DFCFX vs. DFCF

In the year-to-date period, DFCFX achieves a 1.76% return, which is significantly lower than DFCF's 2.60% return.

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DFCFX has a 0.21% expense ratio, which is higher than DFCF's 0.17% 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 Two-Year Fixed Income Portfolio (DFCFX) and Dimensional Core Fixed Income ETF (DFCF). 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 DFCFX Sharpe Ratio is 7.56, which is higher than the DFCF Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of DFCFX and DFCF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DFCFX's dividend yield for the trailing twelve months is around 4.78%, more than DFCF's 4.56% yield.

The maximum DFCFX drawdown since its inception was -4.64%, smaller than the maximum DFCF drawdown of -19.56%. Use the drawdown chart below to compare losses from any high point for DFCFX and DFCF.

The current volatility for DFA Two-Year Fixed Income Portfolio (DFCFX) is 0.19%, while Dimensional Core Fixed Income ETF (DFCF) has a volatility of 1.61%. This indicates that DFCFX experiences smaller price fluctuations and is considered to be less risky than DFCF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.