VTSAX vs. DFIEX
Compare and contrast key facts about Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) and DFA International Core Equity Portfolio I (DFIEX).
VTSAX is managed by Vanguard. It was launched on Nov 13, 2000. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
VTSAX vs. DFIEX - Performance Comparison
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VTSAX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | -3.97% | 17.12% | 23.23% | 26.51% | -19.52% | 25.72% | 20.98% | 30.79% | -5.18% | 21.16% |
DFIEX DFA International Core Equity Portfolio I | 2.80% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -17.41% | 28.04% |
Returns By Period
In the year-to-date period, VTSAX achieves a -3.97% return, which is significantly lower than DFIEX's 2.80% return. Over the past 10 years, VTSAX has outperformed DFIEX with an annualized return of 13.60%, while DFIEX has yielded a comparatively lower 9.64% annualized return.
VTSAX
- 1D
- 2.97%
- 1M
- -5.09%
- YTD
- -3.97%
- 6M
- -1.96%
- 1Y
- 17.71%
- 3Y*
- 17.84%
- 5Y*
- 10.48%
- 10Y*
- 13.60%
DFIEX
- 1D
- 3.02%
- 1M
- -6.42%
- YTD
- 2.80%
- 6M
- 8.00%
- 1Y
- 30.46%
- 3Y*
- 16.74%
- 5Y*
- 9.40%
- 10Y*
- 9.64%
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VTSAX vs. DFIEX - Expense Ratio Comparison
VTSAX has a 0.04% expense ratio, which is lower than DFIEX's 0.24% 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
VTSAX vs. DFIEX — Risk / Return Rank
VTSAX
DFIEX
VTSAX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) and DFA International Core Equity Portfolio I (DFIEX). 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.
| VTSAX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.98 | 1.95 | -0.97 |
Sortino ratioReturn per unit of downside risk | 1.50 | 2.55 | -1.05 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.39 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | 1.51 | 2.57 | -1.07 |
Martin ratioReturn relative to average drawdown | 7.24 | 10.07 | -2.84 |
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
| VTSAX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 1.95 | -0.97 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.60 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | 0.59 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.35 | +0.09 |
Correlation
The correlation between VTSAX and DFIEX is 0.80, 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
VTSAX vs. DFIEX - Dividend Comparison
VTSAX's dividend yield for the trailing twelve months is around 1.16%, less than DFIEX's 3.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.16% | 1.11% | 1.26% | 1.42% | 1.65% | 1.20% | 1.41% | 1.76% | 2.03% | 1.71% | 1.92% | 1.98% |
DFIEX DFA International Core Equity Portfolio I | 3.14% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
VTSAX vs. DFIEX - Drawdown Comparison
The maximum VTSAX drawdown since its inception was -55.33%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for VTSAX and DFIEX.
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Drawdown Indicators
| VTSAX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.33% | -62.22% | +6.89% |
Max Drawdown (1Y)Largest decline over 1 year | -12.41% | -11.01% | -1.40% |
Max Drawdown (5Y)Largest decline over 5 years | -25.36% | -28.66% | +3.30% |
Max Drawdown (10Y)Largest decline over 10 years | -34.97% | -41.04% | +6.07% |
Current DrawdownCurrent decline from peak | -6.22% | -7.75% | +1.53% |
Average DrawdownAverage peak-to-trough decline | -9.06% | -12.26% | +3.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.59% | 2.81% | -0.22% |
Volatility
VTSAX vs. DFIEX - Volatility Comparison
The current volatility for Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) is 5.49%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 7.09%. This indicates that VTSAX experiences smaller price fluctuations and is considered to be less risky than DFIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VTSAX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.49% | 7.09% | -1.60% |
Volatility (6M)Calculated over the trailing 6-month period | 9.79% | 10.45% | -0.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.61% | 15.90% | +2.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.37% | 15.65% | +1.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.39% | 16.35% | +2.04% |