Correlation
The correlation between VTMGX and DFISX is 0.61, 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.
VTMGX vs. DFISX
Compare and contrast key facts about Vanguard Developed Markets Index Fund Admiral Shares (VTMGX) and DFA International Small Company Portfolio (DFISX).
VTMGX is managed by Vanguard. It was launched on Aug 17, 1999. DFISX is managed by Dimensional Fund Advisors LP. It was launched on Sep 30, 1996.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTMGX or DFISX.
Performance
VTMGX vs. DFISX - Performance Comparison
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Key characteristics
VTMGX:
0.93
DFISX:
1.00
VTMGX:
1.20
DFISX:
1.36
VTMGX:
1.16
DFISX:
1.19
VTMGX:
1.00
DFISX:
1.06
VTMGX:
2.92
DFISX:
3.33
VTMGX:
4.50%
DFISX:
4.57%
VTMGX:
16.38%
DFISX:
15.87%
VTMGX:
-60.58%
DFISX:
-63.00%
VTMGX:
-0.28%
DFISX:
0.00%
Returns By Period
The year-to-date returns for both investments are quite close, with VTMGX having a 16.81% return and DFISX slightly higher at 17.63%. Over the past 10 years, VTMGX has outperformed DFISX with an annualized return of 6.11%, while DFISX has yielded a comparatively lower 4.41% annualized return.
VTMGX
16.81%
4.94%
12.82%
15.10%
10.31%
11.28%
6.11%
DFISX
17.63%
6.05%
14.42%
15.76%
9.30%
10.68%
4.41%
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VTMGX vs. DFISX - Expense Ratio Comparison
VTMGX has a 0.07% expense ratio, which is lower than DFISX's 0.39% expense ratio.
Risk-Adjusted Performance
VTMGX vs. DFISX — Risk-Adjusted Performance Rank
VTMGX
DFISX
VTMGX vs. DFISX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Developed Markets Index Fund Admiral Shares (VTMGX) and DFA International Small Company Portfolio (DFISX). 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.
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Dividends
VTMGX vs. DFISX - Dividend Comparison
VTMGX's dividend yield for the trailing twelve months is around 2.79%, less than DFISX's 2.92% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTMGX Vanguard Developed Markets Index Fund Admiral Shares | 2.79% | 3.34% | 3.14% | 2.88% | 3.14% | 2.02% | 3.03% | 3.33% | 2.77% | 3.06% | 2.91% | 3.70% |
DFISX DFA International Small Company Portfolio | 2.92% | 3.40% | 3.02% | 3.51% | 6.18% | 1.71% | 4.54% | 7.75% | 5.52% | 5.28% | 4.47% | 6.00% |
Drawdowns
VTMGX vs. DFISX - Drawdown Comparison
The maximum VTMGX drawdown since its inception was -60.58%, roughly equal to the maximum DFISX drawdown of -63.00%. Use the drawdown chart below to compare losses from any high point for VTMGX and DFISX.
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Volatility
VTMGX vs. DFISX - Volatility Comparison
Vanguard Developed Markets Index Fund Admiral Shares (VTMGX) has a higher volatility of 3.02% compared to DFA International Small Company Portfolio (DFISX) at 2.62%. This indicates that VTMGX's price experiences larger fluctuations and is considered to be riskier than DFISX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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