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DFAIX vs. GPICX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DFAIX vs. GPICX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA Short-Duration Real Return Portfolio (DFAIX) and GuidepathConservative Income Fund (GPICX). The values are adjusted to include any dividend payments, if applicable.

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DFAIX vs. GPICX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
DFAIX
DFA Short-Duration Real Return Portfolio
0.86%4.86%6.38%5.64%-2.77%5.40%2.75%5.63%-0.19%
GPICX
GuidepathConservative Income Fund
0.20%3.49%4.73%4.87%-1.67%0.08%-0.23%2.30%0.80%

Returns By Period

In the year-to-date period, DFAIX achieves a 0.86% return, which is significantly higher than GPICX's 0.20% return.


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%

GPICX

1D
0.00%
1M
-0.14%
YTD
0.20%
6M
1.09%
1Y
2.76%
3Y*
4.02%
5Y*
2.31%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DFAIX vs. GPICX - Expense Ratio Comparison

DFAIX has a 0.22% expense ratio, which is lower than GPICX's 0.75% expense ratio.


Return for Risk

DFAIX vs. GPICX — Risk / Return Rank

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

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

GPICX
GPICX Risk / Return Rank: 9898
Overall Rank
GPICX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
GPICX Sortino Ratio Rank: 9696
Sortino Ratio Rank
GPICX Omega Ratio Rank: 9898
Omega Ratio Rank
GPICX Calmar Ratio Rank: 9898
Calmar Ratio Rank
GPICX Martin Ratio Rank: 9999
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.

DFAIX vs. GPICX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA Short-Duration Real Return Portfolio (DFAIX) and GuidepathConservative Income Fund (GPICX). 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.


DFAIXGPICXDifference

Sharpe ratio

Return per unit of total volatility

3.57

2.43

+1.15

Sortino ratio

Return per unit of downside risk

5.96

3.57

+2.39

Omega ratio

Gain probability vs. loss probability

2.07

1.91

+0.17

Calmar ratio

Return relative to maximum drawdown

8.64

5.32

+3.32

Martin ratio

Return relative to average drawdown

34.01

31.04

+2.98

DFAIX vs. GPICX - Sharpe Ratio Comparison

The current DFAIX Sharpe Ratio is 3.57, which is higher than the GPICX Sharpe Ratio of 2.43. The chart below compares the historical Sharpe Ratios of DFAIX and GPICX, 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


DFAIXGPICXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.57

2.43

+1.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.21

2.10

-0.90

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

1.74

-0.65

Correlation

The correlation between DFAIX and GPICX is 0.29, 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. GPICX - Dividend Comparison

DFAIX's dividend yield for the trailing twelve months is around 4.61%, more than GPICX's 3.68% yield.


TTM20252024202320222021202020192018201720162015
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%
GPICX
GuidepathConservative Income Fund
3.68%3.86%4.53%4.23%1.51%0.48%0.57%1.67%1.30%0.00%0.00%0.00%

Drawdowns

DFAIX vs. GPICX - Drawdown Comparison

The maximum DFAIX drawdown since its inception was -5.63%, which is greater than GPICX's maximum drawdown of -3.10%. Use the drawdown chart below to compare losses from any high point for DFAIX and GPICX.


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Drawdown Indicators


DFAIXGPICXDifference

Max Drawdown

Largest peak-to-trough decline

-5.63%

-3.10%

-2.53%

Max Drawdown (1Y)

Largest decline over 1 year

-0.47%

-0.52%

+0.05%

Max Drawdown (5Y)

Largest decline over 5 years

-5.46%

-2.79%

-2.67%

Max Drawdown (10Y)

Largest decline over 10 years

-5.63%

Current Drawdown

Current decline from peak

-0.28%

-0.14%

-0.14%

Average Drawdown

Average peak-to-trough decline

-0.95%

-0.57%

-0.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.12%

0.09%

+0.03%

Volatility

DFAIX vs. GPICX - Volatility Comparison

DFA Short-Duration Real Return Portfolio (DFAIX) has a higher volatility of 0.50% compared to GuidepathConservative Income Fund (GPICX) at 0.36%. This indicates that DFAIX's price experiences larger fluctuations and is considered to be riskier than GPICX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DFAIXGPICXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.50%

0.36%

+0.14%

Volatility (6M)

Calculated over the trailing 6-month period

0.75%

0.55%

+0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

1.07%

1.14%

-0.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.18%

1.10%

+2.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.56%

1.07%

+1.49%