DFIGX vs. SGINX
DFIGX (DFA Intermediate Government Fixed Income Portfolio) and SGINX (DWS GNMA Fund) are both Government Bonds funds. Over the past 10 years, DFIGX returned 0.63%/yr vs 0.89%/yr for SGINX. Their 0.77 correlation means they have sometimes moved together and sometimes differently. DFIGX charges 0.11%/yr vs 0.58%/yr for SGINX.
Performance
DFIGX vs. SGINX - Performance Comparison
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Returns By Period
In the year-to-date period, DFIGX achieves a -0.39% return, which is significantly higher than SGINX's -0.91% return. Over the past 10 years, DFIGX has underperformed SGINX with an annualized return of 0.63%, while SGINX has yielded a comparatively higher 0.89% annualized return.
DFIGX
- 1D
- 0.00%
- 1M
- -0.81%
- 6M
- -0.39%
- YTD
- -0.39%
- 1Y
- 1.66%
- 3Y*
- 3.06%
- 5Y*
- -1.05%
- 10Y*
- 0.63%
- ALL TIME*
- 16.09%
SGINX
- 1D
- 0.43%
- 1M
- -1.61%
- 6M
- -1.11%
- YTD
- -0.91%
- 1Y
- 2.69%
- 3Y*
- 3.43%
- 5Y*
- -0.23%
- 10Y*
- 0.89%
- ALL TIME*
- 2.89%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
SGINX DWS GNMA Fund | $0.00 | $0.00 | $0.00 |
DFIGX vs. SGINX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFIGX DFA Intermediate Government Fixed Income Portfolio | -0.39% | 6.33% | 0.47% | 4.58% | -13.12% | -3.14% | 9.10% | 7.22% | 0.92% | 1.65% |
SGINX DWS GNMA Fund | -0.91% | 7.88% | 0.59% | 4.93% | -11.82% | -1.12% | 3.29% | 6.65% | 0.42% | 1.52% |
Correlation
The correlation between DFIGX and SGINX is 0.62, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.62 |
Correlation (3Y) Balances recent behavior with more history. | 0.86 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.88 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.80 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2001 | 0.77 |
The correlation between DFIGX and SGINX shifts across timeframes, from 0.62 (1 year) to 0.88 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
DFIGX vs. SGINX — Risk / Return Rank
DFIGX
SGINX
DFIGX vs. SGINX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Intermediate Government Fixed Income Portfolio (DFIGX) and DWS GNMA Fund (SGINX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DFIGX | SGINX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.09 | ||
| Sortino ratioReturn per unit of downside risk | -0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.14 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 0.87 | 0.92 | -0.05 |
| Martin ratioReturn relative to average drawdown | 2.17 | 2.54 | -0.37 |
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Drawdowns
DFIGX vs. SGINX - Drawdown Comparison
The maximum DFIGX drawdown since its inception was -19.56%, which is greater than SGINX's maximum drawdown of -17.37%. Use the drawdown chart below to compare losses from any high point for DFIGX and SGINX.
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Drawdown Indicators
| DFIGX | SGINX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.56% | -17.37% | -2.19% |
Max Drawdown (1Y)Largest decline over 1 year | -3.08% | -3.63% | +0.55% |
Max Drawdown (3Y)Largest decline over 3 years | -5.34% | -6.39% | +1.05% |
Max Drawdown (5Y)Largest decline over 5 years | -17.56% | -16.91% | -0.65% |
Max Drawdown (10Y)Largest decline over 10 years | -19.56% | -17.37% | -2.19% |
Current DrawdownCurrent decline from peak | -7.74% | -2.96% | -4.78% |
Average DrawdownAverage peak-to-trough decline | -3.13% | -1.97% | -1.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.23% | 1.31% | -0.08% |
Volatility
DFIGX vs. SGINX - Volatility Comparison
The current volatility for DFA Intermediate Government Fixed Income Portfolio (DFIGX) is 0.87%, while DWS GNMA Fund (SGINX) has a volatility of 1.78%. This indicates that DFIGX experiences smaller price fluctuations and is considered to be less risky than SGINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFIGX | SGINX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.87% | 1.78% | -0.91% |
Volatility (6M)Calculated over the trailing 6-month period | 2.86% | 3.49% | -0.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.80% | 4.19% | -0.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.21% | 6.53% | -0.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.34% | 4.87% | +0.47% |
DFIGX vs. SGINX - Expense Ratio Comparison
DFIGX has a 0.11% expense ratio, which is lower than SGINX's 0.58% expense ratio.
Dividends
DFIGX vs. SGINX - Dividend Comparison
DFIGX's dividend yield for the trailing twelve months is around 3.13%, less than SGINX's 4.31% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFIGX DFA Intermediate Government Fixed Income Portfolio | 3.13% | 2.22% | 2.82% | 2.33% | 1.78% | 2.36% | 4.14% | 2.16% | 2.19% | 1.57% | 1.66% | 2.49% |
SGINX DWS GNMA Fund | 4.31% | 3.77% | 3.97% | 3.82% | 1.86% | 1.37% | 2.22% | 2.94% | 2.71% | 3.07% | 2.95% | 3.41% |
Frequently Asked Questions
DFIGX and SGINX have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SGINX has higher volatility (1.78%) compared to DFIGX (0.87%). In terms of maximum drawdown, DFIGX dropped -19.56% vs SGINX's -17.37%.
SGINX currently has the higher Sharpe Ratio (0.80 vs 0.71), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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