BUSIX vs. DFYGX

Last updated Jun 4, 2026

BUSIX (Sterling Capital Ultra Short Bond Fund) and DFYGX (DFA Two-Year Government Portfolio) are both Ultrashort Bond funds. At a 0.15 correlation, their price movements are largely independent. BUSIX charges 0.27%/yr vs 0.17%/yr for DFYGX.

Performance

BUSIX vs. DFYGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sterling Capital Ultra Short Bond Fund (BUSIX) and DFA Two-Year Government Portfolio (DFYGX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

BUSIX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

DFYGX

• 1D: 0.00%
• 1M: 0.21%
• YTD: 1.41%
• 6M: 1.69%
• 1Y: 2.63%
• 3Y*: 3.92%
• 5Y*: 1.99%
• 10Y*: 1.43%

*Multi-year figures are annualized to reflect compound growth (CAGR)

BUSIX vs. DFYGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BUSIX Sterling Capital Ultra Short Bond Fund	0.83%	4.93%	5.87%	5.09%	0.32%	0.31%	2.16%	3.27%	1.66%	1.37%
DFYGX DFA Two-Year Government Portfolio	1.41%	2.16%	5.15%	5.00%	-3.02%	-0.51%	0.38%	2.20%	1.42%	0.29%

Correlation

The correlation between BUSIX and DFYGX is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.03
Correlation (3Y) Calculated over the trailing 3-year period	0.02
Correlation (5Y) Calculated over the trailing 5-year period	0.19
Correlation (10Y) Calculated over the trailing 10-year period	0.13
Correlation (All Time) Calculated using the full available price history since Jan 3, 2013	0.15

The correlation between BUSIX and DFYGX shifts across timeframes, from -0.03 (1 year) to 0.19 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

BUSIX vs. DFYGX — Risk / Return Rank

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

DFYGX

DFYGX Risk / Return Rank: 55
DFYGX Sharpe Ratio Rank: 52
DFYGX Sortino Ratio Rank: 35
DFYGX Omega Ratio Rank: 99
DFYGX Calmar Ratio Rank: 46
DFYGX Martin Ratio Rank: 44

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.

BUSIX vs. DFYGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sterling Capital Ultra Short Bond Fund (BUSIX) and DFA Two-Year Government Portfolio (DFYGX). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	BUSIX	DFYGX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.12	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.62	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	1.44	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	1.85	—

Drawdowns

Drawdown Indicators

	BUSIX	DFYGX	Difference
Max Drawdown Largest peak-to-trough decline	—	-4.46%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-1.04%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-1.04%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-4.36%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-4.46%	—
Current Drawdown Current decline from peak	—	-0.10%	—
Average Drawdown Average peak-to-trough decline	—	-0.30%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.29%	—

Volatility

Volatility by Period

	BUSIX	DFYGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	0.34%	—
Volatility (6M) Calculated over the trailing 6-month period	—	0.54%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	1.26%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	1.24%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	1.00%	—

BUSIX vs. DFYGX - Expense Ratio Comparison

BUSIX has a 0.27% expense ratio, which is higher than DFYGX's 0.17% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

BUSIX vs. DFYGX - Dividend Comparison

BUSIX's dividend yield for the trailing twelve months is around 3.19%, more than DFYGX's 2.80% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BUSIX Sterling Capital Ultra Short Bond Fund	3.19%	4.29%	4.65%	3.48%	1.87%	1.24%	1.72%	2.60%	2.05%	1.57%	1.74%	1.36%
DFYGX DFA Two-Year Government Portfolio	2.80%	2.04%	4.84%	3.07%	1.14%	0.00%	0.27%	1.87%	1.82%	1.01%	0.58%	0.49%

Frequently Asked Questions

Can I hold both BUSIX and DFYGX in my portfolio?

BUSIX and DFYGX have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.