DFIHX vs. SPYG
Compare and contrast key facts about DFA One Year Fixed Income Portfolio (DFIHX) and SPDR Portfolio S&P 500 Growth ETF (SPYG).
DFIHX is managed by Dimensional Fund Advisors LP. It was launched on Jul 25, 1983. SPYG is a passively managed fund by State Street that tracks the performance of the S&P 500 Growth Index. It was launched on Sep 25, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFIHX or SPYG.
Key characteristics
| DFIHX | SPYG | |
|---|---|---|
| YTD Return | 4.76% | 34.20% |
| 1Y Return | 5.46% | 40.68% |
| 3Y Return (Ann) | 2.80% | 7.92% |
| 5Y Return (Ann) | 1.82% | 17.76% |
| 10Y Return (Ann) | 1.51% | 15.19% |
| Sharpe Ratio | 8.45 | 2.41 |
| Sortino Ratio | 66.33 | 3.12 |
| Omega Ratio | 40.50 | 1.44 |
| Calmar Ratio | 96.32 | 2.98 |
| Martin Ratio | 845.12 | 12.72 |
| Ulcer Index | 0.01% | 3.20% |
| Daily Std Dev | 0.65% | 16.90% |
| Max Drawdown | -89.99% | -67.79% |
| Current Drawdown | 0.00% | -0.78% |
Correlation
The correlation between DFIHX and SPYG is -0.09. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
DFIHX vs. SPYG - Performance Comparison
In the year-to-date period, DFIHX achieves a 4.76% return, which is significantly lower than SPYG's 34.20% return. Over the past 10 years, DFIHX has underperformed SPYG with an annualized return of 1.51%, while SPYG has yielded a comparatively higher 15.19% annualized 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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DFIHX vs. SPYG - Expense Ratio Comparison
DFIHX has a 0.13% expense ratio, which is higher than SPYG'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
DFIHX vs. SPYG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA One Year Fixed Income Portfolio (DFIHX) and SPDR Portfolio S&P 500 Growth ETF (SPYG). 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
DFIHX vs. SPYG - Dividend Comparison
DFIHX's dividend yield for the trailing twelve months is around 5.01%, more than SPYG's 0.65% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFIHX DFA One Year Fixed Income Portfolio | 5.01% | 3.36% | 1.08% | 0.00% | 0.62% | 2.14% | 1.85% | 1.13% | 0.74% | 0.42% | 0.30% | 0.36% |
SPYG SPDR Portfolio S&P 500 Growth ETF | 0.65% | 1.15% | 1.03% | 0.62% | 0.90% | 1.36% | 1.51% | 1.41% | 1.55% | 1.57% | 1.37% | 1.42% |
Drawdowns
DFIHX vs. SPYG - Drawdown Comparison
The maximum DFIHX drawdown since its inception was -89.99%, which is greater than SPYG's maximum drawdown of -67.79%. Use the drawdown chart below to compare losses from any high point for DFIHX and SPYG. For additional features, visit the drawdowns tool.
Volatility
DFIHX vs. SPYG - Volatility Comparison
The current volatility for DFA One Year Fixed Income Portfolio (DFIHX) is 0.19%, while SPDR Portfolio S&P 500 Growth ETF (SPYG) has a volatility of 5.06%. This indicates that DFIHX experiences smaller price fluctuations and is considered to be less risky than SPYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.