DFAIX vs. DHEIX
Compare and contrast key facts about DFA Short-Duration Real Return Portfolio (DFAIX) and Diamond Hill Short Duration Securitized Bond Fund Class I (DHEIX).
DFAIX is managed by Dimensional. It was launched on Nov 5, 2013. DHEIX is a passively managed fund by Diamond Hill that tracks the performance of the Bloomberg US 1-3 Yr. Gov./Credit Index. It was launched on Jul 5, 2016.
Performance
DFAIX vs. DHEIX - Performance Comparison
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DFAIX vs. DHEIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFAIX DFA Short-Duration Real Return Portfolio | 0.86% | 4.86% | 6.38% | 5.64% | -2.77% | 5.40% | 2.75% | 5.63% | 0.11% | 1.61% |
DHEIX Diamond Hill Short Duration Securitized Bond Fund Class I | 0.82% | 6.06% | 9.33% | 8.91% | -3.38% | 2.74% | 3.09% | 4.85% | 3.18% | 4.23% |
Returns By Period
The year-to-date returns for both stocks are quite close, with DFAIX having a 0.86% return and DHEIX slightly lower at 0.82%.
DFAIX
- 1D
- 0.19%
- 1M
- -0.09%
- YTD
- 0.86%
- 6M
- 1.22%
- 1Y
- 3.68%
- 3Y*
- 5.27%
- 5Y*
- 3.82%
- 10Y*
- 3.20%
DHEIX
- 1D
- 0.13%
- 1M
- -0.27%
- YTD
- 0.82%
- 6M
- 1.75%
- 1Y
- 5.26%
- 3Y*
- 7.69%
- 5Y*
- 4.48%
- 10Y*
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DFAIX vs. DHEIX - Expense Ratio Comparison
DFAIX has a 0.22% expense ratio, which is lower than DHEIX's 0.53% expense ratio.
Return for Risk
DFAIX vs. DHEIX — Risk / Return Rank
DFAIX
DHEIX
DFAIX vs. DHEIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Short-Duration Real Return Portfolio (DFAIX) and Diamond Hill Short Duration Securitized Bond Fund Class I (DHEIX). 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.
| DFAIX | DHEIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.57 | 4.60 | -1.03 |
Sortino ratioReturn per unit of downside risk | 5.96 | 8.07 | -2.12 |
Omega ratioGain probability vs. loss probability | 2.07 | 2.53 | -0.46 |
Calmar ratioReturn relative to maximum drawdown | 8.64 | 10.74 | -2.10 |
Martin ratioReturn relative to average drawdown | 34.01 | 40.46 | -6.45 |
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
| DFAIX | DHEIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.57 | 4.60 | -1.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.21 | 2.96 | -1.75 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.26 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.08 | 1.87 | -0.78 |
Correlation
The correlation between DFAIX and DHEIX is 0.32, 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
DFAIX vs. DHEIX - Dividend Comparison
DFAIX's dividend yield for the trailing twelve months is around 4.61%, less than DHEIX's 5.98% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFAIX DFA Short-Duration Real Return Portfolio | 4.61% | 4.65% | 4.14% | 3.66% | 1.68% | 0.98% | 0.82% | 2.53% | 2.72% | 1.71% | 1.41% | 1.29% |
DHEIX Diamond Hill Short Duration Securitized Bond Fund Class I | 5.98% | 5.51% | 6.21% | 5.52% | 3.72% | 2.62% | 3.22% | 4.05% | 3.74% | 3.45% | 0.00% | 0.00% |
Drawdowns
DFAIX vs. DHEIX - Drawdown Comparison
The maximum DFAIX drawdown since its inception was -5.63%, smaller than the maximum DHEIX drawdown of -12.33%. Use the drawdown chart below to compare losses from any high point for DFAIX and DHEIX.
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Drawdown Indicators
| DFAIX | DHEIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.63% | -12.33% | +6.70% |
Max Drawdown (1Y)Largest decline over 1 year | -0.47% | -0.50% | +0.03% |
Max Drawdown (5Y)Largest decline over 5 years | -5.46% | -4.87% | -0.59% |
Max Drawdown (10Y)Largest decline over 10 years | -5.63% | — | — |
Current DrawdownCurrent decline from peak | -0.28% | -0.27% | -0.01% |
Average DrawdownAverage peak-to-trough decline | -0.95% | -0.77% | -0.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.12% | 0.13% | -0.01% |
Volatility
DFAIX vs. DHEIX - Volatility Comparison
DFA Short-Duration Real Return Portfolio (DFAIX) has a higher volatility of 0.50% compared to Diamond Hill Short Duration Securitized Bond Fund Class I (DHEIX) at 0.38%. This indicates that DFAIX's price experiences larger fluctuations and is considered to be riskier than DHEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFAIX | DHEIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.50% | 0.38% | +0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 0.75% | 0.73% | +0.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.07% | 1.15% | -0.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.18% | 1.52% | +1.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.56% | 2.28% | +0.28% |