AMUSX vs. DFFGX
Compare and contrast key facts about American Funds U.S. Government Securities Fund (AMUSX) and DFA Short-Term Government Portfolio (DFFGX).
AMUSX is managed by American Funds. It was launched on Oct 16, 1985. DFFGX is managed by Dimensional. It was launched on May 31, 1987.
Performance
AMUSX vs. DFFGX - Performance Comparison
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AMUSX vs. DFFGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AMUSX American Funds U.S. Government Securities Fund | -0.80% | 7.55% | 0.63% | 2.79% | -11.50% | -0.84% | 9.44% | 5.03% | 0.64% | 1.54% |
DFFGX DFA Short-Term Government Portfolio | 0.87% | 3.12% | 5.29% | 5.01% | -4.41% | -1.27% | 0.39% | 2.52% | 1.17% | 0.51% |
Returns By Period
In the year-to-date period, AMUSX achieves a -0.80% return, which is significantly lower than DFFGX's 0.87% return. Over the past 10 years, AMUSX has underperformed DFFGX with an annualized return of 1.11%, while DFFGX has yielded a comparatively higher 1.18% annualized return.
AMUSX
- 1D
- 0.59%
- 1M
- -2.29%
- YTD
- -0.80%
- 6M
- 0.26%
- 1Y
- 3.32%
- 3Y*
- 2.41%
- 5Y*
- -0.07%
- 10Y*
- 1.11%
DFFGX
- 1D
- 0.06%
- 1M
- 0.26%
- YTD
- 0.87%
- 6M
- 1.92%
- 1Y
- 2.99%
- 3Y*
- 4.36%
- 5Y*
- 1.83%
- 10Y*
- 1.18%
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AMUSX vs. DFFGX - Expense Ratio Comparison
AMUSX has a 0.61% expense ratio, which is higher than DFFGX's 0.18% expense ratio.
Return for Risk
AMUSX vs. DFFGX — Risk / Return Rank
AMUSX
DFFGX
AMUSX vs. DFFGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for American Funds U.S. Government Securities Fund (AMUSX) and DFA Short-Term Government Portfolio (DFFGX). 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.
| AMUSX | DFFGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.83 | 1.55 | -0.71 |
Sortino ratioReturn per unit of downside risk | 1.25 | 1.70 | -0.46 |
Omega ratioGain probability vs. loss probability | 1.15 | 2.20 | -1.05 |
Calmar ratioReturn relative to maximum drawdown | 1.52 | 3.09 | -1.57 |
Martin ratioReturn relative to average drawdown | 4.40 | 9.14 | -4.74 |
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
| AMUSX | DFFGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 1.55 | -0.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.01 | 0.99 | -1.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.23 | 0.76 | -0.53 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 0.49 | +0.34 |
Correlation
The correlation between AMUSX and DFFGX is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
AMUSX vs. DFFGX - Dividend Comparison
AMUSX's dividend yield for the trailing twelve months is around 3.63%, more than DFFGX's 2.86% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMUSX American Funds U.S. Government Securities Fund | 3.63% | 3.97% | 4.19% | 3.44% | 2.01% | 1.05% | 4.92% | 2.79% | 1.72% | 1.32% | 2.30% | 2.84% |
DFFGX DFA Short-Term Government Portfolio | 2.86% | 2.98% | 4.87% | 3.57% | 1.85% | 0.15% | 0.29% | 1.83% | 1.53% | 1.18% | 0.99% | 1.27% |
Drawdowns
AMUSX vs. DFFGX - Drawdown Comparison
The maximum AMUSX drawdown since its inception was -17.48%, which is greater than DFFGX's maximum drawdown of -10.09%. Use the drawdown chart below to compare losses from any high point for AMUSX and DFFGX.
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Drawdown Indicators
| AMUSX | DFFGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.48% | -10.09% | -7.39% |
Max Drawdown (1Y)Largest decline over 1 year | -2.94% | -1.00% | -1.94% |
Max Drawdown (5Y)Largest decline over 5 years | -16.84% | -6.49% | -10.35% |
Max Drawdown (10Y)Largest decline over 10 years | -17.48% | -6.49% | -10.99% |
Current DrawdownCurrent decline from peak | -3.68% | 0.00% | -3.68% |
Average DrawdownAverage peak-to-trough decline | -2.75% | -0.86% | -1.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.02% | 0.34% | +0.68% |
Volatility
AMUSX vs. DFFGX - Volatility Comparison
American Funds U.S. Government Securities Fund (AMUSX) has a higher volatility of 1.60% compared to DFA Short-Term Government Portfolio (DFFGX) at 0.15%. This indicates that AMUSX's price experiences larger fluctuations and is considered to be riskier than DFFGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AMUSX | DFFGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.60% | 0.15% | +1.45% |
Volatility (6M)Calculated over the trailing 6-month period | 2.49% | 0.40% | +2.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.57% | 1.43% | +3.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.01% | 1.85% | +4.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.83% | 1.57% | +3.26% |