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DFEQX vs. VFSUX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DFEQX vs. VFSUX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA Short-Term Extended Quality Portfolio (DFEQX) and Vanguard Short-Term Investment-Grade Fund Admiral Shares (VFSUX). The values are adjusted to include any dividend payments, if applicable.

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DFEQX vs. VFSUX - 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%
VFSUX
Vanguard Short-Term Investment-Grade Fund Admiral Shares
-0.38%6.87%5.08%6.17%-5.75%-0.62%5.26%5.85%0.98%2.13%

Returns By Period

In the year-to-date period, DFEQX achieves a 0.28% return, which is significantly higher than VFSUX's -0.38% return. Over the past 10 years, DFEQX has underperformed VFSUX with an annualized return of 1.90%, while VFSUX has yielded a comparatively higher 2.59% 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%

VFSUX

1D
0.19%
1M
-1.42%
YTD
-0.38%
6M
0.77%
1Y
4.36%
3Y*
5.25%
5Y*
2.31%
10Y*
2.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DFEQX vs. VFSUX - Expense Ratio Comparison

DFEQX has a 0.19% expense ratio, which is higher than VFSUX's 0.10% 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. VFSUX — 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

VFSUX
VFSUX Risk / Return Rank: 9393
Overall Rank
VFSUX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
VFSUX Sortino Ratio Rank: 9595
Sortino Ratio Rank
VFSUX Omega Ratio Rank: 9292
Omega Ratio Rank
VFSUX Calmar Ratio Rank: 9393
Calmar Ratio Rank
VFSUX Martin Ratio Rank: 9494
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. VFSUX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA Short-Term Extended Quality Portfolio (DFEQX) and Vanguard Short-Term Investment-Grade Fund Admiral Shares (VFSUX). 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.


DFEQXVFSUXDifference

Sharpe ratio

Return per unit of total volatility

4.02

1.93

+2.09

Sortino ratio

Return per unit of downside risk

6.44

3.19

+3.25

Omega ratio

Gain probability vs. loss probability

2.51

1.43

+1.08

Calmar ratio

Return relative to maximum drawdown

4.46

2.97

+1.49

Martin ratio

Return relative to average drawdown

20.52

12.05

+8.46

DFEQX vs. VFSUX - Sharpe Ratio Comparison

The current DFEQX Sharpe Ratio is 4.02, which is higher than the VFSUX Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of DFEQX and VFSUX, 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


DFEQXVFSUXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.02

1.93

+2.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

0.79

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.12

1.05

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

1.11

1.34

-0.23

Correlation

The correlation between DFEQX and VFSUX is 0.63, 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. VFSUX - Dividend Comparison

DFEQX's dividend yield for the trailing twelve months is around 3.94%, less than VFSUX's 4.30% 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%
VFSUX
Vanguard Short-Term Investment-Grade Fund Admiral Shares
4.30%4.59%4.16%3.14%2.03%1.79%2.34%2.92%2.79%2.11%2.14%2.09%

Drawdowns

DFEQX vs. VFSUX - Drawdown Comparison

The maximum DFEQX drawdown since its inception was -8.40%, smaller than the maximum VFSUX drawdown of -9.24%. Use the drawdown chart below to compare losses from any high point for DFEQX and VFSUX.


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Drawdown Indicators


DFEQXVFSUXDifference

Max Drawdown

Largest peak-to-trough decline

-8.40%

-9.24%

+0.84%

Max Drawdown (1Y)

Largest decline over 1 year

-0.76%

-1.71%

+0.95%

Max Drawdown (5Y)

Largest decline over 5 years

-8.40%

-9.24%

+0.84%

Max Drawdown (10Y)

Largest decline over 10 years

-8.40%

-9.24%

+0.84%

Current Drawdown

Current decline from peak

-0.65%

-1.42%

+0.77%

Average Drawdown

Average peak-to-trough decline

-0.96%

-0.88%

-0.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.17%

0.42%

-0.25%

Volatility

DFEQX vs. VFSUX - Volatility Comparison

The current volatility for DFA Short-Term Extended Quality Portfolio (DFEQX) is 0.45%, while Vanguard Short-Term Investment-Grade Fund Admiral Shares (VFSUX) has a volatility of 0.75%. This indicates that DFEQX experiences smaller price fluctuations and is considered to be less risky than VFSUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DFEQXVFSUXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.45%

0.75%

-0.30%

Volatility (6M)

Calculated over the trailing 6-month period

0.66%

1.50%

-0.84%

Volatility (1Y)

Calculated over the trailing 1-year period

0.91%

2.53%

-1.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.06%

2.95%

-0.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.70%

2.47%

-0.77%