DFEQX vs. DTRIX
Compare and contrast key facts about DFA Short-Term Extended Quality Portfolio (DFEQX) and Delaware Limited-Term Diversified Income Fund (DTRIX).
DFEQX is managed by Dimensional. It was launched on Mar 4, 2009. DTRIX is managed by Delaware Funds. It was launched on Nov 25, 1985.
Performance
DFEQX vs. DTRIX - Performance Comparison
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DFEQX vs. DTRIX - 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% |
DTRIX Delaware Limited-Term Diversified Income Fund | -0.28% | 5.13% | 4.38% | 4.79% | -4.25% | -0.45% | 4.43% | 5.51% | -1.10% | 2.47% |
Returns By Period
In the year-to-date period, DFEQX achieves a 0.28% return, which is significantly higher than DTRIX's -0.28% return. Over the past 10 years, DFEQX has underperformed DTRIX with an annualized return of 1.90%, while DTRIX has yielded a comparatively higher 2.09% 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%
DTRIX
- 1D
- 0.13%
- 1M
- -0.88%
- YTD
- -0.28%
- 6M
- 0.71%
- 1Y
- 3.27%
- 3Y*
- 4.16%
- 5Y*
- 1.86%
- 10Y*
- 2.09%
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DFEQX vs. DTRIX - Expense Ratio Comparison
DFEQX has a 0.19% expense ratio, which is lower than DTRIX's 0.64% expense ratio.
Return for Risk
DFEQX vs. DTRIX — Risk / Return Rank
DFEQX
DTRIX
DFEQX vs. DTRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Short-Term Extended Quality Portfolio (DFEQX) and Delaware Limited-Term Diversified Income Fund (DTRIX). 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 | DTRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 4.02 | 1.84 | +2.18 |
Sortino ratioReturn per unit of downside risk | 6.44 | 3.10 | +3.34 |
Omega ratioGain probability vs. loss probability | 2.51 | 1.46 | +1.05 |
Calmar ratioReturn relative to maximum drawdown | 4.46 | 3.72 | +0.74 |
Martin ratioReturn relative to average drawdown | 20.52 | 12.65 | +7.86 |
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
| DFEQX | DTRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.02 | 1.84 | +2.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | 0.82 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.12 | 1.01 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.11 | 1.40 | -0.29 |
Correlation
The correlation between DFEQX and DTRIX is 0.55, 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. DTRIX - Dividend Comparison
DFEQX's dividend yield for the trailing twelve months is around 3.94%, more than DTRIX's 3.62% 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% |
DTRIX Delaware Limited-Term Diversified Income Fund | 3.62% | 3.97% | 3.88% | 3.09% | 2.46% | 1.84% | 2.27% | 3.76% | 2.79% | 2.68% | 1.65% | 1.70% |
Drawdowns
DFEQX vs. DTRIX - Drawdown Comparison
The maximum DFEQX drawdown since its inception was -8.40%, which is greater than DTRIX's maximum drawdown of -7.03%. Use the drawdown chart below to compare losses from any high point for DFEQX and DTRIX.
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Drawdown Indicators
| DFEQX | DTRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.40% | -7.03% | -1.37% |
Max Drawdown (1Y)Largest decline over 1 year | -0.76% | -1.01% | +0.25% |
Max Drawdown (5Y)Largest decline over 5 years | -8.40% | -7.03% | -1.37% |
Max Drawdown (10Y)Largest decline over 10 years | -8.40% | -7.03% | -1.37% |
Current DrawdownCurrent decline from peak | -0.65% | -0.88% | +0.23% |
Average DrawdownAverage peak-to-trough decline | -0.96% | -1.00% | +0.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.17% | 0.30% | -0.13% |
Volatility
DFEQX vs. DTRIX - Volatility Comparison
The current volatility for DFA Short-Term Extended Quality Portfolio (DFEQX) is 0.45%, while Delaware Limited-Term Diversified Income Fund (DTRIX) has a volatility of 0.50%. This indicates that DFEQX experiences smaller price fluctuations and is considered to be less risky than DTRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFEQX | DTRIX | 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% | 1.26% | -0.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.91% | 1.98% | -1.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.06% | 2.29% | -0.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.70% | 2.08% | -0.38% |