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VTSIX vs. DFAT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VTSIX and DFAT is 0.97, 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.


-0.50.00.51.01.0

Performance

VTSIX vs. DFAT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Tax-Managed Small-Cap Fund Institutional Shares (VTSIX) and Dimensional U.S. Targeted Value ETF (DFAT). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember2025
5.87%
4.96%
VTSIX
DFAT

Key characteristics

Sharpe Ratio

VTSIX:

0.55

DFAT:

0.50

Sortino Ratio

VTSIX:

0.93

DFAT:

0.86

Omega Ratio

VTSIX:

1.11

DFAT:

1.10

Calmar Ratio

VTSIX:

0.91

DFAT:

1.00

Martin Ratio

VTSIX:

2.86

DFAT:

2.38

Ulcer Index

VTSIX:

3.74%

DFAT:

4.10%

Daily Std Dev

VTSIX:

19.49%

DFAT:

19.35%

Max Drawdown

VTSIX:

-57.82%

DFAT:

-20.01%

Current Drawdown

VTSIX:

-8.87%

DFAT:

-8.58%

Returns By Period

In the year-to-date period, VTSIX achieves a 0.20% return, which is significantly higher than DFAT's -0.11% return.


VTSIX

YTD

0.20%

1M

-6.34%

6M

5.87%

1Y

11.56%

5Y*

8.57%

10Y*

9.19%

DFAT

YTD

-0.11%

1M

-5.69%

6M

4.96%

1Y

10.80%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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VTSIX vs. DFAT - Expense Ratio Comparison

VTSIX has a 0.06% expense ratio, which is lower than DFAT's 0.34% expense ratio.


Expense ratio chart for DFAT: current value at 0.34% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.34%
Expense ratio chart for VTSIX: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

VTSIX vs. DFAT — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VTSIX
The Risk-Adjusted Performance Rank of VTSIX is 4848
Overall Rank
The Sharpe Ratio Rank of VTSIX is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of VTSIX is 4545
Sortino Ratio Rank
The Omega Ratio Rank of VTSIX is 3939
Omega Ratio Rank
The Calmar Ratio Rank of VTSIX is 6969
Calmar Ratio Rank
The Martin Ratio Rank of VTSIX is 4848
Martin Ratio Rank

DFAT
The Risk-Adjusted Performance Rank of DFAT is 3333
Overall Rank
The Sharpe Ratio Rank of DFAT is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of DFAT is 2929
Sortino Ratio Rank
The Omega Ratio Rank of DFAT is 2828
Omega Ratio Rank
The Calmar Ratio Rank of DFAT is 4848
Calmar Ratio Rank
The Martin Ratio Rank of DFAT is 3333
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VTSIX vs. DFAT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Tax-Managed Small-Cap Fund Institutional Shares (VTSIX) and Dimensional U.S. Targeted Value ETF (DFAT). 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.


The chart of Sharpe ratio for VTSIX, currently valued at 0.55, compared to the broader market-1.000.001.002.003.004.000.550.50
The chart of Sortino ratio for VTSIX, currently valued at 0.93, compared to the broader market-2.000.002.004.006.008.0010.000.930.86
The chart of Omega ratio for VTSIX, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.003.501.111.10
The chart of Calmar ratio for VTSIX, currently valued at 0.91, compared to the broader market0.005.0010.0015.000.911.00
The chart of Martin ratio for VTSIX, currently valued at 2.86, compared to the broader market0.0020.0040.0060.002.862.38
VTSIX
DFAT

The current VTSIX Sharpe Ratio is 0.55, which is comparable to the DFAT Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of VTSIX and DFAT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.55
0.50
VTSIX
DFAT

Dividends

VTSIX vs. DFAT - Dividend Comparison

VTSIX's dividend yield for the trailing twelve months is around 1.09%, less than DFAT's 1.31% yield.


TTM20242023202220212020201920182017201620152014
VTSIX
Vanguard Tax-Managed Small-Cap Fund Institutional Shares
1.09%1.09%1.52%1.54%1.19%1.11%1.17%1.29%1.13%1.03%1.30%1.03%
DFAT
Dimensional U.S. Targeted Value ETF
1.31%1.31%1.34%1.34%1.13%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VTSIX vs. DFAT - Drawdown Comparison

The maximum VTSIX drawdown since its inception was -57.82%, which is greater than DFAT's maximum drawdown of -20.01%. Use the drawdown chart below to compare losses from any high point for VTSIX and DFAT. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-8.87%
-8.58%
VTSIX
DFAT

Volatility

VTSIX vs. DFAT - Volatility Comparison

Vanguard Tax-Managed Small-Cap Fund Institutional Shares (VTSIX) has a higher volatility of 5.12% compared to Dimensional U.S. Targeted Value ETF (DFAT) at 4.85%. This indicates that VTSIX's price experiences larger fluctuations and is considered to be riskier than DFAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%9.00%AugustSeptemberOctoberNovemberDecember2025
5.12%
4.85%
VTSIX
DFAT