VTSMX vs. DFIEX
Compare and contrast key facts about Vanguard Total Stock Market Index Fund Investor Shares (VTSMX) and DFA International Core Equity Portfolio I (DFIEX).
VTSMX is managed by Vanguard. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
VTSMX vs. DFIEX - Performance Comparison
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VTSMX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VTSMX Vanguard Total Stock Market Index Fund Investor Shares | -3.98% | 16.63% | 22.76% | 26.38% | -19.60% | 25.59% | 20.87% | 30.63% | -5.27% | 21.05% |
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, VTSMX achieves a -3.98% return, which is significantly lower than DFIEX's 2.80% return. Over the past 10 years, VTSMX has outperformed DFIEX with an annualized return of 13.42%, while DFIEX has yielded a comparatively lower 9.64% annualized return.
VTSMX
- 1D
- 2.97%
- 1M
- -5.09%
- YTD
- -3.98%
- 6M
- -2.00%
- 1Y
- 17.61%
- 3Y*
- 17.49%
- 5Y*
- 10.24%
- 10Y*
- 13.42%
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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VTSMX vs. DFIEX - Expense Ratio Comparison
VTSMX has a 0.14% 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
VTSMX vs. DFIEX — Risk / Return Rank
VTSMX
DFIEX
VTSMX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Stock Market Index Fund Investor Shares (VTSMX) 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.
| VTSMX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.98 | 1.95 | -0.98 |
Sortino ratioReturn per unit of downside risk | 1.49 | 2.55 | -1.05 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.39 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | 1.50 | 2.57 | -1.07 |
Martin ratioReturn relative to average drawdown | 7.19 | 10.07 | -2.88 |
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
| VTSMX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 1.95 | -0.98 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.60 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.59 | +0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.35 | +0.22 |
Correlation
The correlation between VTSMX 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
VTSMX vs. DFIEX - Dividend Comparison
VTSMX's dividend yield for the trailing twelve months is around 1.08%, less than DFIEX's 3.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTSMX Vanguard Total Stock Market Index Fund Investor Shares | 1.08% | 0.75% | 0.89% | 1.33% | 1.54% | 1.11% | 1.33% | 1.67% | 1.92% | 1.61% | 1.83% | 1.86% |
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
VTSMX vs. DFIEX - Drawdown Comparison
The maximum VTSMX drawdown since its inception was -55.38%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for VTSMX and DFIEX.
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Drawdown Indicators
| VTSMX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.38% | -62.22% | +6.84% |
Max Drawdown (1Y)Largest decline over 1 year | -12.41% | -11.01% | -1.40% |
Max Drawdown (5Y)Largest decline over 5 years | -25.43% | -28.66% | +3.23% |
Max Drawdown (10Y)Largest decline over 10 years | -34.98% | -41.04% | +6.06% |
Current DrawdownCurrent decline from peak | -6.22% | -7.75% | +1.53% |
Average DrawdownAverage peak-to-trough decline | -8.94% | -12.26% | +3.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.59% | 2.81% | -0.22% |
Volatility
VTSMX vs. DFIEX - Volatility Comparison
The current volatility for Vanguard Total Stock Market Index Fund Investor Shares (VTSMX) is 5.49%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 7.09%. This indicates that VTSMX 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
| VTSMX | 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 | 17.38% | 15.65% | +1.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.40% | 16.35% | +2.05% |