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BFMSX vs. DFEQX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BFMSX vs. DFEQX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Low Duration Bond Portfolio (BFMSX) and DFA Short-Term Extended Quality Portfolio (DFEQX). The values are adjusted to include any dividend payments, if applicable.

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BFMSX vs. DFEQX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BFMSX
BlackRock Low Duration Bond Portfolio
-0.25%6.20%4.94%4.96%-5.34%-0.33%3.47%4.75%1.15%1.98%
DFEQX
DFA Short-Term Extended Quality Portfolio
0.38%4.27%5.50%5.44%-5.18%-0.60%2.24%4.51%1.34%1.51%

Returns By Period

In the year-to-date period, BFMSX achieves a -0.25% return, which is significantly lower than DFEQX's 0.38% return. Over the past 10 years, BFMSX has outperformed DFEQX with an annualized return of 2.22%, while DFEQX has yielded a comparatively lower 1.91% annualized return.


BFMSX

1D
0.11%
1M
-0.87%
YTD
-0.25%
6M
0.93%
1Y
4.21%
3Y*
4.65%
5Y*
1.89%
10Y*
2.22%

DFEQX

1D
0.10%
1M
-0.46%
YTD
0.38%
6M
1.41%
1Y
3.59%
3Y*
4.68%
5Y*
1.91%
10Y*
1.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BFMSX vs. DFEQX - Expense Ratio Comparison

BFMSX has a 0.41% expense ratio, which is higher than DFEQX's 0.19% expense ratio.


Return for Risk

BFMSX vs. DFEQX — Risk / Return Rank

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

BFMSX
BFMSX Risk / Return Rank: 9595
Overall Rank
BFMSX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
BFMSX Sortino Ratio Rank: 9696
Sortino Ratio Rank
BFMSX Omega Ratio Rank: 9696
Omega Ratio Rank
BFMSX Calmar Ratio Rank: 9393
Calmar Ratio Rank
BFMSX Martin Ratio Rank: 9595
Martin Ratio Rank

DFEQX
DFEQX Risk / Return Rank: 9999
Overall Rank
DFEQX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
DFEQX Sortino Ratio Rank: 9999
Sortino Ratio Rank
DFEQX Omega Ratio Rank: 9999
Omega Ratio Rank
DFEQX Calmar Ratio Rank: 9898
Calmar Ratio Rank
DFEQX Martin Ratio Rank: 9898
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.

BFMSX vs. DFEQX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Low Duration Bond Portfolio (BFMSX) and DFA Short-Term Extended Quality Portfolio (DFEQX). 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.


BFMSXDFEQXDifference

Sharpe ratio

Return per unit of total volatility

2.11

4.12

-2.01

Sortino ratio

Return per unit of downside risk

3.65

6.61

-2.96

Omega ratio

Gain probability vs. loss probability

1.57

2.55

-0.98

Calmar ratio

Return relative to maximum drawdown

3.09

4.59

-1.50

Martin ratio

Return relative to average drawdown

14.19

20.66

-6.48

BFMSX vs. DFEQX - Sharpe Ratio Comparison

The current BFMSX Sharpe Ratio is 2.11, which is lower than the DFEQX Sharpe Ratio of 4.12. The chart below compares the historical Sharpe Ratios of BFMSX and DFEQX, 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


BFMSXDFEQXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.11

4.12

-2.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

0.93

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.07

1.13

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

1.59

1.11

+0.48

Correlation

The correlation between BFMSX and DFEQX is 0.49, 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

BFMSX vs. DFEQX - Dividend Comparison

BFMSX's dividend yield for the trailing twelve months is around 4.26%, more than DFEQX's 3.94% yield.


TTM20252024202320222021202020192018201720162015
BFMSX
BlackRock Low Duration Bond Portfolio
4.26%4.56%4.14%3.34%2.67%1.23%2.04%2.63%2.51%2.17%1.76%1.87%
DFEQX
DFA Short-Term Extended Quality Portfolio
3.94%3.62%4.40%3.34%1.78%1.05%0.47%2.18%3.14%1.51%1.59%1.72%

Drawdowns

BFMSX vs. DFEQX - Drawdown Comparison

The maximum BFMSX drawdown since its inception was -12.70%, which is greater than DFEQX's maximum drawdown of -8.40%. Use the drawdown chart below to compare losses from any high point for BFMSX and DFEQX.


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Drawdown Indicators


BFMSXDFEQXDifference

Max Drawdown

Largest peak-to-trough decline

-12.70%

-8.40%

-4.30%

Max Drawdown (1Y)

Largest decline over 1 year

-1.52%

-0.76%

-0.76%

Max Drawdown (5Y)

Largest decline over 5 years

-7.96%

-8.40%

+0.44%

Max Drawdown (10Y)

Largest decline over 10 years

-7.96%

-8.40%

+0.44%

Current Drawdown

Current decline from peak

-1.09%

-0.55%

-0.54%

Average Drawdown

Average peak-to-trough decline

-0.82%

-0.96%

+0.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.33%

0.17%

+0.16%

Volatility

BFMSX vs. DFEQX - Volatility Comparison

BlackRock Low Duration Bond Portfolio (BFMSX) has a higher volatility of 0.77% compared to DFA Short-Term Extended Quality Portfolio (DFEQX) at 0.46%. This indicates that BFMSX's price experiences larger fluctuations and is considered to be riskier than DFEQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BFMSXDFEQXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.77%

0.46%

+0.31%

Volatility (6M)

Calculated over the trailing 6-month period

1.43%

0.66%

+0.77%

Volatility (1Y)

Calculated over the trailing 1-year period

2.09%

0.91%

+1.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.29%

2.06%

+0.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.09%

1.70%

+0.39%