BFMSX vs. DFEQX
Compare and contrast key facts about BlackRock Low Duration Bond Portfolio (BFMSX) and DFA Short-Term Extended Quality Portfolio (DFEQX).
BFMSX is managed by BlackRock. It was launched on Jul 17, 1992. DFEQX is managed by Dimensional. It was launched on Mar 4, 2009.
Performance
BFMSX vs. DFEQX - Performance Comparison
Loading graphics...
BFMSX vs. DFEQX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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
BFMSX
DFEQX
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.
| BFMSX | DFEQX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.11 | 4.12 | -2.01 |
Sortino ratioReturn per unit of downside risk | 3.65 | 6.61 | -2.96 |
Omega ratioGain probability vs. loss probability | 1.57 | 2.55 | -0.98 |
Calmar ratioReturn relative to maximum drawdown | 3.09 | 4.59 | -1.50 |
Martin ratioReturn relative to average drawdown | 14.19 | 20.66 | -6.48 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| BFMSX | DFEQX | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
Loading graphics...
Drawdown Indicators
| BFMSX | DFEQX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.09% | -0.55% | -0.54% |
Average DrawdownAverage peak-to-trough decline | -0.82% | -0.96% | +0.14% |
Ulcer IndexDepth 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.
Loading graphics...
Volatility by Period
| BFMSX | DFEQX | Difference | |
|---|---|---|---|
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% |