DFCFX vs. DFAIX
Compare and contrast key facts about DFA Two-Year Fixed Income Portfolio (DFCFX) and DFA Short-Duration Real Return Portfolio (DFAIX).
DFCFX is managed by Dimensional. It was launched on Jun 6, 1996. DFAIX is managed by Dimensional. It was launched on Nov 5, 2013.
Performance
DFCFX vs. DFAIX - Performance Comparison
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DFCFX vs. DFAIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFCFX DFA Two-Year Fixed Income Portfolio | 0.89% | 2.28% | 5.33% | 4.92% | -3.28% | 8.60% | 0.57% | 2.65% | 1.78% | 0.92% |
DFAIX DFA Short-Duration Real Return Portfolio | 0.86% | 4.86% | 6.38% | 5.64% | -2.77% | 5.40% | 2.75% | 5.63% | 0.11% | 1.71% |
Returns By Period
The year-to-date returns for both stocks are quite close, with DFCFX having a 0.89% return and DFAIX slightly lower at 0.86%. Over the past 10 years, DFCFX has underperformed DFAIX with an annualized return of 2.44%, while DFAIX has yielded a comparatively higher 3.20% annualized return.
DFCFX
- 1D
- 0.06%
- 1M
- 0.26%
- YTD
- 0.89%
- 6M
- 1.87%
- 1Y
- 3.08%
- 3Y*
- 4.06%
- 5Y*
- 3.68%
- 10Y*
- 2.44%
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%
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DFCFX vs. DFAIX - Expense Ratio Comparison
DFCFX has a 0.21% expense ratio, which is lower than DFAIX's 0.22% expense ratio. Despite the difference, 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
DFCFX vs. DFAIX — Risk / Return Rank
DFCFX
DFAIX
DFCFX vs. DFAIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Two-Year Fixed Income Portfolio (DFCFX) and DFA Short-Duration Real Return Portfolio (DFAIX). 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.
| DFCFX | DFAIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.59 | 3.57 | -0.98 |
Sortino ratioReturn per unit of downside risk | 2.98 | 5.96 | -2.98 |
Omega ratioGain probability vs. loss probability | 3.80 | 2.07 | +1.73 |
Calmar ratioReturn relative to maximum drawdown | 2.07 | 8.64 | -6.57 |
Martin ratioReturn relative to average drawdown | 5.56 | 34.01 | -28.45 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DFCFX | DFAIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.59 | 3.57 | -0.98 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 1.21 | -0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | 1.26 | -0.48 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.34 | 1.08 | +0.26 |
Correlation
The correlation between DFCFX and DFAIX is 0.27, 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
DFCFX vs. DFAIX - Dividend Comparison
DFCFX's dividend yield for the trailing twelve months is around 2.94%, less than DFAIX's 4.61% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFCFX DFA Two-Year Fixed Income Portfolio | 2.94% | 2.16% | 4.90% | 3.43% | 1.32% | 8.29% | 0.67% | 2.22% | 1.87% | 1.22% | 0.79% | 0.53% |
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% |
Drawdowns
DFCFX vs. DFAIX - Drawdown Comparison
The maximum DFCFX drawdown since its inception was -4.27%, smaller than the maximum DFAIX drawdown of -5.63%. Use the drawdown chart below to compare losses from any high point for DFCFX and DFAIX.
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Drawdown Indicators
| DFCFX | DFAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.27% | -5.63% | +1.36% |
Max Drawdown (1Y)Largest decline over 1 year | -1.03% | -0.47% | -0.56% |
Max Drawdown (5Y)Largest decline over 5 years | -4.27% | -5.46% | +1.19% |
Max Drawdown (10Y)Largest decline over 10 years | -4.27% | -5.63% | +1.36% |
Current DrawdownCurrent decline from peak | 0.00% | -0.28% | +0.28% |
Average DrawdownAverage peak-to-trough decline | -0.26% | -0.95% | +0.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.38% | 0.12% | +0.26% |
Volatility
DFCFX vs. DFAIX - Volatility Comparison
The current volatility for DFA Two-Year Fixed Income Portfolio (DFCFX) is 0.15%, while DFA Short-Duration Real Return Portfolio (DFAIX) has a volatility of 0.50%. This indicates that DFCFX experiences smaller price fluctuations and is considered to be less risky than DFAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFCFX | DFAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.15% | 0.50% | -0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 0.43% | 0.75% | -0.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.21% | 1.07% | +0.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.39% | 3.18% | +1.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.13% | 2.56% | +0.57% |