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DFALX vs. MUB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DFALX vs. MUB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA Large Cap International Portfolio (DFALX) and iShares National AMT-Free Muni Bond ETF (MUB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DFALX achieves a 10.02% return, which is significantly higher than MUB's 1.28% return. Over the past 10 years, DFALX has outperformed MUB with an annualized return of 10.35%, while MUB has yielded a comparatively lower 1.92% annualized return.


DFALX

1D
2.73%
1M
0.45%
YTD
10.02%
6M
11.54%
1Y
25.05%
3Y*
18.07%
5Y*
9.39%
10Y*
10.35%

MUB

1D
-0.01%
1M
0.63%
YTD
1.28%
6M
1.80%
1Y
6.40%
3Y*
3.35%
5Y*
0.80%
10Y*
1.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DFALX vs. MUB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DFALX
DFA Large Cap International Portfolio
10.02%33.60%4.55%17.88%-13.04%12.79%8.13%22.05%-14.15%25.35%
MUB
iShares National AMT-Free Muni Bond ETF
1.28%3.78%1.26%5.56%-7.34%1.02%5.12%7.06%0.93%4.72%

Correlation

The correlation between DFALX and MUB is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.38

Correlation (3Y)
Calculated over the trailing 3-year period

0.31

Correlation (5Y)
Calculated over the trailing 5-year period

0.25

Correlation (10Y)
Calculated over the trailing 10-year period

0.10

Correlation (All Time)
Calculated using the full available price history since Sep 10, 2007

-0.01

The correlation between DFALX and MUB shifts across timeframes, from -0.01 (all time) to 0.38 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

DFALX vs. MUB — Risk / Return Rank

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

DFALX
DFALX Risk / Return Rank: 5353
Overall Rank
DFALX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
DFALX Sortino Ratio Rank: 5353
Sortino Ratio Rank
DFALX Omega Ratio Rank: 5151
Omega Ratio Rank
DFALX Calmar Ratio Rank: 5454
Calmar Ratio Rank
DFALX Martin Ratio Rank: 5454
Martin Ratio Rank

MUB
MUB Risk / Return Rank: 6969
Overall Rank
MUB Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
MUB Sortino Ratio Rank: 8181
Sortino Ratio Rank
MUB Omega Ratio Rank: 8585
Omega Ratio Rank
MUB Calmar Ratio Rank: 5151
Calmar Ratio Rank
MUB Martin Ratio Rank: 5151
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.

DFALX vs. MUB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA Large Cap International Portfolio (DFALX) and iShares National AMT-Free Muni Bond ETF (MUB). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DFALXMUBDifference
Sharpe ratioReturn per unit of total volatility

-0.46

Sortino ratioReturn per unit of downside risk

-0.73

Omega ratioGain probability vs. loss probability

1.30

1.44

-0.14

Calmar ratioReturn relative to maximum drawdown

2.32

2.22

+0.10

Martin ratioReturn relative to average drawdown

8.96

7.77

+1.20

DFALX vs. MUB - Sharpe Ratio Comparison

The current DFALX Sharpe Ratio is 1.70, which is comparable to the MUB Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of DFALX and MUB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DFALX vs. MUB - Drawdown Comparison

The maximum DFALX drawdown since its inception was -59.76%, which is greater than MUB's maximum drawdown of -13.68%. Use the drawdown chart below to compare losses from any high point for DFALX and MUB.


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Drawdown Indicators


DFALXMUBDifference

Max Drawdown

Largest peak-to-trough decline

-59.76%

-13.68%

-46.08%

Max Drawdown (1Y)

Largest decline over 1 year

-10.70%

-2.79%

-7.91%

Max Drawdown (3Y)

Largest decline over 3 years

-13.11%

-5.34%

-7.77%

Max Drawdown (5Y)

Largest decline over 5 years

-27.52%

-11.88%

-15.64%

Max Drawdown (10Y)

Largest decline over 10 years

-35.58%

-13.68%

-21.90%

Current Drawdown

Current decline from peak

-0.81%

-0.66%

-0.15%

Average Drawdown

Average peak-to-trough decline

-12.00%

-2.23%

-9.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.76%

0.80%

+1.96%

Volatility

DFALX vs. MUB - Volatility Comparison

DFA Large Cap International Portfolio (DFALX) has a higher volatility of 4.92% compared to iShares National AMT-Free Muni Bond ETF (MUB) at 1.01%. This indicates that DFALX's price experiences larger fluctuations and is considered to be riskier than MUB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DFALXMUBDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.92%

1.01%

+3.91%

Volatility (6M)

Calculated over the trailing 6-month period

12.05%

2.25%

+9.80%

Volatility (1Y)

Calculated over the trailing 1-year period

14.60%

2.90%

+11.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.77%

4.06%

+11.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.19%

4.92%

+11.27%

DFALX vs. MUB - Expense Ratio Comparison

DFALX has a 0.18% expense ratio, which is higher than MUB's 0.07% 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%.


Dividends

DFALX vs. MUB - Dividend Comparison

DFALX's dividend yield for the trailing twelve months is around 2.75%, less than MUB's 3.17% yield.


PositionTTM20252024202320222021202020192018201720162015
DFALX
DFA Large Cap International Portfolio
2.75%2.89%3.18%3.24%2.86%3.00%1.88%2.88%3.07%2.55%2.89%2.94%
MUB
iShares National AMT-Free Muni Bond ETF
3.17%3.14%3.01%2.65%2.11%1.81%2.11%2.42%2.46%2.26%2.21%2.51%

Frequently Asked Questions


DFALX and MUB have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DFALX has higher volatility (4.92%) compared to MUB (1.01%). In terms of maximum drawdown, DFALX dropped -59.76% vs MUB's -13.68%.

MUB currently has the higher Sharpe Ratio (2.16 vs 1.70), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for DFALX and MUB

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