DFAAX vs. SWRSX
DFAAX (DFA Global Core Plus Real Return Portfolio) and SWRSX (Schwab Treasury Inflation Protected Securities Index Fund) are both Inflation-Protected Bonds funds. Over the past 5 years, DFAAX returned 4.30%/yr vs 0.31%/yr for SWRSX. Their correlation of 0.80 means they have usually moved in the same direction. DFAAX charges 0.29%/yr vs 0.05%/yr for SWRSX.
Performance
DFAAX vs. SWRSX - Performance Comparison
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Returns By Period
In the year-to-date period, DFAAX achieves a 2.04% return, which is significantly higher than SWRSX's 0.70% return.
DFAAX
- 1D
- 0.10%
- 1M
- -0.62%
- 6M
- 0.68%
- YTD
- 2.04%
- 1Y
- 3.38%
- 3Y*
- 5.35%
- 5Y*
- 4.30%
- 10Y*
- —
- ALL TIME*
- 4.83%
SWRSX
- 1D
- 0.00%
- 1M
- -0.49%
- 6M
- 0.22%
- YTD
- 0.70%
- 1Y
- 2.04%
- 3Y*
- 3.69%
- 5Y*
- 0.31%
- 10Y*
- 2.40%
- ALL TIME*
- 3.30%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
DFAAX vs. SWRSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DFAAX DFA Global Core Plus Real Return Portfolio | 2.04% | 5.18% | 4.41% | 9.49% | -13.40% | 20.47% |
SWRSX Schwab Treasury Inflation Protected Securities Index Fund | 0.70% | 6.84% | 1.95% | 3.80% | -12.01% | 5.46% |
Correlation
The correlation between DFAAX and SWRSX is 0.71, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.71 |
Correlation (3Y) Balances recent behavior with more history. | 0.79 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.81 |
Correlation (All Time) Calculated using the full available price history since May 5, 2021 | 0.80 |
The correlation between DFAAX and SWRSX has been stable across timeframes, ranging from 0.71 to 0.81 - a consistent structural relationship.
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Return for Risk
DFAAX vs. SWRSX — Risk / Return Rank
DFAAX
SWRSX
DFAAX vs. SWRSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Global Core Plus Real Return Portfolio (DFAAX) and Schwab Treasury Inflation Protected Securities Index Fund (SWRSX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DFAAX | SWRSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.27 | ||
| Sortino ratioReturn per unit of downside risk | +0.41 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.14 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.25 | 1.34 | -0.08 |
| Martin ratioReturn relative to average drawdown | 4.28 | 3.65 | +0.63 |
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Drawdowns
DFAAX vs. SWRSX - Drawdown Comparison
The maximum DFAAX drawdown since its inception was -16.64%, which is greater than SWRSX's maximum drawdown of -14.29%. Use the drawdown chart below to compare losses from any high point for DFAAX and SWRSX.
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Drawdown Indicators
| DFAAX | SWRSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.64% | -14.29% | -2.35% |
Max Drawdown (1Y)Largest decline over 1 year | -2.55% | -1.90% | -0.65% |
Max Drawdown (3Y)Largest decline over 3 years | -3.13% | -3.96% | +0.83% |
Max Drawdown (5Y)Largest decline over 5 years | -16.64% | -14.29% | -2.35% |
Max Drawdown (10Y)Largest decline over 10 years | — | -14.29% | — |
Current DrawdownCurrent decline from peak | -1.00% | -1.09% | +0.09% |
Average DrawdownAverage peak-to-trough decline | -4.43% | -3.70% | -0.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.74% | 0.70% | +0.04% |
Volatility
DFAAX vs. SWRSX - Volatility Comparison
The current volatility for DFA Global Core Plus Real Return Portfolio (DFAAX) is 0.69%, while Schwab Treasury Inflation Protected Securities Index Fund (SWRSX) has a volatility of 0.77%. This indicates that DFAAX experiences smaller price fluctuations and is considered to be less risky than SWRSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFAAX | SWRSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.69% | 0.77% | -0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 2.32% | 2.38% | -0.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.98% | 3.18% | -0.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.36% | 6.01% | +2.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.21% | 5.36% | +2.85% |
DFAAX vs. SWRSX - Expense Ratio Comparison
DFAAX has a 0.29% expense ratio, which is higher than SWRSX's 0.05% expense ratio.
Dividends
DFAAX vs. SWRSX - Dividend Comparison
DFAAX's dividend yield for the trailing twelve months is around 4.60%, more than SWRSX's 4.44% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFAAX DFA Global Core Plus Real Return Portfolio | 4.60% | 2.90% | 4.09% | 3.96% | 2.06% | 13.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SWRSX Schwab Treasury Inflation Protected Securities Index Fund | 4.44% | 4.20% | 3.68% | 3.11% | 7.95% | 4.45% | 1.33% | 2.20% | 2.87% | 1.75% | 1.81% | 1.06% |
Frequently Asked Questions
DFAAX and SWRSX have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SWRSX has higher volatility (0.77%) compared to DFAAX (0.69%). In terms of maximum drawdown, DFAAX dropped -16.64% vs SWRSX's -14.29%.
DFAAX currently has the higher Sharpe Ratio (1.07 vs 0.80), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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