DFIGX vs. DFFVX
Compare and contrast key facts about DFA Intermediate Government Fixed Income Portfolio (DFIGX) and DFA U.S. Targeted Value Portfolio (DFFVX).
DFIGX is managed by Dimensional Fund Advisors LP. It was launched on Oct 18, 1990. DFFVX is managed by Dimensional Fund Advisors LP. It was launched on Feb 23, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFIGX or DFFVX.
Key characteristics
| DFIGX | DFFVX | |
|---|---|---|
| YTD Return | 0.58% | 14.50% |
| 1Y Return | 5.42% | 28.04% |
| 3Y Return (Ann) | -2.75% | 8.08% |
| 5Y Return (Ann) | -0.75% | 14.24% |
| 10Y Return (Ann) | 1.03% | 9.83% |
| Sharpe Ratio | 0.82 | 1.43 |
| Sortino Ratio | 1.22 | 2.14 |
| Omega Ratio | 1.14 | 1.26 |
| Calmar Ratio | 0.27 | 2.90 |
| Martin Ratio | 2.52 | 7.69 |
| Ulcer Index | 1.88% | 3.72% |
| Daily Std Dev | 5.74% | 20.08% |
| Max Drawdown | -19.56% | -64.21% |
| Current Drawdown | -12.79% | -2.41% |
Correlation
The correlation between DFIGX and DFFVX is -0.28. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
DFIGX vs. DFFVX - Performance Comparison
In the year-to-date period, DFIGX achieves a 0.58% return, which is significantly lower than DFFVX's 14.50% return. Over the past 10 years, DFIGX has underperformed DFFVX with an annualized return of 1.03%, while DFFVX has yielded a comparatively higher 9.83% annualized 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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DFIGX vs. DFFVX - Expense Ratio Comparison
DFIGX has a 0.11% expense ratio, which is lower than DFFVX's 0.29% expense ratio.
Risk-Adjusted Performance
DFIGX vs. DFFVX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Intermediate Government Fixed Income Portfolio (DFIGX) and DFA U.S. Targeted Value Portfolio (DFFVX). 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
DFIGX vs. DFFVX - Dividend Comparison
DFIGX's dividend yield for the trailing twelve months is around 2.69%, more than DFFVX's 1.35% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFIGX DFA Intermediate Government Fixed Income Portfolio | 2.69% | 2.33% | 1.78% | 1.32% | 1.62% | 2.17% | 2.19% | 2.03% | 2.00% | 2.04% | 2.22% | 2.49% |
DFFVX DFA U.S. Targeted Value Portfolio | 1.35% | 1.44% | 1.38% | 1.41% | 1.52% | 1.35% | 1.24% | 1.20% | 1.00% | 1.36% | 0.97% | 0.64% |
Drawdowns
DFIGX vs. DFFVX - Drawdown Comparison
The maximum DFIGX drawdown since its inception was -19.56%, smaller than the maximum DFFVX drawdown of -64.21%. Use the drawdown chart below to compare losses from any high point for DFIGX and DFFVX. For additional features, visit the drawdowns tool.
Volatility
DFIGX vs. DFFVX - Volatility Comparison
The current volatility for DFA Intermediate Government Fixed Income Portfolio (DFIGX) is 1.56%, while DFA U.S. Targeted Value Portfolio (DFFVX) has a volatility of 8.01%. This indicates that DFIGX experiences smaller price fluctuations and is considered to be less risky than DFFVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.