DFGFX vs. PRWBX

In the year-to-date period, DFGFX achieves a 1.54% return, which is significantly higher than PRWBX's 1.25% return. Over the past 10 years, DFGFX has underperformed PRWBX with an annualized return of 1.61%, while PRWBX has yielded a comparatively higher 2.15% annualized return.

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DFGFX has a 0.16% expense ratio, which is lower than PRWBX's 0.43% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for DFA Two Year Global Fixed Income Portfolio (DFGFX) and T. Rowe Price Short-Term Bond Fund (PRWBX). 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.

The current DFGFX Sharpe Ratio is 7.76, which is higher than the PRWBX Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of DFGFX and PRWBX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DFGFX's dividend yield for the trailing twelve months is around 4.70%, more than PRWBX's 3.80% yield.

The maximum DFGFX drawdown since its inception was -4.00%, smaller than the maximum PRWBX drawdown of -6.29%. Use the drawdown chart below to compare losses from any high point for DFGFX and PRWBX. For additional features, visit the drawdowns tool.

The current volatility for DFA Two Year Global Fixed Income Portfolio (DFGFX) is 0.17%, while T. Rowe Price Short-Term Bond Fund (PRWBX) has a volatility of 0.70%. This indicates that DFGFX experiences smaller price fluctuations and is considered to be less risky than PRWBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.