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DFA LTIP Portfolio (DRXIX) Sharpe Ratio: 0.21

Mutual Fund · Currency in USD · Last updated Jun 25, 2026

The fund seeks its investment objective by generally investing in a universe of long-term fixed income securities structured to provide protection against inflation. It may invest in inflation-protected securities issued by the U.S. government and its agencies and instrumentalities. The fund also may invest in inflation-protected securities of other investment grade issuers including foreign governments and U.S. and non-U.S. corporations.

DRXIX's Sharpe Ratio of 0.21 indicates that for each unit of volatility, it generates 0.21 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 25, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

DRXIX Sharpe Ratio Rank

DRXIX Sharpe Ratio Rank: 4.95
Concerning

DRXIX ranks above 4.9% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating weak returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Weak risk-adjusted returns relative to category peers
  • Evaluate whether this holding aligns with your risk-return objectives
  • Consider reducing exposure or re-evaluating position size
  • Review higher-ranked alternatives in the same category

DRXIX Sharpe Ratio Market Positioning

The chart shows DRXIX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 1.18 or lower
  • Yellow zone (middle 50%): 1.18 to 2.14
  • Green zone (top 25%): 2.14 or higher
  • Top 1%: 4.06+
  • Median: 1.75 — half of all investments score higher

How it compares to other similar mutual funds

The table compares DFA LTIP Portfolio's Sharpe Ratio with other mutual funds in the Inflation-Protected Bonds category across multiple time periods, showing how DRXIX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 25, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
VTSPXVanguard Short-Term Inflation-Protected Securities Index Fund Institutional Shares2.27
VTIPXVanguard Short-Term Inflation-Protected Securities Index Fund Investor Shares2.25
IPBAXAllspring Real Return Fund2.24
VTAPXVanguard Short-Term Inflation-Protected Securities Index Fund Admiral Shares2.24
FSTZXFidelity Series 0-5 Year Inflation-Protected Bond Index Fund2.08
EIRRXEaton Vance Short Duration Inflation-Protected Income Fund1.80
RRPAXSEI Institutional Investments Trust Real Return Fund1.78
APOIXAmerican Century Short Duration Inflation Protection Bond Fund Investor Class1.72
LIFIXLord Abbett Inflation Focused Fund1.71
SEIAXSEI Multi-Asset Real Return Fund Class A1.70
DRXIXDFA LTIP Portfolio0.21

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows DRXIX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when DRXIX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does DRXIX fit in your portfolio?

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