ABNFX vs. DSFIX
ABNFX (American Funds The Bond Fund of America® Class F-2) and DSFIX (DFA Social Fixed Income Portfolio) are both Intermediate Core Bond funds. Over the past 5 years, ABNFX returned -0.01%/yr vs 0.47%/yr for DSFIX. Their correlation of 0.93 suggests significant overlap in exposure. ABNFX charges 0.35%/yr vs 0.21%/yr for DSFIX.
Performance
ABNFX vs. DSFIX - Performance Comparison
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Returns By Period
In the year-to-date period, ABNFX achieves a 0.37% return, which is significantly lower than DSFIX's 1.20% return.
ABNFX
- 1D
- 0.44%
- 1M
- 0.82%
- YTD
- 0.37%
- 6M
- 0.65%
- 1Y
- 4.25%
- 3Y*
- 4.04%
- 5Y*
- -0.01%
- 10Y*
- 1.90%
DSFIX
- 1D
- 0.54%
- 1M
- 0.95%
- YTD
- 1.20%
- 6M
- 1.09%
- 1Y
- 4.52%
- 3Y*
- 4.67%
- 5Y*
- 0.47%
- 10Y*
- —
ABNFX vs. DSFIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ABNFX American Funds The Bond Fund of America® Class F-2 | 0.37% | 7.42% | 1.42% | 4.29% | -13.08% | -0.88% | 10.86% | 8.08% | 0.15% | 3.48% |
DSFIX DFA Social Fixed Income Portfolio | 1.20% | 6.80% | 1.81% | 7.18% | -13.07% | -2.19% | 9.26% | 9.83% | -0.32% | 3.24% |
Correlation
The correlation between ABNFX and DSFIX is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.93 |
The correlation between ABNFX and DSFIX has been stable across timeframes, ranging from 0.90 to 0.95 - a consistent structural relationship.
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Return for Risk
ABNFX vs. DSFIX — Risk / Return Rank
ABNFX
DSFIX
ABNFX vs. DSFIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for American Funds The Bond Fund of America® Class F-2 (ABNFX) and DFA Social Fixed Income Portfolio (DSFIX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ABNFX | DSFIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.10 | ||
| Sortino ratioReturn per unit of downside risk | -0.12 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.21 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.38 | 1.75 | -0.37 |
| Martin ratioReturn relative to average drawdown | 3.83 | 4.75 | -0.93 |
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Drawdowns
ABNFX vs. DSFIX - Drawdown Comparison
The maximum ABNFX drawdown since its inception was -17.69%, smaller than the maximum DSFIX drawdown of -18.94%. Use the drawdown chart below to compare losses from any high point for ABNFX and DSFIX.
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Drawdown Indicators
| ABNFX | DSFIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.69% | -18.94% | +1.25% |
Max Drawdown (1Y)Largest decline over 1 year | -3.09% | -2.66% | -0.43% |
Max Drawdown (3Y)Largest decline over 3 years | -6.12% | -4.70% | -1.42% |
Max Drawdown (5Y)Largest decline over 5 years | -17.65% | -18.87% | +1.22% |
Max Drawdown (10Y)Largest decline over 10 years | -17.69% | — | — |
Current DrawdownCurrent decline from peak | -1.74% | -0.65% | -1.09% |
Average DrawdownAverage peak-to-trough decline | -3.28% | -4.64% | +1.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.11% | 0.98% | +0.13% |
Volatility
ABNFX vs. DSFIX - Volatility Comparison
American Funds The Bond Fund of America® Class F-2 (ABNFX) has a higher volatility of 1.27% compared to DFA Social Fixed Income Portfolio (DSFIX) at 1.20%. This indicates that ABNFX's price experiences larger fluctuations and is considered to be riskier than DSFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ABNFX | DSFIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.27% | 1.20% | +0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 2.95% | 2.83% | +0.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.93% | 3.94% | -0.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.97% | 5.79% | +0.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.90% | 4.95% | -0.05% |
ABNFX vs. DSFIX - Expense Ratio Comparison
ABNFX has a 0.35% expense ratio, which is higher than DSFIX's 0.21% expense ratio.
Dividends
ABNFX vs. DSFIX - Dividend Comparison
ABNFX's dividend yield for the trailing twelve months is around 4.37%, more than DSFIX's 4.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABNFX American Funds The Bond Fund of America® Class F-2 | 4.37% | 4.37% | 4.55% | 3.19% | 2.37% | 2.07% | 5.15% | 3.72% | 2.65% | 2.10% | 2.31% | 2.24% |
DSFIX DFA Social Fixed Income Portfolio | 4.10% | 3.61% | 3.95% | 3.28% | 2.54% | 2.70% | 2.22% | 2.58% | 2.56% | 1.87% | 0.00% | 0.00% |
Frequently Asked Questions
ABNFX and DSFIX have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ABNFX has higher volatility (1.27%) compared to DSFIX (1.20%). In terms of maximum drawdown, ABNFX dropped -17.69% vs DSFIX's -18.94%.
DSFIX currently has the higher Sharpe Ratio (1.19 vs 1.09), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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