AGG vs. DFISX
AGG (iShares Core U.S. Aggregate Bond ETF) and DFISX (DFA International Small Company Portfolio) are both funds - AGG is a Total Bond Market fund tracking the Bloomberg U.S. Aggregate Bond Index, while DFISX is a Foreign Small & Mid Cap Equities fund managed by Dimensional. Over the past 10 years, AGG returned 1.52%/yr vs 7.92%/yr for DFISX. At a 0.01 correlation, their price movements are largely independent. AGG charges 0.03%/yr vs 0.39%/yr for DFISX.
Performance
AGG vs. DFISX - Performance Comparison
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Returns By Period
In the year-to-date period, AGG achieves a -0.08% return, which is significantly lower than DFISX's 6.48% return. Over the past 10 years, AGG has underperformed DFISX with an annualized return of 1.52%, while DFISX has yielded a comparatively higher 7.92% annualized return.
AGG
- 1D
- 0.00%
- 1M
- -0.69%
- YTD
- -0.08%
- 6M
- 0.26%
- 1Y
- 4.97%
- 3Y*
- 3.88%
- 5Y*
- -0.03%
- 10Y*
- 1.52%
DFISX
- 1D
- -2.33%
- 1M
- -2.44%
- YTD
- 6.48%
- 6M
- 9.54%
- 1Y
- 21.99%
- 3Y*
- 17.56%
- 5Y*
- 6.48%
- 10Y*
- 7.92%
AGG vs. DFISX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AGG iShares Core U.S. Aggregate Bond ETF | -0.08% | 7.19% | 1.31% | 5.65% | -13.02% | -1.77% | 7.48% | 8.46% | 0.09% | 3.55% |
DFISX DFA International Small Company Portfolio | 6.48% | 36.35% | 3.76% | 14.46% | -17.13% | 10.71% | 9.27% | 24.18% | -19.42% | 24.78% |
Correlation
The correlation between AGG and DFISX is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Sep 29, 2003 | 0.01 |
Over the past year, AGG and DFISX have become more correlated (0.44) than their long-term average of 0.01, meaning their price movements have been converging.
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Return for Risk
AGG vs. DFISX — Risk / Return Rank
AGG
DFISX
AGG vs. DFISX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core U.S. Aggregate Bond ETF (AGG) and DFA International Small Company Portfolio (DFISX). 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.
| AGG | DFISX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.28 | ||
| Sortino ratioReturn per unit of downside risk | -0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.29 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.81 | 1.85 | -0.05 |
| Martin ratioReturn relative to average drawdown | 5.44 | 6.79 | -1.36 |
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
| AGG | DFISX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.32 | 1.59 | -0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.00 | 0.41 | -0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.28 | 0.49 | -0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.46 | +0.13 |
Drawdowns
AGG vs. DFISX - Drawdown Comparison
The maximum AGG drawdown since its inception was -18.43%, smaller than the maximum DFISX drawdown of -60.66%. Use the drawdown chart below to compare losses from any high point for AGG and DFISX.
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Drawdown Indicators
| AGG | DFISX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.43% | -60.66% | +42.23% |
Max Drawdown (1Y)Largest decline over 1 year | -2.76% | -11.96% | +9.20% |
Max Drawdown (3Y)Largest decline over 3 years | -6.11% | -13.68% | +7.57% |
Max Drawdown (5Y)Largest decline over 5 years | -17.82% | -35.06% | +17.24% |
Max Drawdown (10Y)Largest decline over 10 years | -18.43% | -43.00% | +24.57% |
Current DrawdownCurrent decline from peak | -2.47% | -4.16% | +1.69% |
Average DrawdownAverage peak-to-trough decline | -2.71% | -11.64% | +8.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.92% | 3.25% | -2.33% |
Volatility
AGG vs. DFISX - Volatility Comparison
The current volatility for iShares Core U.S. Aggregate Bond ETF (AGG) is 1.29%, while DFA International Small Company Portfolio (DFISX) has a volatility of 3.95%. This indicates that AGG experiences smaller price fluctuations and is considered to be less risky than DFISX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AGG | DFISX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.29% | 3.95% | -2.66% |
Volatility (6M)Calculated over the trailing 6-month period | 2.77% | 11.30% | -8.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.80% | 13.94% | -10.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.09% | 15.92% | -9.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.41% | 16.21% | -10.80% |
AGG vs. DFISX - Expense Ratio Comparison
AGG has a 0.03% expense ratio, which is lower than DFISX's 0.39% expense ratio.
Dividends
AGG vs. DFISX - Dividend Comparison
AGG's dividend yield for the trailing twelve months is around 4.00%, more than DFISX's 2.95% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGG iShares Core U.S. Aggregate Bond ETF | 4.00% | 3.89% | 3.74% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.72% | 2.32% | 2.39% | 2.45% |
DFISX DFA International Small Company Portfolio | 2.95% | 3.19% | 3.39% | 3.01% | 3.51% | 3.06% | 1.71% | 4.54% | 7.74% | 1.27% | 4.44% | 4.47% |
Frequently Asked Questions
AGG and DFISX have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DFISX has higher volatility (3.95%) compared to AGG (1.29%). In terms of maximum drawdown, AGG dropped -18.43% vs DFISX's -60.66%.
DFISX currently has the higher Sharpe Ratio (1.59 vs 1.32), 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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