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DFIGX vs. DFIVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DFIGX vs. DFIVX - Performance Comparison

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

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DFIGX vs. DFIVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DFIGX
DFA Intermediate Government Fixed Income Portfolio
-0.02%6.33%0.47%4.58%-13.12%-3.14%9.10%7.22%0.92%1.65%
DFIVX
DFA International Value Portfolio
2.99%45.24%6.87%17.83%-3.51%18.57%-2.13%15.68%-17.49%26.08%

Returns By Period

In the year-to-date period, DFIGX achieves a -0.02% return, which is significantly lower than DFIVX's 2.99% return. Over the past 10 years, DFIGX has underperformed DFIVX with an annualized return of 0.90%, while DFIVX has yielded a comparatively higher 11.29% annualized return.


DFIGX

1D
0.52%
1M
-1.94%
YTD
-0.02%
6M
0.91%
1Y
2.96%
3Y*
2.65%
5Y*
-0.29%
10Y*
0.90%

DFIVX

1D
0.26%
1M
-8.38%
YTD
2.99%
6M
11.70%
1Y
34.52%
3Y*
21.08%
5Y*
14.04%
10Y*
11.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DFIGX vs. DFIVX - Expense Ratio Comparison

DFIGX has a 0.11% expense ratio, which is lower than DFIVX's 0.30% expense ratio.


Return for Risk

DFIGX vs. DFIVX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DFIGX
DFIGX Risk / Return Rank: 3636
Overall Rank
DFIGX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
DFIGX Sortino Ratio Rank: 3131
Sortino Ratio Rank
DFIGX Omega Ratio Rank: 2323
Omega Ratio Rank
DFIGX Calmar Ratio Rank: 6161
Calmar Ratio Rank
DFIGX Martin Ratio Rank: 3131
Martin Ratio Rank

DFIVX
DFIVX Risk / Return Rank: 9292
Overall Rank
DFIVX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
DFIVX Sortino Ratio Rank: 9191
Sortino Ratio Rank
DFIVX Omega Ratio Rank: 9090
Omega Ratio Rank
DFIVX Calmar Ratio Rank: 9191
Calmar Ratio Rank
DFIVX Martin Ratio Rank: 9393
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DFIGX vs. DFIVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA Intermediate Government Fixed Income Portfolio (DFIGX) and DFA International Value Portfolio (DFIVX). 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.


DFIGXDFIVXDifference

Sharpe ratio

Return per unit of total volatility

0.74

2.03

-1.29

Sortino ratio

Return per unit of downside risk

1.10

2.59

-1.50

Omega ratio

Gain probability vs. loss probability

1.13

1.40

-0.27

Calmar ratio

Return relative to maximum drawdown

1.40

2.56

-1.16

Martin ratio

Return relative to average drawdown

3.34

11.62

-8.28

DFIGX vs. DFIVX - Sharpe Ratio Comparison

The current DFIGX Sharpe Ratio is 0.74, which is lower than the DFIVX Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of DFIGX and DFIVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DFIGXDFIVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

2.03

-1.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.05

0.87

-0.92

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.17

0.63

-0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.99

0.38

+0.61

Correlation

The correlation between DFIGX and DFIVX is -0.16. 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.


Dividends

DFIGX vs. DFIVX - Dividend Comparison

DFIGX's dividend yield for the trailing twelve months is around 2.30%, less than DFIVX's 4.09% yield.


TTM20252024202320222021202020192018201720162015
DFIGX
DFA Intermediate Government Fixed Income Portfolio
2.30%2.22%2.82%2.33%1.78%2.36%4.14%2.16%2.19%1.57%1.66%2.49%
DFIVX
DFA International Value Portfolio
4.09%4.21%3.94%4.40%3.78%4.37%2.42%3.70%6.60%2.85%3.36%3.45%

Drawdowns

DFIGX vs. DFIVX - Drawdown Comparison

The maximum DFIGX drawdown since its inception was -19.56%, smaller than the maximum DFIVX drawdown of -66.61%. Use the drawdown chart below to compare losses from any high point for DFIGX and DFIVX.


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Drawdown Indicators


DFIGXDFIVXDifference

Max Drawdown

Largest peak-to-trough decline

-19.56%

-66.61%

+47.05%

Max Drawdown (1Y)

Largest decline over 1 year

-2.58%

-11.99%

+9.41%

Max Drawdown (5Y)

Largest decline over 5 years

-17.62%

-25.29%

+7.67%

Max Drawdown (10Y)

Largest decline over 10 years

-19.56%

-48.11%

+28.55%

Current Drawdown

Current decline from peak

-7.39%

-8.44%

+1.05%

Average Drawdown

Average peak-to-trough decline

-3.09%

-12.30%

+9.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.08%

2.75%

-1.67%

Volatility

DFIGX vs. DFIVX - Volatility Comparison

The current volatility for DFA Intermediate Government Fixed Income Portfolio (DFIGX) is 1.53%, while DFA International Value Portfolio (DFIVX) has a volatility of 6.28%. This indicates that DFIGX experiences smaller price fluctuations and is considered to be less risky than DFIVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DFIGXDFIVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.53%

6.28%

-4.75%

Volatility (6M)

Calculated over the trailing 6-month period

2.60%

10.36%

-7.76%

Volatility (1Y)

Calculated over the trailing 1-year period

4.42%

16.49%

-12.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.21%

16.24%

-10.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.35%

18.06%

-12.71%