VTSIX vs. DFAT
Compare and contrast key facts about Vanguard Tax-Managed Small-Cap Fund Institutional Shares (VTSIX) and Dimensional U.S. Targeted Value ETF (DFAT).
VTSIX is managed by Blackrock. It was launched on Apr 21, 1999. DFAT is an actively managed fund by Dimensional Fund Advisors LP. It was launched on Jun 14, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTSIX or DFAT.
Key characteristics
| VTSIX | DFAT | |
|---|---|---|
| YTD Return | 17.88% | 15.91% |
| 1Y Return | 39.80% | 36.99% |
| 3Y Return (Ann) | 3.49% | 8.52% |
| Sharpe Ratio | 2.00 | 1.88 |
| Sortino Ratio | 2.92 | 2.76 |
| Omega Ratio | 1.35 | 1.34 |
| Calmar Ratio | 1.93 | 3.76 |
| Martin Ratio | 11.86 | 10.04 |
| Ulcer Index | 3.48% | 3.84% |
| Daily Std Dev | 20.69% | 20.48% |
| Max Drawdown | -57.82% | -20.01% |
| Current Drawdown | 0.00% | 0.00% |
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.
Performance
VTSIX vs. DFAT - Performance Comparison
In the year-to-date period, VTSIX achieves a 17.88% return, which is significantly higher than DFAT's 15.91% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Risk-Adjusted Performance
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.
Dividends
VTSIX vs. DFAT - Dividend Comparison
VTSIX's dividend yield for the trailing twelve months is around 1.45%, more than DFAT's 1.19% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTSIX Vanguard Tax-Managed Small-Cap Fund Institutional Shares | 1.45% | 1.52% | 1.54% | 1.19% | 1.11% | 1.17% | 1.29% | 1.13% | 1.03% | 1.30% | 1.03% | 0.95% |
DFAT Dimensional U.S. Targeted Value ETF | 1.19% | 1.34% | 1.34% | 1.13% | 0.00% | 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.
Volatility
VTSIX vs. DFAT - Volatility Comparison
The current volatility for Vanguard Tax-Managed Small-Cap Fund Institutional Shares (VTSIX) is 7.33%, while Dimensional U.S. Targeted Value ETF (DFAT) has a volatility of 7.87%. This indicates that VTSIX experiences smaller price fluctuations and is considered to be less risky than DFAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.