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DFABX vs. FMOTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DFABX vs. FMOTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA Short-Term Selective State Municipal Bond Portfolio (DFABX) and Nuveen Missouri Municipal Bond Fund (FMOTX). The values are adjusted to include any dividend payments, if applicable.

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DFABX vs. FMOTX - Yearly Performance Comparison


2026 (YTD)2025202420232022
DFABX
DFA Short-Term Selective State Municipal Bond Portfolio
0.58%2.46%2.90%2.87%0.55%
FMOTX
Nuveen Missouri Municipal Bond Fund
-0.47%3.09%2.02%6.20%-2.38%

Returns By Period

In the year-to-date period, DFABX achieves a 0.58% return, which is significantly higher than FMOTX's -0.47% return.


DFABX

1D
0.05%
1M
-0.05%
YTD
0.58%
6M
1.12%
1Y
2.73%
3Y*
2.60%
5Y*
10Y*

FMOTX

1D
0.10%
1M
-2.18%
YTD
-0.47%
6M
1.20%
1Y
3.31%
3Y*
2.77%
5Y*
0.73%
10Y*
2.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DFABX vs. FMOTX - Expense Ratio Comparison

DFABX has a 0.25% expense ratio, which is lower than FMOTX's 0.75% expense ratio.


Return for Risk

DFABX vs. FMOTX — Risk / Return Rank

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

DFABX
DFABX Risk / Return Rank: 9999
Overall Rank
DFABX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
DFABX Sortino Ratio Rank: 9999
Sortino Ratio Rank
DFABX Omega Ratio Rank: 9999
Omega Ratio Rank
DFABX Calmar Ratio Rank: 9898
Calmar Ratio Rank
DFABX Martin Ratio Rank: 9999
Martin Ratio Rank

FMOTX
FMOTX Risk / Return Rank: 3232
Overall Rank
FMOTX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
FMOTX Sortino Ratio Rank: 2828
Sortino Ratio Rank
FMOTX Omega Ratio Rank: 5656
Omega Ratio Rank
FMOTX Calmar Ratio Rank: 2525
Calmar Ratio Rank
FMOTX Martin Ratio Rank: 2020
Martin Ratio Rank
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.

DFABX vs. FMOTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA Short-Term Selective State Municipal Bond Portfolio (DFABX) and Nuveen Missouri Municipal Bond Fund (FMOTX). 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.


DFABXFMOTXDifference

Sharpe ratio

Return per unit of total volatility

3.90

0.78

+3.12

Sortino ratio

Return per unit of downside risk

7.13

1.06

+6.08

Omega ratio

Gain probability vs. loss probability

3.50

1.22

+2.28

Calmar ratio

Return relative to maximum drawdown

4.84

0.75

+4.09

Martin ratio

Return relative to average drawdown

26.76

2.16

+24.60

DFABX vs. FMOTX - Sharpe Ratio Comparison

The current DFABX Sharpe Ratio is 3.90, which is higher than the FMOTX Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of DFABX and FMOTX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DFABXFMOTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.90

0.78

+3.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

2.44

1.16

+1.28

Correlation

The correlation between DFABX and FMOTX is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

DFABX vs. FMOTX - Dividend Comparison

DFABX's dividend yield for the trailing twelve months is around 2.70%, less than FMOTX's 3.25% yield.


TTM20252024202320222021202020192018201720162015
DFABX
DFA Short-Term Selective State Municipal Bond Portfolio
2.70%2.33%2.86%2.52%1.25%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FMOTX
Nuveen Missouri Municipal Bond Fund
3.25%3.47%3.44%3.16%2.84%2.39%2.74%3.43%3.35%3.29%3.56%3.64%

Drawdowns

DFABX vs. FMOTX - Drawdown Comparison

The maximum DFABX drawdown since its inception was -2.46%, smaller than the maximum FMOTX drawdown of -14.87%. Use the drawdown chart below to compare losses from any high point for DFABX and FMOTX.


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Drawdown Indicators


DFABXFMOTXDifference

Max Drawdown

Largest peak-to-trough decline

-2.46%

-14.87%

+12.41%

Max Drawdown (1Y)

Largest decline over 1 year

-0.50%

-4.98%

+4.48%

Max Drawdown (5Y)

Largest decline over 5 years

-14.40%

Max Drawdown (10Y)

Largest decline over 10 years

-14.40%

Current Drawdown

Current decline from peak

-0.06%

-2.18%

+2.12%

Average Drawdown

Average peak-to-trough decline

-0.25%

-1.82%

+1.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.09%

1.71%

-1.62%

Volatility

DFABX vs. FMOTX - Volatility Comparison

The current volatility for DFA Short-Term Selective State Municipal Bond Portfolio (DFABX) is 0.18%, while Nuveen Missouri Municipal Bond Fund (FMOTX) has a volatility of 0.89%. This indicates that DFABX experiences smaller price fluctuations and is considered to be less risky than FMOTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DFABXFMOTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.18%

0.89%

-0.71%

Volatility (6M)

Calculated over the trailing 6-month period

0.40%

1.47%

-1.07%

Volatility (1Y)

Calculated over the trailing 1-year period

0.71%

4.93%

-4.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.97%

4.04%

-3.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.97%

3.98%

-3.01%