BCRIX vs. DFXIX
BCRIX (BlackRock Advantage CoreAlpha Bond Fund) and DFXIX (DFA Diversified Fixed Income Portfolio) are both Intermediate Core Bond funds. Over the past 5 years, BCRIX returned -0.96%/yr vs 1.03%/yr for DFXIX. Their correlation of 0.86 means they have usually moved in the same direction. BCRIX charges 0.28%/yr vs 0.15%/yr for DFXIX.
Performance
BCRIX vs. DFXIX - Performance Comparison
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Returns By Period
In the year-to-date period, BCRIX achieves a -1.07% return, which is significantly lower than DFXIX's 0.66% return.
BCRIX
- 1D
- 0.12%
- 1M
- -1.51%
- 6M
- -1.33%
- YTD
- -1.07%
- 1Y
- 1.59%
- 3Y*
- 3.69%
- 5Y*
- -0.96%
- 10Y*
- 1.27%
- ALL TIME*
- 1.90%
DFXIX
- 1D
- 0.00%
- 1M
- -0.43%
- 6M
- 0.44%
- YTD
- 0.66%
- 1Y
- 2.55%
- 3Y*
- 4.09%
- 5Y*
- 1.03%
- 10Y*
- —
- ALL TIME*
- 1.95%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
BCRIX vs. DFXIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BCRIX BlackRock Advantage CoreAlpha Bond Fund | -1.07% | 6.81% | 2.21% | 5.07% | -14.70% | -1.97% | 8.78% | 9.33% | -0.17% | 4.17% |
DFXIX DFA Diversified Fixed Income Portfolio | 0.66% | 5.85% | 3.05% | 4.93% | -7.88% | -0.56% | 5.90% | 5.54% | 1.07% | 0.87% |
Correlation
The correlation between BCRIX and DFXIX is 0.83, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.83 |
Correlation (3Y) Balances recent behavior with more history. | 0.89 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.91 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.86 |
The correlation between BCRIX and DFXIX has been stable across timeframes, ranging from 0.83 to 0.91 - a consistent structural relationship.
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Return for Risk
BCRIX vs. DFXIX — Risk / Return Rank
BCRIX
DFXIX
BCRIX vs. DFXIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Advantage CoreAlpha Bond Fund (BCRIX) and DFA Diversified Fixed Income Portfolio (DFXIX). 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.
| BCRIX | DFXIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.49 | ||
| Sortino ratioReturn per unit of downside risk | -0.72 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.21 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 0.89 | 1.85 | -0.95 |
| Martin ratioReturn relative to average drawdown | 2.16 | 4.95 | -2.79 |
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Drawdowns
BCRIX vs. DFXIX - Drawdown Comparison
The maximum BCRIX drawdown since its inception was -20.21%, which is greater than DFXIX's maximum drawdown of -10.51%. Use the drawdown chart below to compare losses from any high point for BCRIX and DFXIX.
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Drawdown Indicators
| BCRIX | DFXIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.21% | -10.51% | -9.70% |
Max Drawdown (1Y)Largest decline over 1 year | -3.03% | -1.69% | -1.34% |
Max Drawdown (3Y)Largest decline over 3 years | -5.36% | -2.00% | -3.36% |
Max Drawdown (5Y)Largest decline over 5 years | -20.05% | -10.51% | -9.54% |
Max Drawdown (10Y)Largest decline over 10 years | -20.21% | — | — |
Current DrawdownCurrent decline from peak | -5.10% | -0.93% | -4.17% |
Average DrawdownAverage peak-to-trough decline | -4.11% | -2.29% | -1.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.25% | 0.63% | +0.62% |
Volatility
BCRIX vs. DFXIX - Volatility Comparison
BlackRock Advantage CoreAlpha Bond Fund (BCRIX) has a higher volatility of 1.16% compared to DFA Diversified Fixed Income Portfolio (DFXIX) at 0.56%. This indicates that BCRIX's price experiences larger fluctuations and is considered to be riskier than DFXIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BCRIX | DFXIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.16% | 0.56% | +0.60% |
Volatility (6M)Calculated over the trailing 6-month period | 2.97% | 2.01% | +0.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.85% | 2.62% | +1.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.07% | 3.59% | +2.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.06% | 3.13% | +1.93% |
BCRIX vs. DFXIX - Expense Ratio Comparison
BCRIX has a 0.28% expense ratio, which is higher than DFXIX's 0.15% expense ratio.
Dividends
BCRIX vs. DFXIX - Dividend Comparison
BCRIX's dividend yield for the trailing twelve months is around 4.39%, more than DFXIX's 3.86% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BCRIX BlackRock Advantage CoreAlpha Bond Fund | 4.39% | 4.59% | 4.53% | 3.41% | 1.85% | 2.49% | 6.25% | 3.75% | 3.07% | 2.81% | 3.21% | 2.93% |
DFXIX DFA Diversified Fixed Income Portfolio | 3.86% | 3.21% | 3.72% | 3.02% | 2.69% | 2.31% | 1.39% | 2.11% | 2.10% | 1.09% | 0.00% | 0.00% |
Frequently Asked Questions
BCRIX and DFXIX have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BCRIX has higher volatility (1.16%) compared to DFXIX (0.56%). In terms of maximum drawdown, BCRIX dropped -20.21% vs DFXIX's -10.51%.
DFXIX currently has the higher Sharpe Ratio (1.19 vs 0.71), 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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