DFEQX vs. FUAMX
Compare and contrast key facts about DFA Short-Term Extended Quality Portfolio (DFEQX) and Fidelity Intermediate Treasury Bond Index Fund (FUAMX).
DFEQX is managed by Dimensional Fund Advisors LP. It was launched on Mar 4, 2009. FUAMX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFEQX or FUAMX.
Key characteristics
| DFEQX | FUAMX | |
|---|---|---|
| YTD Return | 4.92% | 0.56% |
| 1Y Return | 6.15% | 5.31% |
| 3Y Return (Ann) | 1.64% | -2.78% |
| 5Y Return (Ann) | 1.34% | -1.18% |
| Sharpe Ratio | 8.83 | 0.74 |
| Sortino Ratio | 52.68 | 1.10 |
| Omega Ratio | 33.66 | 1.13 |
| Calmar Ratio | 2.52 | 0.24 |
| Martin Ratio | 1,445.51 | 2.08 |
| Ulcer Index | 0.00% | 2.18% |
| Daily Std Dev | 0.68% | 6.16% |
| Max Drawdown | -8.40% | -21.35% |
| Current Drawdown | 0.00% | -14.61% |
Correlation
The correlation between DFEQX and FUAMX is 0.64, 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.
Performance
DFEQX vs. FUAMX - Performance Comparison
In the year-to-date period, DFEQX achieves a 4.92% return, which is significantly higher than FUAMX's 0.56% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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. FUAMX - Expense Ratio Comparison
DFEQX has a 0.19% expense ratio, which is higher than FUAMX's 0.03% 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%.
Risk-Adjusted Performance
DFEQX vs. FUAMX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Short-Term Extended Quality Portfolio (DFEQX) and Fidelity Intermediate Treasury Bond Index Fund (FUAMX). 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.
Dividends
DFEQX vs. FUAMX - Dividend Comparison
DFEQX's dividend yield for the trailing twelve months is around 4.31%, more than FUAMX's 2.87% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFEQX DFA Short-Term Extended Quality Portfolio | 4.31% | 3.34% | 1.78% | 0.91% | 0.47% | 2.18% | 3.15% | 1.90% | 1.79% | 1.58% | 1.53% | 1.45% |
FUAMX Fidelity Intermediate Treasury Bond Index Fund | 2.87% | 2.19% | 1.64% | 1.34% | 1.60% | 2.17% | 2.23% | 0.49% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DFEQX vs. FUAMX - Drawdown Comparison
The maximum DFEQX drawdown since its inception was -8.40%, smaller than the maximum FUAMX drawdown of -21.35%. Use the drawdown chart below to compare losses from any high point for DFEQX and FUAMX. For additional features, visit the drawdowns tool.
Volatility
DFEQX vs. FUAMX - Volatility Comparison
The current volatility for DFA Short-Term Extended Quality Portfolio (DFEQX) is 0.18%, while Fidelity Intermediate Treasury Bond Index Fund (FUAMX) has a volatility of 1.67%. This indicates that DFEQX experiences smaller price fluctuations and is considered to be less risky than FUAMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.