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DFIGX vs. VSBIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DFIGX vs. VSBIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA Intermediate Government Fixed Income Portfolio (DFIGX) and Vanguard Short-Term Treasury Index Fund Institutional Shares (VSBIX). The values are adjusted to include any dividend payments, if applicable.

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DFIGX vs. VSBIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DFIGX
DFA Intermediate Government Fixed Income Portfolio
0.16%6.33%0.47%4.58%-13.12%-3.14%9.10%7.22%0.92%1.65%
VSBIX
Vanguard Short-Term Treasury Index Fund Institutional Shares
0.28%5.11%4.37%4.28%-3.87%-0.67%3.11%3.53%1.52%0.40%

Returns By Period

In the year-to-date period, DFIGX achieves a 0.16% return, which is significantly lower than VSBIX's 0.28% return. Over the past 10 years, DFIGX has underperformed VSBIX with an annualized return of 0.92%, while VSBIX has yielded a comparatively higher 1.76% annualized return.


DFIGX

1D
0.18%
1M
-1.33%
YTD
0.16%
6M
0.82%
1Y
2.87%
3Y*
2.71%
5Y*
-0.32%
10Y*
0.92%

VSBIX

1D
0.04%
1M
-0.33%
YTD
0.28%
6M
1.24%
1Y
3.69%
3Y*
4.12%
5Y*
1.86%
10Y*
1.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DFIGX vs. VSBIX - Expense Ratio Comparison

DFIGX has a 0.11% expense ratio, which is higher than VSBIX's 0.05% 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%.


Return for Risk

DFIGX vs. VSBIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DFIGX
DFIGX Risk / Return Rank: 3232
Overall Rank
DFIGX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
DFIGX Sortino Ratio Rank: 2525
Sortino Ratio Rank
DFIGX Omega Ratio Rank: 1919
Omega Ratio Rank
DFIGX Calmar Ratio Rank: 6161
Calmar Ratio Rank
DFIGX Martin Ratio Rank: 3131
Martin Ratio Rank

VSBIX
VSBIX Risk / Return Rank: 9797
Overall Rank
VSBIX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
VSBIX Sortino Ratio Rank: 9898
Sortino Ratio Rank
VSBIX Omega Ratio Rank: 9696
Omega Ratio Rank
VSBIX Calmar Ratio Rank: 9898
Calmar Ratio Rank
VSBIX Martin Ratio Rank: 9797
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DFIGX vs. VSBIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA Intermediate Government Fixed Income Portfolio (DFIGX) and Vanguard Short-Term Treasury Index Fund Institutional Shares (VSBIX). 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.


DFIGXVSBIXDifference

Sharpe ratio

Return per unit of total volatility

0.72

2.65

-1.92

Sortino ratio

Return per unit of downside risk

1.06

4.33

-3.27

Omega ratio

Gain probability vs. loss probability

1.13

1.58

-0.45

Calmar ratio

Return relative to maximum drawdown

1.55

4.70

-3.16

Martin ratio

Return relative to average drawdown

3.67

18.02

-14.36

DFIGX vs. VSBIX - Sharpe Ratio Comparison

The current DFIGX Sharpe Ratio is 0.72, which is lower than the VSBIX Sharpe Ratio of 2.65. The chart below compares the historical Sharpe Ratios of DFIGX and VSBIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DFIGXVSBIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.72

2.65

-1.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.05

0.96

-1.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.17

1.16

-0.98

Sharpe Ratio (All Time)

Calculated using the full available price history

0.99

1.09

-0.10

Correlation

The correlation between DFIGX and VSBIX is 0.78, 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. VSBIX - Dividend Comparison

DFIGX's dividend yield for the trailing twelve months is around 2.29%, less than VSBIX's 3.59% yield.


TTM20252024202320222021202020192018201720162015
DFIGX
DFA Intermediate Government Fixed Income Portfolio
2.29%2.22%2.82%2.33%1.78%2.36%4.14%2.16%2.19%1.57%1.66%2.49%
VSBIX
Vanguard Short-Term Treasury Index Fund Institutional Shares
3.59%3.99%4.52%3.31%1.14%0.65%1.74%2.28%1.81%1.11%0.80%0.74%

Drawdowns

DFIGX vs. VSBIX - Drawdown Comparison

The maximum DFIGX drawdown since its inception was -19.56%, which is greater than VSBIX's maximum drawdown of -5.74%. Use the drawdown chart below to compare losses from any high point for DFIGX and VSBIX.


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Drawdown Indicators


DFIGXVSBIXDifference

Max Drawdown

Largest peak-to-trough decline

-19.56%

-5.74%

-13.82%

Max Drawdown (1Y)

Largest decline over 1 year

-2.58%

-0.81%

-1.77%

Max Drawdown (5Y)

Largest decline over 5 years

-17.62%

-5.74%

-11.88%

Max Drawdown (10Y)

Largest decline over 10 years

-19.56%

-5.74%

-13.82%

Current Drawdown

Current decline from peak

-7.23%

-0.44%

-6.79%

Average Drawdown

Average peak-to-trough decline

-3.09%

-0.59%

-2.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.09%

0.21%

+0.88%

Volatility

DFIGX vs. VSBIX - Volatility Comparison

DFA Intermediate Government Fixed Income Portfolio (DFIGX) has a higher volatility of 1.51% compared to Vanguard Short-Term Treasury Index Fund Institutional Shares (VSBIX) at 0.51%. This indicates that DFIGX's price experiences larger fluctuations and is considered to be riskier than VSBIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DFIGXVSBIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.51%

0.51%

+1.00%

Volatility (6M)

Calculated over the trailing 6-month period

2.60%

0.82%

+1.78%

Volatility (1Y)

Calculated over the trailing 1-year period

4.41%

1.42%

+2.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.21%

1.94%

+4.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.35%

1.53%

+3.82%