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
Returns By Period
The year-to-date returns for both investments are quite close, with VTMGX having a 3.96% return and DFISX slightly higher at 3.98%. Over the past 10 years, VTMGX has underperformed DFISX with an annualized return of 5.19%, while DFISX has yielded a comparatively higher 5.96% annualized return.
VTMGX
3.96%
-4.95%
-3.05%
12.39%
5.58%
5.19%
DFISX
3.98%
-5.61%
-2.15%
12.25%
5.36%
5.96%
Key characteristics
| VTMGX | DFISX | |
|---|---|---|
| Sharpe Ratio | 0.96 | 0.98 |
| Sortino Ratio | 1.39 | 1.42 |
| Omega Ratio | 1.17 | 1.18 |
| Calmar Ratio | 1.21 | 0.78 |
| Martin Ratio | 4.69 | 5.03 |
| Ulcer Index | 2.59% | 2.57% |
| Daily Std Dev | 12.71% | 13.15% |
| Max Drawdown | -60.58% | -60.66% |
| Current Drawdown | -8.28% | -8.15% |
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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.
Correlation
The correlation between VTMGX and DFISX 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.
Risk-Adjusted Performance
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.
Dividends
VTMGX vs. DFISX - Dividend Comparison
VTMGX's dividend yield for the trailing twelve months is around 3.05%, less than DFISX's 3.21% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTMGX Vanguard Developed Markets Index Fund Admiral Shares | 3.05% | 3.14% | 2.89% | 3.14% | 2.02% | 3.03% | 3.34% | 2.78% | 3.06% | 2.91% | 3.70% | 2.61% |
DFISX DFA International Small Company Portfolio | 3.21% | 3.02% | 2.31% | 2.53% | 1.71% | 2.42% | 2.61% | 2.36% | 2.59% | 2.17% | 2.63% | 2.44% |
Drawdowns
VTMGX vs. DFISX - Drawdown Comparison
The maximum VTMGX drawdown since its inception was -60.58%, roughly equal to the maximum DFISX drawdown of -60.66%. Use the drawdown chart below to compare losses from any high point for VTMGX and DFISX. For additional features, visit the drawdowns tool.
Volatility
VTMGX vs. DFISX - Volatility Comparison
Vanguard Developed Markets Index Fund Admiral Shares (VTMGX) and DFA International Small Company Portfolio (DFISX) have volatilities of 3.56% and 3.72%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.