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DFEQX vs. EVV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DFEQX vs. EVV - Performance Comparison

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

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DFEQX vs. EVV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
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, DFEQX achieves a 0.28% return, which is significantly higher than EVV's -2.49% return. Over the past 10 years, DFEQX has underperformed EVV with an annualized return of 1.90%, while EVV has yielded a comparatively higher 5.76% 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%

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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DFEQX vs. EVV - Expense Ratio Comparison

DFEQX has a 0.19% 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

DFEQX vs. EVV — Risk / Return Rank

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

DFEQX
DFEQX Risk / Return Rank: 9999
Overall Rank
DFEQX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
DFEQX Sortino Ratio Rank: 9999
Sortino Ratio Rank
DFEQX Omega Ratio Rank: 9999
Omega Ratio Rank
DFEQX Calmar Ratio Rank: 9898
Calmar Ratio Rank
DFEQX Martin Ratio Rank: 9898
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.

DFEQX vs. EVV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA Short-Term Extended Quality Portfolio (DFEQX) 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.


DFEQXEVVDifference

Sharpe ratio

Return per unit of total volatility

4.02

0.30

+3.72

Sortino ratio

Return per unit of downside risk

6.44

0.47

+5.96

Omega ratio

Gain probability vs. loss probability

2.51

1.08

+1.43

Calmar ratio

Return relative to maximum drawdown

4.46

0.32

+4.14

Martin ratio

Return relative to average drawdown

20.52

1.19

+19.32

DFEQX vs. EVV - Sharpe Ratio Comparison

The current DFEQX Sharpe Ratio is 4.02, which is higher than the EVV Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of DFEQX 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


DFEQXEVVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.02

0.30

+3.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

0.32

+0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.12

0.38

+0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

1.11

0.33

+0.77

Correlation

The correlation between DFEQX and EVV is 0.09, 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

DFEQX vs. EVV - Dividend Comparison

DFEQX's dividend yield for the trailing twelve months is around 3.94%, less than EVV's 9.28% yield.


TTM20252024202320222021202020192018201720162015
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%
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

DFEQX vs. EVV - Drawdown Comparison

The maximum DFEQX drawdown since its inception was -8.40%, smaller than the maximum EVV drawdown of -51.37%. Use the drawdown chart below to compare losses from any high point for DFEQX and EVV.


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Drawdown Indicators


DFEQXEVVDifference

Max Drawdown

Largest peak-to-trough decline

-8.40%

-51.37%

+42.97%

Max Drawdown (1Y)

Largest decline over 1 year

-0.76%

-8.65%

+7.89%

Max Drawdown (5Y)

Largest decline over 5 years

-8.40%

-25.91%

+17.51%

Max Drawdown (10Y)

Largest decline over 10 years

-8.40%

-40.42%

+32.02%

Current Drawdown

Current decline from peak

-0.65%

-4.29%

+3.64%

Average Drawdown

Average peak-to-trough decline

-0.96%

-6.32%

+5.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.17%

2.33%

-2.16%

Volatility

DFEQX vs. EVV - Volatility Comparison

The current volatility for DFA Short-Term Extended Quality Portfolio (DFEQX) is 0.45%, while Eaton Vance Limited Duration Income Fund (EVV) has a volatility of 5.62%. This indicates that DFEQX 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


DFEQXEVVDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.45%

5.62%

-5.17%

Volatility (6M)

Calculated over the trailing 6-month period

0.66%

6.94%

-6.28%

Volatility (1Y)

Calculated over the trailing 1-year period

0.91%

11.29%

-10.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.06%

12.52%

-10.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.70%

15.42%

-13.72%