DFAIX vs. SLQD

The year-to-date returns for both investments are quite close, with DFAIX having a 2.58% return and SLQD slightly higher at 2.62%. Over the past 10 years, DFAIX has outperformed SLQD with an annualized return of 3.01%, while SLQD has yielded a comparatively lower 2.41% annualized return.

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DFAIX has a 0.22% expense ratio, which is higher than SLQD's 0.06% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

This table presents a comparison of risk-adjusted performance metrics for DFA Short-Duration Real Return Portfolio (DFAIX) and iShares 0-5 Year Investment Grade Corporate Bond ETF (SLQD). 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.

The current DFAIX Sharpe Ratio is 6.19, which is higher than the SLQD Sharpe Ratio of 3.22. The chart below compares the historical Sharpe Ratios of DFAIX and SLQD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DFAIX's dividend yield for the trailing twelve months is around 4.04%, more than SLQD's 3.86% yield.

The maximum DFAIX drawdown since its inception was -5.63%, smaller than the maximum SLQD drawdown of -12.69%. Use the drawdown chart below to compare losses from any high point for DFAIX and SLQD.

The current volatility for DFA Short-Duration Real Return Portfolio (DFAIX) is 0.36%, while iShares 0-5 Year Investment Grade Corporate Bond ETF (SLQD) has a volatility of 0.57%. This indicates that DFAIX experiences smaller price fluctuations and is considered to be less risky than SLQD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.