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DFCFX vs. EVV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DFCFX vs. EVV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA Two-Year Fixed Income Portfolio (DFCFX) and Eaton Vance Limited Duration Income Fund (EVV). The values are adjusted to include any dividend payments, if applicable.

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DFCFX vs. EVV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
EVV
Eaton Vance Limited Duration Income Fund
-2.49%10.72%12.22%13.33%-19.94%14.66%4.67%18.91%-5.53%6.77%

Returns By Period

In the year-to-date period, DFCFX achieves a 0.89% return, which is significantly higher than EVV's -2.49% return. Over the past 10 years, DFCFX has underperformed EVV with an annualized return of 2.44%, while EVV has yielded a comparatively higher 5.76% 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%

EVV

1D
4.13%
1M
-3.42%
YTD
-2.49%
6M
-2.69%
1Y
3.40%
3Y*
8.32%
5Y*
4.01%
10Y*
5.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DFCFX vs. EVV - Expense Ratio Comparison

DFCFX has a 0.21% expense ratio, which is higher than EVV'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

DFCFX vs. EVV — Risk / Return Rank

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

DFCFX
DFCFX Risk / Return Rank: 8686
Overall Rank
DFCFX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
DFCFX Sortino Ratio Rank: 9494
Sortino Ratio Rank
DFCFX Omega Ratio Rank: 100100
Omega Ratio Rank
DFCFX Calmar Ratio Rank: 8484
Calmar Ratio Rank
DFCFX Martin Ratio Rank: 5858
Martin Ratio Rank

EVV
EVV Risk / Return Rank: 1111
Overall Rank
EVV Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
EVV Sortino Ratio Rank: 99
Sortino Ratio Rank
EVV Omega Ratio Rank: 1111
Omega Ratio Rank
EVV Calmar Ratio Rank: 1212
Calmar Ratio Rank
EVV Martin Ratio Rank: 1313
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.

DFCFX vs. EVV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA Two-Year Fixed Income Portfolio (DFCFX) and Eaton Vance Limited Duration Income Fund (EVV). 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.


DFCFXEVVDifference

Sharpe ratio

Return per unit of total volatility

2.59

0.30

+2.28

Sortino ratio

Return per unit of downside risk

2.98

0.47

+2.51

Omega ratio

Gain probability vs. loss probability

3.80

1.08

+2.72

Calmar ratio

Return relative to maximum drawdown

2.07

0.32

+1.75

Martin ratio

Return relative to average drawdown

5.56

1.19

+4.36

DFCFX vs. EVV - Sharpe Ratio Comparison

The current DFCFX Sharpe Ratio is 2.59, which is higher than the EVV Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of DFCFX and EVV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DFCFXEVVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.59

0.30

+2.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

0.32

+0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

0.38

+0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

1.34

0.33

+1.01

Correlation

The correlation between DFCFX and EVV is 0.03, 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. EVV - Dividend Comparison

DFCFX's dividend yield for the trailing twelve months is around 2.94%, less than EVV's 9.28% yield.


TTM20252024202320222021202020192018201720162015
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%
EVV
Eaton Vance Limited Duration Income Fund
9.28%8.86%9.78%10.43%12.78%9.16%9.58%6.42%8.44%7.22%8.46%9.56%

Drawdowns

DFCFX vs. EVV - Drawdown Comparison

The maximum DFCFX drawdown since its inception was -4.27%, smaller than the maximum EVV drawdown of -51.37%. Use the drawdown chart below to compare losses from any high point for DFCFX and EVV.


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Drawdown Indicators


DFCFXEVVDifference

Max Drawdown

Largest peak-to-trough decline

-4.27%

-51.37%

+47.10%

Max Drawdown (1Y)

Largest decline over 1 year

-1.03%

-8.65%

+7.62%

Max Drawdown (5Y)

Largest decline over 5 years

-4.27%

-25.91%

+21.64%

Max Drawdown (10Y)

Largest decline over 10 years

-4.27%

-40.42%

+36.15%

Current Drawdown

Current decline from peak

0.00%

-4.29%

+4.29%

Average Drawdown

Average peak-to-trough decline

-0.26%

-6.32%

+6.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.38%

2.33%

-1.95%

Volatility

DFCFX vs. EVV - Volatility Comparison

The current volatility for DFA Two-Year Fixed Income Portfolio (DFCFX) is 0.15%, while Eaton Vance Limited Duration Income Fund (EVV) has a volatility of 5.62%. This indicates that DFCFX experiences smaller price fluctuations and is considered to be less risky than EVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DFCFXEVVDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.15%

5.62%

-5.47%

Volatility (6M)

Calculated over the trailing 6-month period

0.43%

6.94%

-6.51%

Volatility (1Y)

Calculated over the trailing 1-year period

1.21%

11.29%

-10.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.39%

12.52%

-8.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.13%

15.42%

-12.29%