DFCFX vs. BSV
Compare and contrast key facts about DFA Two-Year Fixed Income Portfolio (DFCFX) and Vanguard Short-Term Bond ETF (BSV).
DFCFX is managed by Dimensional Fund Advisors LP. It was launched on Jun 6, 1996. BSV is a passively managed fund by Vanguard that tracks the performance of the Barclays U.S. 1-5 Year Government/Credit Float Adjusted Index. It was launched on Apr 3, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFCFX or BSV.
Key characteristics
| DFCFX | BSV | |
|---|---|---|
| YTD Return | 2.05% | 0.37% |
| 1Y Return | 5.25% | 2.81% |
| 3Y Return (Ann) | 1.01% | -0.43% |
| 5Y Return (Ann) | 1.03% | 1.16% |
| 10Y Return (Ann) | 1.03% | 1.33% |
| Sharpe Ratio | 7.59 | 0.94 |
| Daily Std Dev | 0.69% | 2.86% |
| Max Drawdown | -4.64% | -8.54% |
| Current Drawdown | 0.00% | -1.68% |
Correlation
The correlation between DFCFX and BSV is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
DFCFX vs. BSV - Performance Comparison
In the year-to-date period, DFCFX achieves a 2.05% return, which is significantly higher than BSV's 0.37% return. Over the past 10 years, DFCFX has underperformed BSV with an annualized return of 1.03%, while BSV has yielded a comparatively higher 1.33% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DFCFX vs. BSV - Expense Ratio Comparison
DFCFX has a 0.21% expense ratio, which is higher than BSV'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%.
Risk-Adjusted Performance
DFCFX vs. BSV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Two-Year Fixed Income Portfolio (DFCFX) and Vanguard Short-Term Bond ETF (BSV). 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.
Dividends
DFCFX vs. BSV - Dividend Comparison
DFCFX's dividend yield for the trailing twelve months is around 3.84%, more than BSV's 2.83% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFCFX DFA Two-Year Fixed Income Portfolio | 3.84% | 3.43% | 1.32% | 0.02% | 0.67% | 2.22% | 1.87% | 1.22% | 0.79% | 0.72% | 0.39% | 0.37% |
BSV Vanguard Short-Term Bond ETF | 2.83% | 2.46% | 1.50% | 1.45% | 1.79% | 2.29% | 1.99% | 1.65% | 1.48% | 1.40% | 1.45% | 1.48% |
Drawdowns
DFCFX vs. BSV - Drawdown Comparison
The maximum DFCFX drawdown since its inception was -4.64%, smaller than the maximum BSV drawdown of -8.54%. Use the drawdown chart below to compare losses from any high point for DFCFX and BSV. For additional features, visit the drawdowns tool.
Volatility
DFCFX vs. BSV - Volatility Comparison
The current volatility for DFA Two-Year Fixed Income Portfolio (DFCFX) is 0.19%, while Vanguard Short-Term Bond ETF (BSV) has a volatility of 0.55%. This indicates that DFCFX experiences smaller price fluctuations and is considered to be less risky than BSV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.