DFCFX vs. FILDX
Compare and contrast key facts about DFA Two-Year Fixed Income Portfolio (DFCFX) and Frost Low Duration Bond Fund (FILDX).
DFCFX is managed by Dimensional. It was launched on Jun 6, 1996. FILDX is managed by Frost Funds. It was launched on Apr 25, 2008.
Performance
DFCFX vs. FILDX - Performance Comparison
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DFCFX vs. FILDX - 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% |
FILDX Frost Low Duration Bond Fund | -0.09% | 5.26% | 4.87% | 5.71% | -4.80% | -0.35% | 4.25% | 3.22% | 1.83% | 1.77% |
Returns By Period
In the year-to-date period, DFCFX achieves a 0.89% return, which is significantly higher than FILDX's -0.09% return. Over the past 10 years, DFCFX has outperformed FILDX with an annualized return of 2.44%, while FILDX has yielded a comparatively lower 2.20% annualized return.
DFCFX
- 1D
- 0.00%
- 1M
- 0.26%
- YTD
- 0.89%
- 6M
- 1.87%
- 1Y
- 2.98%
- 3Y*
- 4.06%
- 5Y*
- 3.68%
- 10Y*
- 2.44%
FILDX
- 1D
- 0.10%
- 1M
- -0.90%
- YTD
- -0.09%
- 6M
- 1.00%
- 1Y
- 3.74%
- 3Y*
- 4.72%
- 5Y*
- 2.05%
- 10Y*
- 2.20%
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DFCFX vs. FILDX - Expense Ratio Comparison
DFCFX has a 0.21% expense ratio, which is lower than FILDX's 0.43% expense ratio.
Return for Risk
DFCFX vs. FILDX — Risk / Return Rank
DFCFX
FILDX
DFCFX vs. FILDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Two-Year Fixed Income Portfolio (DFCFX) and Frost Low Duration Bond Fund (FILDX). 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 | FILDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.59 | 1.93 | +0.66 |
Sortino ratioReturn per unit of downside risk | 2.98 | 2.89 | +0.10 |
Omega ratioGain probability vs. loss probability | 3.80 | 1.40 | +2.40 |
Calmar ratioReturn relative to maximum drawdown | 2.07 | 3.59 | -1.52 |
Martin ratioReturn relative to average drawdown | 5.56 | 12.65 | -7.09 |
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 | FILDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.59 | 1.93 | +0.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 0.96 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | 1.21 | -0.43 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.34 | 0.96 | +0.38 |
Correlation
The correlation between DFCFX and FILDX 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.
Dividends
DFCFX vs. FILDX - Dividend Comparison
DFCFX's dividend yield for the trailing twelve months is around 2.94%, less than FILDX's 3.91% 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% |
FILDX Frost Low Duration Bond Fund | 3.91% | 3.61% | 4.45% | 3.65% | 1.86% | 1.98% | 2.02% | 2.18% | 1.90% | 1.76% | 1.63% | 1.35% |
Drawdowns
DFCFX vs. FILDX - Drawdown Comparison
The maximum DFCFX drawdown since its inception was -4.27%, smaller than the maximum FILDX drawdown of -7.20%. Use the drawdown chart below to compare losses from any high point for DFCFX and FILDX.
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Drawdown Indicators
| DFCFX | FILDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.27% | -7.20% | +2.93% |
Max Drawdown (1Y)Largest decline over 1 year | -1.03% | -1.10% | +0.07% |
Max Drawdown (5Y)Largest decline over 5 years | -4.27% | -7.20% | +2.93% |
Max Drawdown (10Y)Largest decline over 10 years | -4.27% | -7.20% | +2.93% |
Current DrawdownCurrent decline from peak | 0.00% | -1.00% | +1.00% |
Average DrawdownAverage peak-to-trough decline | -0.26% | -1.61% | +1.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.38% | 0.31% | +0.07% |
Volatility
DFCFX vs. FILDX - Volatility Comparison
The current volatility for DFA Two-Year Fixed Income Portfolio (DFCFX) is 0.15%, while Frost Low Duration Bond Fund (FILDX) has a volatility of 0.71%. This indicates that DFCFX experiences smaller price fluctuations and is considered to be less risky than FILDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFCFX | FILDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.15% | 0.71% | -0.56% |
Volatility (6M)Calculated over the trailing 6-month period | 0.42% | 1.16% | -0.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.21% | 2.00% | -0.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.39% | 2.15% | +2.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.13% | 1.82% | +1.31% |