DFIGX vs. SWAGX
Compare and contrast key facts about DFA Intermediate Government Fixed Income Portfolio (DFIGX) and Schwab U.S. Aggregate Bond Index Fund (SWAGX).
DFIGX is managed by Dimensional Fund Advisors LP. It was launched on Oct 18, 1990. SWAGX is managed by Charles Schwab.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFIGX or SWAGX.
Key characteristics
| DFIGX | SWAGX | |
|---|---|---|
| YTD Return | 0.58% | 1.28% |
| 1Y Return | 5.42% | 7.01% |
| 3Y Return (Ann) | -2.75% | -2.30% |
| 5Y Return (Ann) | -0.75% | -0.35% |
| Sharpe Ratio | 0.82 | 1.10 |
| Sortino Ratio | 1.22 | 1.61 |
| Omega Ratio | 1.14 | 1.19 |
| Calmar Ratio | 0.27 | 0.42 |
| Martin Ratio | 2.52 | 3.65 |
| Ulcer Index | 1.88% | 1.75% |
| Daily Std Dev | 5.74% | 5.80% |
| Max Drawdown | -19.56% | -18.84% |
| Current Drawdown | -12.79% | -9.31% |
Correlation
The correlation between DFIGX and SWAGX is 0.91, 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. SWAGX - Performance Comparison
In the year-to-date period, DFIGX achieves a 0.58% return, which is significantly lower than SWAGX's 1.28% 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. SWAGX - Expense Ratio Comparison
DFIGX has a 0.11% expense ratio, which is higher than SWAGX's 0.04% 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. SWAGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Intermediate Government Fixed Income Portfolio (DFIGX) and Schwab U.S. Aggregate Bond Index Fund (SWAGX). 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. SWAGX - Dividend Comparison
DFIGX's dividend yield for the trailing twelve months is around 2.69%, less than SWAGX's 3.81% 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% |
SWAGX Schwab U.S. Aggregate Bond Index Fund | 3.81% | 3.22% | 2.60% | 2.06% | 2.36% | 2.86% | 2.80% | 1.99% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DFIGX vs. SWAGX - Drawdown Comparison
The maximum DFIGX drawdown since its inception was -19.56%, roughly equal to the maximum SWAGX drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for DFIGX and SWAGX. For additional features, visit the drawdowns tool.
Volatility
DFIGX vs. SWAGX - Volatility Comparison
The current volatility for DFA Intermediate Government Fixed Income Portfolio (DFIGX) is 1.56%, while Schwab U.S. Aggregate Bond Index Fund (SWAGX) has a volatility of 1.69%. This indicates that DFIGX experiences smaller price fluctuations and is considered to be less risky than SWAGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.