DFIGX vs. MWTIX
Compare and contrast key facts about DFA Intermediate Government Fixed Income Portfolio (DFIGX) and Metropolitan West Total Return Bond Fund Class I (MWTIX).
DFIGX is managed by Dimensional. It was launched on Oct 18, 1990. MWTIX is managed by Metropolitan West Funds.
Performance
DFIGX vs. MWTIX - Performance Comparison
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DFIGX vs. MWTIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
MWTIX Metropolitan West Total Return Bond Fund Class I | -0.48% | 7.51% | 0.77% | 6.02% | -15.49% | -1.32% | 9.00% | 9.10% | 0.36% | 3.43% |
Returns By Period
In the year-to-date period, DFIGX achieves a -0.02% return, which is significantly higher than MWTIX's -0.48% return. Over the past 10 years, DFIGX has underperformed MWTIX with an annualized return of 0.90%, while MWTIX has yielded a comparatively higher 1.64% 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%
MWTIX
- 1D
- 0.55%
- 1M
- -2.47%
- YTD
- -0.48%
- 6M
- 0.53%
- 1Y
- 3.79%
- 3Y*
- 3.48%
- 5Y*
- -0.32%
- 10Y*
- 1.64%
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DFIGX vs. MWTIX - Expense Ratio Comparison
DFIGX has a 0.11% expense ratio, which is lower than MWTIX's 0.45% expense ratio.
Return for Risk
DFIGX vs. MWTIX — Risk / Return Rank
DFIGX
MWTIX
DFIGX vs. MWTIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Intermediate Government Fixed Income Portfolio (DFIGX) and Metropolitan West Total Return Bond Fund Class I (MWTIX). 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.
| DFIGX | MWTIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.74 | 0.86 | -0.12 |
Sortino ratioReturn per unit of downside risk | 1.10 | 1.24 | -0.15 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.15 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.40 | 1.57 | -0.17 |
Martin ratioReturn relative to average drawdown | 3.34 | 4.16 | -0.82 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DFIGX | MWTIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.74 | 0.86 | -0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.05 | -0.05 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.17 | 0.31 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.99 | 0.92 | +0.07 |
Correlation
The correlation between DFIGX and MWTIX is 0.82, 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.
Dividends
DFIGX vs. MWTIX - Dividend Comparison
DFIGX's dividend yield for the trailing twelve months is around 2.30%, less than MWTIX's 3.64% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
MWTIX Metropolitan West Total Return Bond Fund Class I | 3.64% | 3.89% | 4.38% | 4.11% | 2.08% | 1.12% | 6.48% | 3.61% | 2.91% | 2.14% | 3.35% | 2.94% |
Drawdowns
DFIGX vs. MWTIX - Drawdown Comparison
The maximum DFIGX drawdown since its inception was -19.56%, roughly equal to the maximum MWTIX drawdown of -20.58%. Use the drawdown chart below to compare losses from any high point for DFIGX and MWTIX.
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Drawdown Indicators
| DFIGX | MWTIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.56% | -20.58% | +1.02% |
Max Drawdown (1Y)Largest decline over 1 year | -2.58% | -3.05% | +0.47% |
Max Drawdown (5Y)Largest decline over 5 years | -17.62% | -20.51% | +2.89% |
Max Drawdown (10Y)Largest decline over 10 years | -19.56% | -20.58% | +1.02% |
Current DrawdownCurrent decline from peak | -7.39% | -4.67% | -2.72% |
Average DrawdownAverage peak-to-trough decline | -3.09% | -2.76% | -0.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.08% | 1.15% | -0.07% |
Volatility
DFIGX vs. MWTIX - Volatility Comparison
The current volatility for DFA Intermediate Government Fixed Income Portfolio (DFIGX) is 1.53%, while Metropolitan West Total Return Bond Fund Class I (MWTIX) has a volatility of 1.80%. This indicates that DFIGX experiences smaller price fluctuations and is considered to be less risky than MWTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFIGX | MWTIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.53% | 1.80% | -0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 2.60% | 2.91% | -0.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.42% | 4.89% | -0.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.21% | 6.61% | -0.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.35% | 5.30% | +0.05% |