DFIGX vs. SWAGX

In the year-to-date period, DFIGX achieves a 1.95% return, which is significantly higher than SWAGX's 1.22% return.

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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%.

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.

The current DFIGX Sharpe Ratio is 0.78, which is comparable to the SWAGX Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of DFIGX and SWAGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DFIGX's dividend yield for the trailing twelve months is around 2.84%, less than SWAGX's 4.00% yield.

The maximum DFIGX drawdown since its inception was -22.33%, which is greater than SWAGX's maximum 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.

DFA Intermediate Government Fixed Income Portfolio (DFIGX) and Schwab U.S. Aggregate Bond Index Fund (SWAGX) have volatilities of 1.50% and 1.56%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.