIBX has underperformed DFSHX with an annualized return of 1.64%, while DFSHX has yielded a comparatively higher 2.01% 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%
DFSHX
- 1D
- 0.11%
- 1M
- -1.18%
- YTD
- 0.00%
- 6M
- 0.89%
- 1Y
- 3.60%
- 3Y*
- 4.80%
- 5Y*
- 1.75%
- 10Y*
- 2.01%
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VTIBX vs. DFSHX - Expense Ratio Comparison
VTIBX has a 0.13% 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%.
Return for Risk
VTIBX vs. DFSHX — Risk / Return Rank
VTIBX
DFSHX
VTIBX vs. DFSHX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Bond Index Fund (VTIBX) 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.
| VTIBX | DFSHX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.77 | 3.11 | -2.35 |
Sortino ratioReturn per unit of downside risk | 1.06 | 4.62 | -3.56 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.98 | -0.84 |
Calmar ratioReturn relative to maximum drawdown | 0.87 | 2.89 | -2.02 |
Martin ratioReturn relative to average drawdown | 3.71 | 14.69 | -10.98 |
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 | DFSHX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | 3.11 | -2.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.03 | 0.53 | -0.50 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.76 | -0.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.46 | +0.22 |
Correlation
The correlation between VTIBX and DFSHX is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
VTIBX vs. DFSHX - Dividend Comparison
VTIBX's dividend yield for the trailing twelve months is around 4.20%, less than DFSHX's 4.26% 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% |
DFSHX DFA Selectively Hedged Global Fixed Income Portfolio | 4.26% | 4.26% | 4.50% | 3.90% | 0.04% | 1.77% | 0.03% | 2.52% | 3.23% | 1.75% | 1.63% | 1.11% |
Drawdowns
VTIBX vs. DFSHX - Drawdown Comparison
The maximum VTIBX drawdown since its inception was -16.15%, which is greater than DFSHX's maximum drawdown of -9.58%. Use the drawdown chart below to compare losses from any high point for VTIBX and DFSHX.
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Drawdown Indicators
| VTIBX | DFSHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.15% | -9.58% | -6.57% |
Max Drawdown (1Y)Largest decline over 1 year | -2.95% | -1.28% | -1.67% |
Max Drawdown (5Y)Largest decline over 5 years | -15.81% | -9.58% | -6.23% |
Max Drawdown (10Y)Largest decline over 10 years | -16.15% | -9.58% | -6.57% |
Current DrawdownCurrent decline from peak | -2.65% | -1.18% | -1.47% |
Average DrawdownAverage peak-to-trough decline | -3.09% | -2.32% | -0.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.70% | 0.25% | +0.45% |
Volatility
VTIBX vs. DFSHX - Volatility Comparison
Vanguard Total International Bond Index Fund (VTIBX) has a higher volatility of 1.40% compared to DFA Selectively Hedged Global Fixed Income Portfolio (DFSHX) at 0.67%. This indicates that VTIBX'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
| VTIBX | DFSHX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.40% | 0.67% | +0.73% |
Volatility (6M)Calculated over the trailing 6-month period | 2.08% | 0.94% | +1.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.11% | 1.17% | +1.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.42% | 3.34% | +1.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.62% | 2.66% | +0.96% |