DFEQX vs. DFAIX
Compare and contrast key facts about DFA Short-Term Extended Quality Portfolio (DFEQX) and DFA Short-Duration Real Return Portfolio (DFAIX).
DFEQX is managed by Dimensional. It was launched on Mar 4, 2009. DFAIX is managed by Dimensional. It was launched on Nov 5, 2013.
Performance
DFEQX vs. DFAIX - Performance Comparison
Loading graphics...
DFEQX vs. DFAIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFEQX DFA Short-Term Extended Quality Portfolio | 0.28% | 4.27% | 5.50% | 5.44% | -5.18% | -0.60% | 2.24% | 4.51% | 1.34% | 1.51% |
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
In the year-to-date period, DFEQX achieves a 0.28% return, which is significantly lower than DFAIX's 0.86% return. Over the past 10 years, DFEQX has underperformed DFAIX with an annualized return of 1.90%, while DFAIX has yielded a comparatively higher 3.20% annualized return.
DFEQX
- 1D
- 0.11%
- 1M
- -0.65%
- YTD
- 0.28%
- 6M
- 1.31%
- 1Y
- 3.59%
- 3Y*
- 4.65%
- 5Y*
- 1.89%
- 10Y*
- 1.90%
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DFEQX vs. DFAIX - Expense Ratio Comparison
DFEQX has a 0.19% 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
DFEQX vs. DFAIX — Risk / Return Rank
DFEQX
DFAIX
DFEQX vs. DFAIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Short-Term Extended Quality Portfolio (DFEQX) 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.
| DFEQX | DFAIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 4.02 | 3.57 | +0.45 |
Sortino ratioReturn per unit of downside risk | 6.44 | 5.96 | +0.48 |
Omega ratioGain probability vs. loss probability | 2.51 | 2.07 | +0.44 |
Calmar ratioReturn relative to maximum drawdown | 4.46 | 8.64 | -4.18 |
Martin ratioReturn relative to average drawdown | 20.52 | 34.01 | -13.50 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| DFEQX | DFAIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.02 | 3.57 | +0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | 1.21 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.12 | 1.26 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.11 | 1.08 | +0.02 |
Correlation
The correlation between DFEQX and DFAIX is 0.45, 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
DFEQX vs. DFAIX - Dividend Comparison
DFEQX's dividend yield for the trailing twelve months is around 3.94%, less than DFAIX's 4.61% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFEQX DFA Short-Term Extended Quality Portfolio | 3.94% | 3.62% | 4.40% | 3.34% | 1.78% | 1.05% | 0.47% | 2.18% | 3.14% | 1.51% | 1.59% | 1.72% |
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
DFEQX vs. DFAIX - Drawdown Comparison
The maximum DFEQX drawdown since its inception was -8.40%, which is greater than DFAIX's maximum drawdown of -5.63%. Use the drawdown chart below to compare losses from any high point for DFEQX and DFAIX.
Loading graphics...
Drawdown Indicators
| DFEQX | DFAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.40% | -5.63% | -2.77% |
Max Drawdown (1Y)Largest decline over 1 year | -0.76% | -0.47% | -0.29% |
Max Drawdown (5Y)Largest decline over 5 years | -8.40% | -5.46% | -2.94% |
Max Drawdown (10Y)Largest decline over 10 years | -8.40% | -5.63% | -2.77% |
Current DrawdownCurrent decline from peak | -0.65% | -0.28% | -0.37% |
Average DrawdownAverage peak-to-trough decline | -0.96% | -0.95% | -0.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.17% | 0.12% | +0.05% |
Volatility
DFEQX vs. DFAIX - Volatility Comparison
The current volatility for DFA Short-Term Extended Quality Portfolio (DFEQX) is 0.45%, while DFA Short-Duration Real Return Portfolio (DFAIX) has a volatility of 0.50%. This indicates that DFEQX 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.
Loading graphics...
Volatility by Period
| DFEQX | DFAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.45% | 0.50% | -0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 0.66% | 0.75% | -0.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.91% | 1.07% | -0.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.06% | 3.18% | -1.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.70% | 2.56% | -0.86% |