VTIIX vs. DFSHX
Compare and contrast key facts about Vanguard Total International Bond II Index Fund Investor Class (VTIIX) and DFA Selectively Hedged Global Fixed Income Portfolio (DFSHX).
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. DFSHX is managed by Dimensional. It was launched on Jan 8, 2008.
Performance
VTIIX vs. DFSHX - Performance Comparison
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VTIIX vs. DFSHX - 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% |
DFSHX DFA Selectively Hedged Global Fixed Income Portfolio | 0.00% | 4.84% | 5.66% | 5.55% | -6.24% | -0.72% |
Returns By Period
VTIIX
- 1D
- 0.35%
- 1M
- -2.60%
- YTD
- -0.72%
- 6M
- -0.24%
- 1Y
- 2.40%
- 3Y*
- 3.68%
- 5Y*
- 0.08%
- 10Y*
- —
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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VTIIX vs. DFSHX - Expense Ratio Comparison
VTIIX has a 0.11% 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
VTIIX vs. DFSHX — Risk / Return Rank
VTIIX
DFSHX
VTIIX vs. DFSHX - 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 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.
| VTIIX | DFSHX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.75 | 3.11 | -2.36 |
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 | 0.89 | 2.89 | -2.00 |
Martin ratioReturn relative to average drawdown | 3.81 | 14.69 | -10.88 |
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 | DFSHX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.75 | 3.11 | -2.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.02 | 0.53 | -0.51 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.76 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.01 | 0.46 | -0.47 |
Correlation
The correlation between VTIIX and DFSHX 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
VTIIX vs. DFSHX - Dividend Comparison
VTIIX's dividend yield for the trailing twelve months is around 4.07%, less than DFSHX's 4.26% 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% |
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
VTIIX vs. DFSHX - Drawdown Comparison
The maximum VTIIX drawdown since its inception was -15.95%, which is greater than DFSHX's maximum drawdown of -9.58%. Use the drawdown chart below to compare losses from any high point for VTIIX and DFSHX.
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Drawdown Indicators
| VTIIX | DFSHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.95% | -9.58% | -6.37% |
Max Drawdown (1Y)Largest decline over 1 year | -2.94% | -1.28% | -1.66% |
Max Drawdown (5Y)Largest decline over 5 years | -15.95% | -9.58% | -6.37% |
Max Drawdown (10Y)Largest decline over 10 years | — | -9.58% | — |
Current DrawdownCurrent decline from peak | -2.60% | -1.18% | -1.42% |
Average DrawdownAverage peak-to-trough decline | -6.19% | -2.32% | -3.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.69% | 0.25% | +0.44% |
Volatility
VTIIX vs. DFSHX - Volatility Comparison
Vanguard Total International Bond II Index Fund Investor Class (VTIIX) has a higher volatility of 1.50% compared to DFA Selectively Hedged Global Fixed Income Portfolio (DFSHX) at 0.67%. This indicates that VTIIX'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
| VTIIX | DFSHX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.50% | 0.67% | +0.83% |
Volatility (6M)Calculated over the trailing 6-month period | 2.13% | 0.94% | +1.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.20% | 1.17% | +2.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.47% | 3.34% | +1.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.45% | 2.66% | +1.79% |