VTIIX vs. DGSFX
VTIIX (Vanguard Total International Bond II Index Fund Investor Class) and DGSFX (DFA Global Sustainability Fixed Income Portfolio) are both Global Bonds funds. Over the past 5 years, VTIIX returned -0.10%/yr vs -0.69%/yr for DGSFX. Their correlation of 0.86 means they have usually moved in the same direction. VTIIX charges 0.11%/yr vs 0.26%/yr for DGSFX.
Performance
VTIIX vs. DGSFX - Performance Comparison
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Returns By Period
In the year-to-date period, VTIIX achieves a 0.20% return, which is significantly lower than DGSFX's 0.45% return.
VTIIX
- 1D
- 0.00%
- 1M
- -0.80%
- 6M
- -0.25%
- YTD
- 0.20%
- 1Y
- 1.22%
- 3Y*
- 3.89%
- 5Y*
- -0.10%
- 10Y*
- —
- ALL TIME*
- 0.14%
DGSFX
- 1D
- 0.00%
- 1M
- -1.17%
- 6M
- -0.08%
- YTD
- 0.45%
- 1Y
- 2.09%
- 3Y*
- 4.18%
- 5Y*
- -0.69%
- 10Y*
- —
- ALL TIME*
- 1.86%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
VTIIX vs. DGSFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
VTIIX Vanguard Total International Bond II Index Fund Investor Class | 0.20% | 2.95% | 3.82% | 8.72% | -13.03% | -0.52% |
DGSFX DFA Global Sustainability Fixed Income Portfolio | 0.45% | 3.80% | 2.60% | 9.67% | -15.61% | -0.05% |
Correlation
The correlation between VTIIX and DGSFX is 0.84, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.84 |
Correlation (3Y) Balances recent behavior with more history. | 0.84 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.86 |
Correlation (All Time) Calculated using the full available price history since Mar 2, 2021 | 0.86 |
The correlation between VTIIX and DGSFX has been stable across timeframes, ranging from 0.84 to 0.86 - a consistent structural relationship.
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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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VTIIX | DGSFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.35 | ||
| Sortino ratioReturn per unit of downside risk | -0.52 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.14 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 0.45 | 0.91 | -0.46 |
| Martin ratioReturn relative to average drawdown | 1.14 | 2.59 | -1.46 |
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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 (3Y)Largest decline over 3 years | -2.94% | -3.47% | +0.53% |
Max Drawdown (5Y)Largest decline over 5 years | -15.95% | -21.29% | +5.34% |
Current DrawdownCurrent decline from peak | -1.70% | -4.00% | +2.30% |
Average DrawdownAverage peak-to-trough decline | -5.90% | -6.53% | +0.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.16% | 1.02% | +0.14% |
Volatility
VTIIX vs. DGSFX - Volatility Comparison
The current volatility for Vanguard Total International Bond II Index Fund Investor Class (VTIIX) is 0.81%, while DFA Global Sustainability Fixed Income Portfolio (DGSFX) has a volatility of 0.89%. 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 | 0.81% | 0.89% | -0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 2.77% | 2.81% | -0.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.23% | 3.47% | -0.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.55% | 5.34% | -0.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.41% | 4.85% | -0.44% |
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%.
Dividends
VTIIX vs. DGSFX - Dividend Comparison
VTIIX's dividend yield for the trailing twelve months is around 4.13%, less than DGSFX's 4.81% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
DGSFX DFA Global Sustainability Fixed Income Portfolio | 4.81% | 3.02% | 4.26% | 4.09% | 1.97% | 1.15% | 1.72% | 3.37% | 0.24% |
VTIIX Vanguard Total International Bond II Index Fund Investor Class | 4.13% | 4.21% | 4.46% | 4.16% | 0.89% | 0.58% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
VTIIX and DGSFX have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DGSFX has higher volatility (0.89%) compared to VTIIX (0.81%). In terms of maximum drawdown, VTIIX dropped -15.95% vs DGSFX's -21.57%.
DGSFX currently has the higher Sharpe Ratio (0.76 vs 0.41), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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