DFAAX vs. SWRSX
Compare and contrast key facts about DFA Global Core Plus Real Return Portfolio (DFAAX) and Schwab Treasury Inflation Protected Securities Index Fund (SWRSX).
DFAAX is managed by Dimensional. It was launched on May 5, 2021. SWRSX is managed by Charles Schwab. It was launched on Mar 30, 2006.
Performance
DFAAX vs. SWRSX - Performance Comparison
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DFAAX vs. SWRSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DFAAX DFA Global Core Plus Real Return Portfolio | -0.28% | 5.18% | 4.41% | 9.49% | -13.40% | 20.47% |
SWRSX Schwab Treasury Inflation Protected Securities Index Fund | 0.39% | 6.84% | 1.95% | 3.80% | -12.01% | 4.95% |
Returns By Period
In the year-to-date period, DFAAX achieves a -0.28% return, which is significantly lower than SWRSX's 0.39% return.
DFAAX
- 1D
- 0.45%
- 1M
- -2.10%
- YTD
- -0.28%
- 6M
- -0.90%
- 1Y
- 1.97%
- 3Y*
- 4.78%
- 5Y*
- —
- 10Y*
- —
SWRSX
- 1D
- 0.58%
- 1M
- -1.33%
- YTD
- 0.39%
- 6M
- 0.33%
- 1Y
- 2.91%
- 3Y*
- 3.14%
- 5Y*
- 1.42%
- 10Y*
- 2.57%
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DFAAX vs. SWRSX - Expense Ratio Comparison
DFAAX has a 0.29% expense ratio, which is higher than SWRSX's 0.05% expense ratio.
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.
| DFAAX | SWRSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.66 | 0.84 | -0.19 |
Sortino ratioReturn per unit of downside risk | 0.92 | 1.17 | -0.25 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.16 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.98 | 1.44 | -0.46 |
Martin ratioReturn relative to average drawdown | 3.60 | 4.27 | -0.67 |
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
| DFAAX | SWRSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.66 | 0.84 | -0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.24 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.48 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.57 | -0.01 |
Correlation
The correlation between DFAAX and SWRSX is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
DFAAX vs. SWRSX - Dividend Comparison
DFAAX's dividend yield for the trailing twelve months is around 3.48%, more than SWRSX's 3.36% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFAAX DFA Global Core Plus Real Return Portfolio | 3.48% | 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 | 3.36% | 4.20% | 3.68% | 3.11% | 7.95% | 4.45% | 1.33% | 2.20% | 2.87% | 1.75% | 1.81% | 1.06% |
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 | -2.99% | -2.68% | -0.31% |
Max Drawdown (5Y)Largest decline over 5 years | — | -14.29% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -14.29% | — |
Current DrawdownCurrent decline from peak | -2.10% | -1.33% | -0.77% |
Average DrawdownAverage peak-to-trough decline | -4.70% | -3.75% | -0.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.81% | 0.90% | -0.09% |
Volatility
DFAAX vs. SWRSX - Volatility Comparison
DFA Global Core Plus Real Return Portfolio (DFAAX) has a higher volatility of 1.37% compared to Schwab Treasury Inflation Protected Securities Index Fund (SWRSX) at 1.30%. This indicates that DFAAX's price experiences larger fluctuations and is considered to be riskier 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 | 1.37% | 1.30% | +0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 1.98% | 2.17% | -0.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.70% | 4.00% | -0.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.45% | 6.05% | +2.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.45% | 5.39% | +3.06% |