DFGFX vs. FUAMX
Compare and contrast key facts about DFA Two Year Global Fixed Income Portfolio (DFGFX) and Fidelity Intermediate Treasury Bond Index Fund (FUAMX).
DFGFX is managed by Dimensional Fund Advisors LP. It was launched on Feb 8, 1996. FUAMX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFGFX or FUAMX.
Key characteristics
| DFGFX | FUAMX | |
|---|---|---|
| YTD Return | 4.78% | 0.56% |
| 1Y Return | 5.58% | 5.31% |
| 3Y Return (Ann) | 2.29% | -2.78% |
| 5Y Return (Ann) | 1.53% | -1.18% |
| Sharpe Ratio | 8.47 | 0.74 |
| Sortino Ratio | 355.92 | 1.10 |
| Omega Ratio | 356.92 | 1.13 |
| Calmar Ratio | 365.58 | 0.24 |
| Martin Ratio | 5,803.47 | 2.08 |
| Ulcer Index | 0.00% | 2.18% |
| Daily Std Dev | 0.66% | 6.16% |
| Max Drawdown | -4.00% | -21.35% |
| Current Drawdown | 0.00% | -14.61% |
Correlation
The correlation between DFGFX and FUAMX is 0.36, 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.
Performance
DFGFX vs. FUAMX - Performance Comparison
In the year-to-date period, DFGFX achieves a 4.78% 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.
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DFGFX vs. FUAMX - Expense Ratio Comparison
DFGFX has a 0.16% 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
DFGFX vs. FUAMX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Two Year Global Fixed Income Portfolio (DFGFX) 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
DFGFX vs. FUAMX - Dividend Comparison
DFGFX's dividend yield for the trailing twelve months is around 4.29%, more than FUAMX's 2.87% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFGFX DFA Two Year Global Fixed Income Portfolio | 4.29% | 3.19% | 1.17% | 0.23% | 0.57% | 2.23% | 2.20% | 1.54% | 0.85% | 0.02% | 1.50% | 0.65% |
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
DFGFX vs. FUAMX - Drawdown Comparison
The maximum DFGFX drawdown since its inception was -4.00%, smaller than the maximum FUAMX drawdown of -21.35%. Use the drawdown chart below to compare losses from any high point for DFGFX and FUAMX. For additional features, visit the drawdowns tool.
Volatility
DFGFX vs. FUAMX - Volatility Comparison
The current volatility for DFA Two Year Global Fixed Income Portfolio (DFGFX) is 0.19%, while Fidelity Intermediate Treasury Bond Index Fund (FUAMX) has a volatility of 1.67%. This indicates that DFGFX 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.