DFIGX vs. SPTI
Compare and contrast key facts about DFA Intermediate Government Fixed Income Portfolio (DFIGX) and SPDR Portfolio Intermediate Term Treasury ETF (SPTI).
DFIGX is managed by Dimensional Fund Advisors LP. It was launched on Oct 18, 1990. SPTI is a passively managed fund by State Street that tracks the performance of the Bloomberg Barclays U.S. 3-10 Year Treasury Bond Index. It was launched on May 23, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFIGX or SPTI.
Correlation
The correlation between DFIGX and SPTI is 0.89, 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. SPTI - Performance Comparison
Key characteristics
DFIGX:
-0.03
SPTI:
0.31
DFIGX:
-0.00
SPTI:
0.47
DFIGX:
1.00
SPTI:
1.06
DFIGX:
-0.01
SPTI:
0.12
DFIGX:
-0.07
SPTI:
0.80
DFIGX:
2.22%
SPTI:
1.87%
DFIGX:
5.54%
SPTI:
4.77%
DFIGX:
-19.56%
SPTI:
-16.11%
DFIGX:
-13.51%
SPTI:
-8.77%
Returns By Period
In the year-to-date period, DFIGX achieves a -0.25% return, which is significantly lower than SPTI's 1.32% return. Over the past 10 years, DFIGX has underperformed SPTI with an annualized return of 0.93%, while SPTI has yielded a comparatively higher 1.06% annualized return.
DFIGX
-0.25%
-1.10%
-0.02%
-0.07%
-0.85%
0.93%
SPTI
1.32%
-0.01%
1.37%
1.50%
-0.14%
1.06%
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. SPTI - Expense Ratio Comparison
DFIGX has a 0.11% expense ratio, which is higher than SPTI's 0.06% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
DFIGX vs. SPTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Intermediate Government Fixed Income Portfolio (DFIGX) and SPDR Portfolio Intermediate Term Treasury ETF (SPTI). 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. SPTI - Dividend Comparison
DFIGX's dividend yield for the trailing twelve months is around 1.98%, less than SPTI's 3.77% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SPTI SPDR Portfolio Intermediate Term Treasury ETF | 3.77% | 2.99% | 1.45% | 0.53% | 0.76% | 2.01% | 1.97% | 1.46% | 1.24% | 1.18% | 1.05% | 1.47% |
Drawdowns
DFIGX vs. SPTI - Drawdown Comparison
The maximum DFIGX drawdown since its inception was -19.56%, which is greater than SPTI's maximum drawdown of -16.11%. Use the drawdown chart below to compare losses from any high point for DFIGX and SPTI. For additional features, visit the drawdowns tool.
Volatility
DFIGX vs. SPTI - Volatility Comparison
DFA Intermediate Government Fixed Income Portfolio (DFIGX) has a higher volatility of 1.84% compared to SPDR Portfolio Intermediate Term Treasury ETF (SPTI) at 1.31%. This indicates that DFIGX's price experiences larger fluctuations and is considered to be riskier than SPTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.