DFAPX vs. QDVBX
Compare and contrast key facts about DFA Investment Grade Portfolio (DFAPX) and Fisher Investments Institutional Group ESG Fixed Income Fund for Retirement Plans (QDVBX).
DFAPX is managed by Dimensional. It was launched on Mar 7, 2011. QDVBX is managed by T. Rowe Price. It was launched on Dec 13, 2019.
Performance
DFAPX vs. QDVBX - Performance Comparison
Loading graphics...
DFAPX vs. QDVBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
DFAPX DFA Investment Grade Portfolio | -0.05% | 7.22% | 1.81% | 6.84% | -12.92% | -1.57% | 9.19% | -0.23% |
QDVBX Fisher Investments Institutional Group ESG Fixed Income Fund for Retirement Plans | -0.00% | 7.64% | 1.62% | 6.37% | -14.31% | -0.37% | 6.70% | -0.10% |
Returns By Period
DFAPX
- 1D
- 0.30%
- 1M
- -1.50%
- YTD
- -0.05%
- 6M
- 0.51%
- 1Y
- 4.12%
- 3Y*
- 4.18%
- 5Y*
- 0.66%
- 10Y*
- 2.07%
QDVBX
- 1D
- 0.11%
- 1M
- -1.23%
- YTD
- -0.00%
- 6M
- 0.88%
- 1Y
- 4.09%
- 3Y*
- 4.16%
- 5Y*
- 0.24%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DFAPX vs. QDVBX - Expense Ratio Comparison
DFAPX has a 0.20% expense ratio, which is higher than QDVBX's 0.04% 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%.
Return for Risk
DFAPX vs. QDVBX — Risk / Return Rank
DFAPX
QDVBX
DFAPX vs. QDVBX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Investment Grade Portfolio (DFAPX) and Fisher Investments Institutional Group ESG Fixed Income Fund for Retirement Plans (QDVBX). 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.
| DFAPX | QDVBX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.01 | 1.04 | -0.04 |
Sortino ratioReturn per unit of downside risk | 1.45 | 1.52 | -0.07 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.19 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.97 | 1.80 | +0.17 |
Martin ratioReturn relative to average drawdown | 5.75 | 5.17 | +0.57 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| DFAPX | QDVBX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.01 | 1.04 | -0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.12 | 0.04 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.15 | +0.34 |
Correlation
The correlation between DFAPX and QDVBX is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
DFAPX vs. QDVBX - Dividend Comparison
DFAPX's dividend yield for the trailing twelve months is around 3.77%, more than QDVBX's 3.51% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFAPX DFA Investment Grade Portfolio | 3.77% | 3.78% | 3.79% | 3.31% | 2.62% | 3.31% | 2.14% | 2.59% | 2.67% | 2.21% | 2.12% | 2.45% |
QDVBX Fisher Investments Institutional Group ESG Fixed Income Fund for Retirement Plans | 3.51% | 3.51% | 3.52% | 3.66% | 2.56% | 1.70% | 3.28% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DFAPX vs. QDVBX - Drawdown Comparison
The maximum DFAPX drawdown since its inception was -18.30%, smaller than the maximum QDVBX drawdown of -19.86%. Use the drawdown chart below to compare losses from any high point for DFAPX and QDVBX.
Loading graphics...
Drawdown Indicators
| DFAPX | QDVBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.30% | -19.86% | +1.56% |
Max Drawdown (1Y)Largest decline over 1 year | -2.61% | -2.60% | -0.01% |
Max Drawdown (5Y)Largest decline over 5 years | -18.22% | -19.86% | +1.64% |
Max Drawdown (10Y)Largest decline over 10 years | -18.30% | — | — |
Current DrawdownCurrent decline from peak | -1.88% | -2.09% | +0.21% |
Average DrawdownAverage peak-to-trough decline | -3.50% | -6.80% | +3.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.89% | 0.91% | -0.02% |
Volatility
DFAPX vs. QDVBX - Volatility Comparison
DFA Investment Grade Portfolio (DFAPX) has a higher volatility of 1.59% compared to Fisher Investments Institutional Group ESG Fixed Income Fund for Retirement Plans (QDVBX) at 1.41%. This indicates that DFAPX's price experiences larger fluctuations and is considered to be riskier than QDVBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| DFAPX | QDVBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.59% | 1.41% | +0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 2.53% | 2.54% | -0.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.34% | 4.40% | -0.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.80% | 6.59% | -0.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.88% | 6.29% | -1.41% |