VTIIX vs. DGSFX
Compare and contrast key facts about Vanguard Total International Bond II Index Fund Investor Class (VTIIX) and DFA Global Sustainability Fixed Income Portfolio (DGSFX).
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. DGSFX is managed by Dimensional. It was launched on Nov 5, 2018.
Performance
VTIIX vs. DGSFX - Performance Comparison
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VTIIX vs. DGSFX - 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% |
DGSFX DFA Global Sustainability Fixed Income Portfolio | -0.62% | 3.80% | 2.60% | 9.67% | -15.61% | -0.23% |
Returns By Period
In the year-to-date period, VTIIX achieves a -0.72% return, which is significantly lower than DGSFX's -0.62% return.
VTIIX
- 1D
- 0.35%
- 1M
- -2.60%
- YTD
- -0.72%
- 6M
- -0.24%
- 1Y
- 2.40%
- 3Y*
- 3.68%
- 5Y*
- 0.08%
- 10Y*
- —
DGSFX
- 1D
- 0.44%
- 1M
- -2.49%
- YTD
- -0.62%
- 6M
- -0.27%
- 1Y
- 1.96%
- 3Y*
- 3.92%
- 5Y*
- -0.17%
- 10Y*
- —
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VTIIX vs. DGSFX - Expense Ratio Comparison
VTIIX has a 0.11% expense ratio, which is lower than DGSFX's 0.26% 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. DGSFX — Risk / Return Rank
VTIIX
DGSFX
VTIIX vs. DGSFX - 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 Global Sustainability Fixed Income Portfolio (DGSFX). 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 | DGSFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.75 | 0.59 | +0.16 |
Sortino ratioReturn per unit of downside risk | 1.06 | 0.83 | +0.22 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.11 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 0.89 | 0.82 | +0.07 |
Martin ratioReturn relative to average drawdown | 3.81 | 2.64 | +1.17 |
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 | DGSFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.75 | 0.59 | +0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.02 | -0.03 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.01 | 0.37 | -0.38 |
Correlation
The correlation between VTIIX and DGSFX is 0.86, 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
VTIIX vs. DGSFX - Dividend Comparison
VTIIX's dividend yield for the trailing twelve months is around 4.07%, more than DGSFX's 3.60% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% |
DGSFX DFA Global Sustainability Fixed Income Portfolio | 3.60% | 3.02% | 4.26% | 4.09% | 1.97% | 1.15% | 1.72% | 3.37% | 0.24% |
Drawdowns
VTIIX vs. DGSFX - Drawdown Comparison
The maximum VTIIX drawdown since its inception was -15.95%, smaller than the maximum DGSFX drawdown of -21.57%. Use the drawdown chart below to compare losses from any high point for VTIIX and DGSFX.
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Drawdown Indicators
| VTIIX | DGSFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.95% | -21.57% | +5.62% |
Max Drawdown (1Y)Largest decline over 1 year | -2.94% | -2.91% | -0.03% |
Max Drawdown (5Y)Largest decline over 5 years | -15.95% | -21.29% | +5.34% |
Current DrawdownCurrent decline from peak | -2.60% | -5.03% | +2.43% |
Average DrawdownAverage peak-to-trough decline | -6.19% | -6.66% | +0.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.69% | 0.91% | -0.22% |
Volatility
VTIIX vs. DGSFX - Volatility Comparison
The current volatility for Vanguard Total International Bond II Index Fund Investor Class (VTIIX) is 1.50%, while DFA Global Sustainability Fixed Income Portfolio (DGSFX) has a volatility of 1.60%. This indicates that VTIIX experiences smaller price fluctuations and is considered to be less risky than DGSFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VTIIX | DGSFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.50% | 1.60% | -0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 2.13% | 2.30% | -0.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.20% | 3.71% | -0.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.47% | 5.31% | -0.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.45% | 4.89% | -0.44% |