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AVSF vs. DFCFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AVSF vs. DFCFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis Short-Term Fixed Income ETF (AVSF) and DFA Two-Year Fixed Income Portfolio (DFCFX). The values are adjusted to include any dividend payments, if applicable.

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AVSF vs. DFCFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
AVSF
Avantis Short-Term Fixed Income ETF
0.12%6.57%3.81%5.25%-5.52%-1.17%0.53%
DFCFX
DFA Two-Year Fixed Income Portfolio
0.89%2.28%5.33%4.92%-3.28%8.60%-0.08%

Returns By Period

In the year-to-date period, AVSF achieves a 0.12% return, which is significantly lower than DFCFX's 0.89% return.


AVSF

1D
0.20%
1M
-0.86%
YTD
0.12%
6M
1.32%
1Y
4.58%
3Y*
4.69%
5Y*
1.85%
10Y*

DFCFX

1D
0.06%
1M
0.26%
YTD
0.89%
6M
1.87%
1Y
3.08%
3Y*
4.06%
5Y*
3.68%
10Y*
2.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AVSF vs. DFCFX - Expense Ratio Comparison

AVSF has a 0.15% expense ratio, which is lower than DFCFX's 0.21% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

AVSF vs. DFCFX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AVSF
AVSF Risk / Return Rank: 9393
Overall Rank
AVSF Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
AVSF Sortino Ratio Rank: 9696
Sortino Ratio Rank
AVSF Omega Ratio Rank: 9393
Omega Ratio Rank
AVSF Calmar Ratio Rank: 9292
Calmar Ratio Rank
AVSF Martin Ratio Rank: 9393
Martin Ratio Rank

DFCFX
DFCFX Risk / Return Rank: 8686
Overall Rank
DFCFX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
DFCFX Sortino Ratio Rank: 9494
Sortino Ratio Rank
DFCFX Omega Ratio Rank: 100100
Omega Ratio Rank
DFCFX Calmar Ratio Rank: 8484
Calmar Ratio Rank
DFCFX Martin Ratio Rank: 5858
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AVSF vs. DFCFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis Short-Term Fixed Income ETF (AVSF) and DFA Two-Year Fixed Income Portfolio (DFCFX). 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.


AVSFDFCFXDifference

Sharpe ratio

Return per unit of total volatility

2.16

2.59

-0.43

Sortino ratio

Return per unit of downside risk

3.19

2.98

+0.21

Omega ratio

Gain probability vs. loss probability

1.43

3.80

-2.37

Calmar ratio

Return relative to maximum drawdown

3.26

2.07

+1.19

Martin ratio

Return relative to average drawdown

13.58

5.56

+8.02

AVSF vs. DFCFX - Sharpe Ratio Comparison

The current AVSF Sharpe Ratio is 2.16, which is comparable to the DFCFX Sharpe Ratio of 2.59. The chart below compares the historical Sharpe Ratios of AVSF and DFCFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AVSFDFCFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.16

2.59

-0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.84

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

1.34

-0.69

Correlation

The correlation between AVSF and DFCFX is 0.40, 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

AVSF vs. DFCFX - Dividend Comparison

AVSF's dividend yield for the trailing twelve months is around 4.36%, more than DFCFX's 2.94% yield.


TTM20252024202320222021202020192018201720162015
AVSF
Avantis Short-Term Fixed Income ETF
4.36%4.31%4.34%3.93%1.78%0.48%0.10%0.00%0.00%0.00%0.00%0.00%
DFCFX
DFA Two-Year Fixed Income Portfolio
2.94%2.16%4.90%3.43%1.32%8.29%0.67%2.22%1.87%1.22%0.79%0.53%

Drawdowns

AVSF vs. DFCFX - Drawdown Comparison

The maximum AVSF drawdown since its inception was -8.85%, which is greater than DFCFX's maximum drawdown of -4.27%. Use the drawdown chart below to compare losses from any high point for AVSF and DFCFX.


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Drawdown Indicators


AVSFDFCFXDifference

Max Drawdown

Largest peak-to-trough decline

-8.85%

-4.27%

-4.58%

Max Drawdown (1Y)

Largest decline over 1 year

-1.42%

-1.03%

-0.39%

Max Drawdown (5Y)

Largest decline over 5 years

-8.85%

-4.27%

-4.58%

Max Drawdown (10Y)

Largest decline over 10 years

-4.27%

Current Drawdown

Current decline from peak

-0.86%

0.00%

-0.86%

Average Drawdown

Average peak-to-trough decline

-2.26%

-0.26%

-2.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.34%

0.38%

-0.04%

Volatility

AVSF vs. DFCFX - Volatility Comparison

Avantis Short-Term Fixed Income ETF (AVSF) has a higher volatility of 0.86% compared to DFA Two-Year Fixed Income Portfolio (DFCFX) at 0.15%. This indicates that AVSF's price experiences larger fluctuations and is considered to be riskier than DFCFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AVSFDFCFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.86%

0.15%

+0.71%

Volatility (6M)

Calculated over the trailing 6-month period

1.30%

0.43%

+0.87%

Volatility (1Y)

Calculated over the trailing 1-year period

2.13%

1.21%

+0.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.63%

4.39%

-1.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.54%

3.13%

-0.59%