DFFGX vs. VUSUX
DFFGX (DFA Short-Term Government Portfolio) and VUSUX (Vanguard Long-Term Treasury Fund Admiral Shares) are both Government Bonds funds. Over the past 10 years, DFFGX returned 1.23%/yr vs -1.70%/yr for VUSUX. Their 0.55 correlation means they have sometimes moved together and sometimes differently. DFFGX charges 0.18%/yr vs 0.10%/yr for VUSUX.
Performance
DFFGX vs. VUSUX - Performance Comparison
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Returns By Period
In the year-to-date period, DFFGX achieves a 1.79% return, which is significantly higher than VUSUX's -3.34% return. Over the past 10 years, DFFGX has outperformed VUSUX with an annualized return of 1.23%, while VUSUX has yielded a comparatively lower -1.70% annualized return.
DFFGX
- 1D
- 0.00%
- 1M
- 0.20%
- 6M
- 1.48%
- YTD
- 1.79%
- 1Y
- 3.41%
- 3Y*
- 4.09%
- 5Y*
- 1.81%
- 10Y*
- 1.23%
- ALL TIME*
- 24.60%
VUSUX
- 1D
- 0.40%
- 1M
- -3.33%
- 6M
- -2.97%
- YTD
- -3.34%
- 1Y
- -1.80%
- 3Y*
- -0.01%
- 5Y*
- -7.22%
- 10Y*
- -1.70%
- ALL TIME*
- 3.62%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
DFFGX vs. VUSUX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFFGX DFA Short-Term Government Portfolio | 1.79% | 3.12% | 5.29% | 5.01% | -4.41% | -1.27% | 0.39% | 2.52% | 1.17% | 0.51% |
VUSUX Vanguard Long-Term Treasury Fund Admiral Shares | -3.34% | 5.66% | -6.30% | 3.43% | -29.51% | -4.71% | 18.10% | 14.26% | -1.80% | 8.72% |
Correlation
The correlation between DFFGX and VUSUX is 0.28, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.28 |
Correlation (3Y) Balances recent behavior with more history. | 0.09 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.30 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.37 |
Correlation (All Time) Calculated using the full available price history since Feb 12, 2001 | 0.55 |
Over the past year, the correlation between DFFGX and VUSUX has dropped to 0.28 - well below their long-term average of 0.55, suggesting their price drivers have been diverging.
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Return for Risk
DFFGX vs. VUSUX — Risk / Return Rank
DFFGX
VUSUX
DFFGX vs. VUSUX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Short-Term Government Portfolio (DFFGX) and Vanguard Long-Term Treasury Fund Admiral Shares (VUSUX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DFFGX | VUSUX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +4.55 | ||
| Sortino ratioReturn per unit of downside risk | +7.95 | ||
| Omega ratioGain probability vs. loss probability | 3.47 | 0.98 | +2.49 |
| Calmar ratioReturn relative to maximum drawdown | 11.83 | -0.21 | +12.04 |
| Martin ratioReturn relative to average drawdown | 74.15 | -0.47 | +74.62 |
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Drawdowns
DFFGX vs. VUSUX - Drawdown Comparison
The maximum DFFGX drawdown since its inception was -6.49%, smaller than the maximum VUSUX drawdown of -46.12%. Use the drawdown chart below to compare losses from any high point for DFFGX and VUSUX.
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Drawdown Indicators
| DFFGX | VUSUX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.49% | -46.12% | +39.63% |
Max Drawdown (1Y)Largest decline over 1 year | -0.30% | -7.42% | +7.12% |
Max Drawdown (3Y)Largest decline over 3 years | -1.19% | -13.56% | +12.37% |
Max Drawdown (5Y)Largest decline over 5 years | -6.31% | -41.34% | +35.03% |
Max Drawdown (10Y)Largest decline over 10 years | -6.49% | -46.12% | +39.63% |
Current DrawdownCurrent decline from peak | 0.00% | -38.12% | +38.12% |
Average DrawdownAverage peak-to-trough decline | -0.76% | -11.70% | +10.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.05% | 3.29% | -3.24% |
Volatility
DFFGX vs. VUSUX - Volatility Comparison
The current volatility for DFA Short-Term Government Portfolio (DFFGX) is 0.32%, while Vanguard Long-Term Treasury Fund Admiral Shares (VUSUX) has a volatility of 2.32%. This indicates that DFFGX experiences smaller price fluctuations and is considered to be less risky than VUSUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFFGX | VUSUX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.32% | 2.32% | -2.00% |
Volatility (6M)Calculated over the trailing 6-month period | 0.70% | 6.42% | -5.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.81% | 8.45% | -7.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.84% | 14.50% | -12.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.55% | 13.69% | -12.14% |
DFFGX vs. VUSUX - Expense Ratio Comparison
DFFGX has a 0.18% expense ratio, which is higher than VUSUX'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%.
Dividends
DFFGX vs. VUSUX - Dividend Comparison
DFFGX's dividend yield for the trailing twelve months is around 3.77%, less than VUSUX's 4.35% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFFGX DFA Short-Term Government Portfolio | 3.77% | 2.98% | 4.87% | 3.57% | 1.85% | 0.15% | 0.29% | 1.83% | 1.53% | 1.18% | 0.99% | 1.27% |
VUSUX Vanguard Long-Term Treasury Fund Admiral Shares | 4.35% | 4.39% | 4.15% | 3.43% | 3.05% | 4.46% | 10.28% | 2.92% | 2.91% | 2.74% | 5.38% | 5.62% |
Frequently Asked Questions
DFFGX and VUSUX have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VUSUX has higher volatility (2.32%) compared to DFFGX (0.32%). In terms of maximum drawdown, DFFGX dropped -6.49% vs VUSUX's -46.12%.
DFFGX currently has the higher Sharpe Ratio (4.37 vs -0.18), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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