VZICX vs. DFAI
Compare and contrast key facts about Vanguard International Core Stock Fund Admiral Shares (VZICX) and Dimensional International Core Equity Market ETF (DFAI).
VZICX is managed by Vanguard. It was launched on Oct 16, 2019. DFAI is an actively managed fund by Dimensional Fund Advisors LP. It was launched on Nov 17, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VZICX or DFAI.
Key characteristics
| VZICX | DFAI | |
|---|---|---|
| YTD Return | 11.29% | 6.06% |
| 1Y Return | 20.82% | 16.79% |
| 3Y Return (Ann) | 4.10% | 2.26% |
| Sharpe Ratio | 1.63 | 1.35 |
| Sortino Ratio | 2.29 | 1.92 |
| Omega Ratio | 1.28 | 1.24 |
| Calmar Ratio | 2.34 | 1.90 |
| Martin Ratio | 9.36 | 7.51 |
| Ulcer Index | 2.25% | 2.28% |
| Daily Std Dev | 12.91% | 12.70% |
| Max Drawdown | -34.37% | -27.44% |
| Current Drawdown | -5.36% | -7.02% |
Correlation
The correlation between VZICX and DFAI is 0.94, 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
VZICX vs. DFAI - Performance Comparison
In the year-to-date period, VZICX achieves a 11.29% return, which is significantly higher than DFAI's 6.06% 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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VZICX vs. DFAI - Expense Ratio Comparison
VZICX has a 0.35% expense ratio, which is higher than DFAI's 0.18% expense ratio.
Risk-Adjusted Performance
VZICX vs. DFAI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard International Core Stock Fund Admiral Shares (VZICX) and Dimensional International Core Equity Market ETF (DFAI). 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
VZICX vs. DFAI - Dividend Comparison
VZICX's dividend yield for the trailing twelve months is around 1.98%, less than DFAI's 2.48% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
VZICX Vanguard International Core Stock Fund Admiral Shares | 1.98% | 2.20% | 2.10% | 2.82% | 1.89% | 0.11% |
DFAI Dimensional International Core Equity Market ETF | 2.48% | 2.64% | 2.72% | 2.06% | 0.09% | 0.00% |
Drawdowns
VZICX vs. DFAI - Drawdown Comparison
The maximum VZICX drawdown since its inception was -34.37%, which is greater than DFAI's maximum drawdown of -27.44%. Use the drawdown chart below to compare losses from any high point for VZICX and DFAI. For additional features, visit the drawdowns tool.
Volatility
VZICX vs. DFAI - Volatility Comparison
Vanguard International Core Stock Fund Admiral Shares (VZICX) has a higher volatility of 4.15% compared to Dimensional International Core Equity Market ETF (DFAI) at 3.92%. This indicates that VZICX's price experiences larger fluctuations and is considered to be riskier than DFAI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.