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DFIGX vs. DFFVX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.0-0.3

Performance

DFIGX vs. DFFVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA Intermediate Government Fixed Income Portfolio (DFIGX) and DFA U.S. Targeted Value Portfolio (DFFVX). The values are adjusted to include any dividend payments, if applicable.

200.00%400.00%600.00%800.00%1,000.00%1,200.00%JulyAugustSeptemberOctoberNovemberDecember
141.02%
1,080.65%
DFIGX
DFFVX

Key characteristics

Sharpe Ratio

DFIGX:

-0.03

DFFVX:

0.52

Sortino Ratio

DFIGX:

-0.00

DFFVX:

0.89

Omega Ratio

DFIGX:

1.00

DFFVX:

1.11

Calmar Ratio

DFIGX:

-0.01

DFFVX:

1.04

Martin Ratio

DFIGX:

-0.07

DFFVX:

2.62

Ulcer Index

DFIGX:

2.22%

DFFVX:

3.93%

Daily Std Dev

DFIGX:

5.54%

DFFVX:

19.71%

Max Drawdown

DFIGX:

-19.56%

DFFVX:

-64.21%

Current Drawdown

DFIGX:

-13.51%

DFFVX:

-9.12%

Returns By Period

In the year-to-date period, DFIGX achieves a -0.25% return, which is significantly lower than DFFVX's 8.44% return. Over the past 10 years, DFIGX has underperformed DFFVX with an annualized return of 0.93%, while DFFVX has yielded a comparatively higher 9.13% annualized return.


DFIGX

YTD

-0.25%

1M

-1.10%

6M

-0.02%

1Y

-0.07%

5Y*

-0.85%

10Y*

0.93%

DFFVX

YTD

8.44%

1M

-4.63%

6M

8.98%

1Y

8.72%

5Y*

12.20%

10Y*

9.13%

Compare stocks, funds, or ETFs

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


DFIGX vs. DFFVX - Expense Ratio Comparison

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


DFFVX
DFA U.S. Targeted Value Portfolio
Expense ratio chart for DFFVX: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%
Expense ratio chart for DFIGX: current value at 0.11% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.11%

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.


Sharpe ratio
The chart of Sharpe ratio for DFIGX, currently valued at -0.03, compared to the broader market-1.000.001.002.003.004.00-0.030.52
The chart of Sortino ratio for DFIGX, currently valued at -0.00, compared to the broader market-2.000.002.004.006.008.0010.00-0.000.89
The chart of Omega ratio for DFIGX, currently valued at 1.00, compared to the broader market0.501.001.502.002.503.003.501.001.11
The chart of Calmar ratio for DFIGX, currently valued at -0.01, compared to the broader market0.002.004.006.008.0010.0012.0014.00-0.011.04
The chart of Martin ratio for DFIGX, currently valued at -0.07, compared to the broader market0.0020.0040.0060.00-0.072.62
DFIGX
DFFVX

The current DFIGX Sharpe Ratio is -0.03, which is lower than the DFFVX Sharpe Ratio of 0.52. 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.03
0.52
DFIGX
DFFVX

Dividends

DFIGX vs. DFFVX - Dividend Comparison

DFIGX's dividend yield for the trailing twelve months is around 1.98%, more than DFFVX's 1.06% yield.


TTM20232022202120202019201820172016201520142013
DFIGX
DFA Intermediate Government Fixed Income Portfolio
1.98%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
1.06%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.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-13.51%
-9.12%
DFIGX
DFFVX

Volatility

DFIGX vs. DFFVX - Volatility Comparison

The current volatility for DFA Intermediate Government Fixed Income Portfolio (DFIGX) is 1.84%, while DFA U.S. Targeted Value Portfolio (DFFVX) has a volatility of 5.68%. 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.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
1.84%
5.68%
DFIGX
DFFVX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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