BSBSX vs. DFCFX
Compare and contrast key facts about Baird Short-Term Bond Fund Investor Class (BSBSX) and DFA Two-Year Fixed Income Portfolio (DFCFX).
BSBSX is a passively managed fund by Baird that tracks the performance of the Bloomberg 1-3 Year U.S. Government/Credit Index. It was launched on Sep 19, 2012. DFCFX is managed by Dimensional. It was launched on Jun 6, 1996.
Performance
BSBSX vs. DFCFX - Performance Comparison
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BSBSX vs. DFCFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BSBSX Baird Short-Term Bond Fund Investor Class | 0.21% | 5.41% | 4.73% | 5.39% | -3.88% | -0.57% | 3.87% | 4.42% | 1.24% | 1.28% |
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, BSBSX achieves a 0.21% return, which is significantly lower than DFCFX's 0.89% return. Over the past 10 years, BSBSX has underperformed DFCFX with an annualized return of 2.26%, while DFCFX has yielded a comparatively higher 2.44% annualized return.
BSBSX
- 1D
- 0.11%
- 1M
- -0.41%
- YTD
- 0.21%
- 6M
- 1.16%
- 1Y
- 3.89%
- 3Y*
- 4.75%
- 5Y*
- 2.20%
- 10Y*
- 2.26%
DFCFX
- 1D
- 0.00%
- 1M
- 0.26%
- YTD
- 0.89%
- 6M
- 1.87%
- 1Y
- 2.98%
- 3Y*
- 4.06%
- 5Y*
- 3.68%
- 10Y*
- 2.44%
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BSBSX vs. DFCFX - Expense Ratio Comparison
BSBSX has a 0.55% expense ratio, which is higher than DFCFX's 0.21% expense ratio.
Return for Risk
BSBSX vs. DFCFX — Risk / Return Rank
BSBSX
DFCFX
BSBSX vs. DFCFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Baird Short-Term Bond Fund Investor Class (BSBSX) 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.
| BSBSX | DFCFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.54 | 2.59 | -0.05 |
Sortino ratioReturn per unit of downside risk | 3.98 | 2.98 | +1.00 |
Omega ratioGain probability vs. loss probability | 1.57 | 3.80 | -2.23 |
Calmar ratioReturn relative to maximum drawdown | 4.79 | 2.07 | +2.72 |
Martin ratioReturn relative to average drawdown | 19.62 | 5.56 | +14.06 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BSBSX | DFCFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.54 | 2.59 | -0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.14 | 0.84 | +0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.35 | 0.78 | +0.57 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.30 | 1.34 | -0.04 |
Correlation
The correlation between BSBSX and DFCFX is 0.37, 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
BSBSX vs. DFCFX - Dividend Comparison
BSBSX's dividend yield for the trailing twelve months is around 4.05%, more than DFCFX's 2.94% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BSBSX Baird Short-Term Bond Fund Investor Class | 4.05% | 4.10% | 4.08% | 3.16% | 1.54% | 1.17% | 2.37% | 2.24% | 1.96% | 1.49% | 1.35% | 1.37% |
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
BSBSX vs. DFCFX - Drawdown Comparison
The maximum BSBSX drawdown since its inception was -6.29%, which is greater than DFCFX's maximum drawdown of -4.27%. Use the drawdown chart below to compare losses from any high point for BSBSX and DFCFX.
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Drawdown Indicators
| BSBSX | DFCFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.29% | -4.27% | -2.02% |
Max Drawdown (1Y)Largest decline over 1 year | -0.84% | -1.03% | +0.19% |
Max Drawdown (5Y)Largest decline over 5 years | -6.29% | -4.27% | -2.02% |
Max Drawdown (10Y)Largest decline over 10 years | -6.29% | -4.27% | -2.02% |
Current DrawdownCurrent decline from peak | -0.51% | 0.00% | -0.51% |
Average DrawdownAverage peak-to-trough decline | -0.68% | -0.26% | -0.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.20% | 0.38% | -0.18% |
Volatility
BSBSX vs. DFCFX - Volatility Comparison
Baird Short-Term Bond Fund Investor Class (BSBSX) has a higher volatility of 0.48% compared to DFA Two-Year Fixed Income Portfolio (DFCFX) at 0.15%. This indicates that BSBSX'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
| BSBSX | DFCFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.48% | 0.15% | +0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 0.90% | 0.42% | +0.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.58% | 1.21% | +0.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.93% | 4.39% | -2.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.67% | 3.13% | -1.46% |