DFIGX vs. DFFVX

In the year-to-date period, DFIGX achieves a 2.88% return, which is significantly higher than DFFVX's -7.60% return. Over the past 10 years, DFIGX has underperformed DFFVX with an annualized return of 0.71%, while DFFVX has yielded a comparatively higher 4.69% annualized return.

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

DFIGX has a 0.11% expense ratio, which is lower than DFFVX's 0.29% expense ratio.

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.

The current DFIGX Sharpe Ratio is 0.99, which is higher than the DFFVX Sharpe Ratio of -0.10. The chart below compares the historical Sharpe Ratios of DFIGX and DFFVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DFIGX's dividend yield for the trailing twelve months is around 2.82%, more than DFFVX's 1.64% yield.

The maximum DFIGX drawdown since its inception was -22.33%, smaller than the maximum DFFVX drawdown of -65.13%. Use the drawdown chart below to compare losses from any high point for DFIGX and DFFVX. For additional features, visit the drawdowns tool.

The current volatility for DFA Intermediate Government Fixed Income Portfolio (DFIGX) is 1.63%, while DFA U.S. Targeted Value Portfolio (DFFVX) has a volatility of 7.68%. 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.