DFIGX vs. DIPSX
Compare and contrast key facts about DFA Intermediate Government Fixed Income Portfolio (DFIGX) and DFA Inflation-Protected Securities Portfolio (DIPSX).
DFIGX is managed by Dimensional Fund Advisors LP. It was launched on Oct 18, 1990. DIPSX is managed by Dimensional Fund Advisors LP. It was launched on Sep 17, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFIGX or DIPSX.
Key characteristics
| DFIGX | DIPSX | |
|---|---|---|
| YTD Return | 0.58% | 2.50% |
| 1Y Return | 5.42% | 6.28% |
| 3Y Return (Ann) | -2.75% | -2.39% |
| 5Y Return (Ann) | -0.75% | 2.06% |
| 10Y Return (Ann) | 1.03% | 2.15% |
| Sharpe Ratio | 0.82 | 1.14 |
| Sortino Ratio | 1.22 | 1.68 |
| Omega Ratio | 1.14 | 1.20 |
| Calmar Ratio | 0.27 | 0.46 |
| Martin Ratio | 2.52 | 4.93 |
| Ulcer Index | 1.88% | 1.17% |
| Daily Std Dev | 5.74% | 5.08% |
| Max Drawdown | -19.56% | -15.57% |
| Current Drawdown | -12.79% | -7.18% |
Correlation
The correlation between DFIGX and DIPSX is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
DFIGX vs. DIPSX - Performance Comparison
In the year-to-date period, DFIGX achieves a 0.58% return, which is significantly lower than DIPSX's 2.50% return. Over the past 10 years, DFIGX has underperformed DIPSX with an annualized return of 1.03%, while DIPSX has yielded a comparatively higher 2.15% 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. DIPSX - Expense Ratio Comparison
Both DFIGX and DIPSX have an expense ratio of 0.11%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
DFIGX vs. DIPSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Intermediate Government Fixed Income Portfolio (DFIGX) and DFA Inflation-Protected Securities Portfolio (DIPSX). 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. DIPSX - Dividend Comparison
DFIGX's dividend yield for the trailing twelve months is around 2.69%, less than DIPSX's 3.20% 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% |
DIPSX DFA Inflation-Protected Securities Portfolio | 3.20% | 3.74% | 8.15% | 4.82% | 1.28% | 1.97% | 2.28% | 2.64% | 1.75% | 0.60% | 1.91% | 1.37% |
Drawdowns
DFIGX vs. DIPSX - Drawdown Comparison
The maximum DFIGX drawdown since its inception was -19.56%, which is greater than DIPSX's maximum drawdown of -15.57%. Use the drawdown chart below to compare losses from any high point for DFIGX and DIPSX. For additional features, visit the drawdowns tool.
Volatility
DFIGX vs. DIPSX - Volatility Comparison
DFA Intermediate Government Fixed Income Portfolio (DFIGX) has a higher volatility of 1.56% compared to DFA Inflation-Protected Securities Portfolio (DIPSX) at 1.35%. This indicates that DFIGX's price experiences larger fluctuations and is considered to be riskier than DIPSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.