VTIIX vs. DFGFX
Compare and contrast key facts about Vanguard Total International Bond II Index Fund Investor Class (VTIIX) and DFA Two Year Global Fixed Income Portfolio (DFGFX).
VTIIX is a passively managed fund by Vanguard that tracks the performance of the Bloomberg Global Aggregate ex-USD Float Adjusted RIC Capped Index Hedged. It was launched on Feb 17, 2021. DFGFX is managed by Dimensional. It was launched on Feb 8, 1996.
Performance
VTIIX vs. DFGFX - Performance Comparison
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VTIIX vs. DFGFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
VTIIX Vanguard Total International Bond II Index Fund Investor Class | -0.72% | 2.95% | 3.82% | 8.72% | -13.03% | -0.52% |
DFGFX DFA Two Year Global Fixed Income Portfolio | 0.77% | 2.89% | 5.36% | 4.95% | -2.62% | -0.47% |
Returns By Period
In the year-to-date period, VTIIX achieves a -0.72% return, which is significantly lower than DFGFX's 0.77% return.
VTIIX
- 1D
- 0.35%
- 1M
- -2.60%
- YTD
- -0.72%
- 6M
- -0.24%
- 1Y
- 2.40%
- 3Y*
- 3.68%
- 5Y*
- 0.08%
- 10Y*
- —
DFGFX
- 1D
- 0.05%
- 1M
- 0.05%
- YTD
- 0.77%
- 6M
- 1.79%
- 1Y
- 2.53%
- 3Y*
- 4.23%
- 5Y*
- 2.13%
- 10Y*
- 1.75%
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VTIIX vs. DFGFX - Expense Ratio Comparison
VTIIX has a 0.11% expense ratio, which is lower than DFGFX'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
VTIIX vs. DFGFX — Risk / Return Rank
VTIIX
DFGFX
VTIIX vs. DFGFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Bond II Index Fund Investor Class (VTIIX) and DFA Two Year Global Fixed Income Portfolio (DFGFX). 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.
| VTIIX | DFGFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.75 | 1.71 | -0.95 |
Sortino ratioReturn per unit of downside risk | 1.06 | 1.85 | -0.80 |
Omega ratioGain probability vs. loss probability | 1.14 | 2.61 | -1.47 |
Calmar ratioReturn relative to maximum drawdown | 0.89 | 1.87 | -0.98 |
Martin ratioReturn relative to average drawdown | 3.81 | 5.76 | -1.95 |
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
| VTIIX | DFGFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.75 | 1.71 | -0.95 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.02 | 1.19 | -1.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.29 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.01 | 2.27 | -2.28 |
Correlation
The correlation between VTIIX and DFGFX is 0.32, 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
VTIIX vs. DFGFX - Dividend Comparison
VTIIX's dividend yield for the trailing twelve months is around 4.07%, more than DFGFX's 3.12% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTIIX Vanguard Total International Bond II Index Fund Investor Class | 4.07% | 4.21% | 4.46% | 4.16% | 0.89% | 0.58% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DFGFX DFA Two Year Global Fixed Income Portfolio | 3.12% | 2.67% | 4.77% | 3.19% | 1.17% | 0.23% | 0.57% | 2.24% | 2.21% | 1.54% | 0.65% | 0.02% |
Drawdowns
VTIIX vs. DFGFX - Drawdown Comparison
The maximum VTIIX drawdown since its inception was -15.95%, which is greater than DFGFX's maximum drawdown of -4.00%. Use the drawdown chart below to compare losses from any high point for VTIIX and DFGFX.
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Drawdown Indicators
| VTIIX | DFGFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.95% | -4.00% | -11.95% |
Max Drawdown (1Y)Largest decline over 1 year | -2.94% | -1.41% | -1.53% |
Max Drawdown (5Y)Largest decline over 5 years | -15.95% | -4.00% | -11.95% |
Max Drawdown (10Y)Largest decline over 10 years | — | -4.00% | — |
Current DrawdownCurrent decline from peak | -2.60% | 0.00% | -2.60% |
Average DrawdownAverage peak-to-trough decline | -6.19% | -0.23% | -5.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.69% | 0.46% | +0.23% |
Volatility
VTIIX vs. DFGFX - Volatility Comparison
Vanguard Total International Bond II Index Fund Investor Class (VTIIX) has a higher volatility of 1.50% compared to DFA Two Year Global Fixed Income Portfolio (DFGFX) at 0.22%. This indicates that VTIIX's price experiences larger fluctuations and is considered to be riskier than DFGFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VTIIX | DFGFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.50% | 0.22% | +1.28% |
Volatility (6M)Calculated over the trailing 6-month period | 2.13% | 0.44% | +1.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.20% | 1.56% | +1.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.47% | 1.81% | +2.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.45% | 1.36% | +3.09% |