BRASX vs. DFCFX
Compare and contrast key facts about BlackRock Allocation Target Shares Series S Portfolio (BRASX) and DFA Two-Year Fixed Income Portfolio (DFCFX).
BRASX is managed by BlackRock. It was launched on Sep 30, 2004. DFCFX is managed by Dimensional. It was launched on Jun 6, 1996.
Performance
BRASX vs. DFCFX - Performance Comparison
Loading graphics...
BRASX vs. DFCFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BRASX BlackRock Allocation Target Shares Series S Portfolio | -0.24% | 6.08% | 4.32% | 4.89% | -4.73% | -0.12% | 3.74% | 6.22% | 1.00% | 1.75% |
DFCFX DFA Two-Year Fixed Income Portfolio | 0.89% | 2.28% | 5.33% | 4.92% | -3.28% | 8.60% | 0.57% | 2.65% | 1.78% | 0.92% |
Returns By Period
In the year-to-date period, BRASX achieves a -0.24% return, which is significantly lower than DFCFX's 0.89% return. Over the past 10 years, BRASX has underperformed DFCFX with an annualized return of 2.22%, while DFCFX has yielded a comparatively higher 2.44% annualized return.
BRASX
- 1D
- 0.11%
- 1M
- -1.07%
- YTD
- -0.24%
- 6M
- 1.02%
- 1Y
- 4.18%
- 3Y*
- 4.39%
- 5Y*
- 1.95%
- 10Y*
- 2.22%
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
BRASX vs. DFCFX - Expense Ratio Comparison
BRASX has a 0.00% 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
BRASX vs. DFCFX — Risk / Return Rank
BRASX
DFCFX
BRASX vs. DFCFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Allocation Target Shares Series S Portfolio (BRASX) 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.
| BRASX | DFCFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.94 | 2.59 | -0.65 |
Sortino ratioReturn per unit of downside risk | 3.71 | 2.98 | +0.73 |
Omega ratioGain probability vs. loss probability | 1.54 | 3.80 | -2.26 |
Calmar ratioReturn relative to maximum drawdown | 3.37 | 2.07 | +1.30 |
Martin ratioReturn relative to average drawdown | 14.08 | 5.56 | +8.52 |
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
| BRASX | DFCFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.94 | 2.59 | -0.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.86 | 0.84 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.93 | 0.78 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 1.34 | -0.83 |
Correlation
The correlation between BRASX and DFCFX is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
BRASX vs. DFCFX - Dividend Comparison
BRASX's dividend yield for the trailing twelve months is around 4.22%, more than DFCFX's 2.94% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRASX BlackRock Allocation Target Shares Series S Portfolio | 4.22% | 4.57% | 3.44% | 2.96% | 2.18% | 1.34% | 2.49% | 3.06% | 2.26% | 2.16% | 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
BRASX vs. DFCFX - Drawdown Comparison
The maximum BRASX drawdown since its inception was -10.61%, which is greater than DFCFX's maximum drawdown of -4.27%. Use the drawdown chart below to compare losses from any high point for BRASX and DFCFX.
Loading graphics...
Drawdown Indicators
| BRASX | DFCFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.61% | -4.27% | -6.34% |
Max Drawdown (1Y)Largest decline over 1 year | -1.39% | -1.03% | -0.36% |
Max Drawdown (5Y)Largest decline over 5 years | -7.47% | -4.27% | -3.20% |
Max Drawdown (10Y)Largest decline over 10 years | -10.61% | -4.27% | -6.34% |
Current DrawdownCurrent decline from peak | -1.07% | 0.00% | -1.07% |
Average DrawdownAverage peak-to-trough decline | -2.01% | -0.26% | -1.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.33% | 0.38% | -0.05% |
Volatility
BRASX vs. DFCFX - Volatility Comparison
BlackRock Allocation Target Shares Series S Portfolio (BRASX) has a higher volatility of 0.64% compared to DFA Two-Year Fixed Income Portfolio (DFCFX) at 0.15%. This indicates that BRASX'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.
Loading graphics...
Volatility by Period
| BRASX | DFCFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.64% | 0.15% | +0.49% |
Volatility (6M)Calculated over the trailing 6-month period | 1.46% | 0.43% | +1.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.38% | 1.21% | +1.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.27% | 4.39% | -2.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.39% | 3.13% | -0.74% |