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DFSD vs. BBSB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DFSD vs. BBSB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional Short-Duration Fixed Income ETF (DFSD) and JPMorgan BetaBuilders U.S. Treasury Bond 1-3 Year ETF (BBSB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DFSD achieves a 0.22% return, which is significantly lower than BBSB's 0.46% return.


DFSD

1D
-0.44%
1M
-0.17%
YTD
0.22%
6M
0.39%
1Y
3.30%
3Y*
5.16%
5Y*
10Y*

BBSB

1D
0.07%
1M
0.16%
YTD
0.46%
6M
0.63%
1Y
2.97%
3Y*
4.20%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DFSD vs. BBSB - Yearly Performance Comparison


2026 (YTD)202520242023
DFSD
Dimensional Short-Duration Fixed Income ETF
0.22%6.59%4.60%4.57%
BBSB
JPMorgan BetaBuilders U.S. Treasury Bond 1-3 Year ETF
0.46%5.12%4.00%2.56%

Correlation

The correlation between DFSD and BBSB is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.82

Correlation (3Y)
Calculated over the trailing 3-year period

0.76

Correlation (All Time)
Calculated using the full available price history since Apr 20, 2023

0.77

The correlation between DFSD and BBSB has been stable across timeframes, ranging from 0.76 to 0.82 - a consistent structural relationship.

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Return for Risk

DFSD vs. BBSB — Risk / Return Rank

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

DFSD
DFSD Risk / Return Rank: 5252
Overall Rank
DFSD Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
DFSD Sortino Ratio Rank: 5555
Sortino Ratio Rank
DFSD Omega Ratio Rank: 5454
Omega Ratio Rank
DFSD Calmar Ratio Rank: 4848
Calmar Ratio Rank
DFSD Martin Ratio Rank: 5252
Martin Ratio Rank

BBSB
BBSB Risk / Return Rank: 8181
Overall Rank
BBSB Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
BBSB Sortino Ratio Rank: 9090
Sortino Ratio Rank
BBSB Omega Ratio Rank: 8585
Omega Ratio Rank
BBSB Calmar Ratio Rank: 7474
Calmar Ratio Rank
BBSB Martin Ratio Rank: 7878
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.

DFSD vs. BBSB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional Short-Duration Fixed Income ETF (DFSD) and JPMorgan BetaBuilders U.S. Treasury Bond 1-3 Year ETF (BBSB). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DFSDBBSBDifference
Sharpe ratioReturn per unit of total volatility

-0.67

Sortino ratioReturn per unit of downside risk

-1.41

Omega ratioGain probability vs. loss probability

1.32

1.48

-0.16

Calmar ratioReturn relative to maximum drawdown

2.26

3.48

-1.23

Martin ratioReturn relative to average drawdown

8.48

13.90

-5.42

DFSD vs. BBSB - Sharpe Ratio Comparison

The current DFSD Sharpe Ratio is 1.67, which is comparable to the BBSB Sharpe Ratio of 2.34. The chart below compares the historical Sharpe Ratios of DFSD and BBSB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DFSD vs. BBSB - Drawdown Comparison

The maximum DFSD drawdown since its inception was -8.45%, which is greater than BBSB's maximum drawdown of -1.57%. Use the drawdown chart below to compare losses from any high point for DFSD and BBSB.


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Drawdown Indicators


DFSDBBSBDifference

Max Drawdown

Largest peak-to-trough decline

-8.45%

-1.57%

-6.88%

Max Drawdown (1Y)

Largest decline over 1 year

-1.47%

-0.86%

-0.61%

Max Drawdown (3Y)

Largest decline over 3 years

-1.47%

-0.96%

-0.51%

Current Drawdown

Current decline from peak

-0.83%

-0.26%

-0.57%

Average Drawdown

Average peak-to-trough decline

-2.05%

-0.31%

-1.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.39%

0.21%

+0.18%

Volatility

DFSD vs. BBSB - Volatility Comparison

Dimensional Short-Duration Fixed Income ETF (DFSD) has a higher volatility of 0.78% compared to JPMorgan BetaBuilders U.S. Treasury Bond 1-3 Year ETF (BBSB) at 0.41%. This indicates that DFSD's price experiences larger fluctuations and is considered to be riskier than BBSB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DFSDBBSBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.78%

0.41%

+0.37%

Volatility (6M)

Calculated over the trailing 6-month period

1.59%

0.90%

+0.69%

Volatility (1Y)

Calculated over the trailing 1-year period

1.98%

1.28%

+0.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.78%

1.66%

+1.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.78%

1.66%

+1.12%

DFSD vs. BBSB - Expense Ratio Comparison

DFSD has a 0.16% expense ratio, which is higher than BBSB'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%.


Dividends

DFSD vs. BBSB - Dividend Comparison

DFSD's dividend yield for the trailing twelve months is around 3.99%, more than BBSB's 3.81% yield.


PositionTTM20252024202320222021
BBSB
JPMorgan BetaBuilders U.S. Treasury Bond 1-3 Year ETF
3.81%3.69%4.84%3.50%0.00%0.00%
DFSD
Dimensional Short-Duration Fixed Income ETF
3.99%4.12%4.81%3.89%2.12%0.11%

Frequently Asked Questions


DFSD and BBSB have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DFSD has higher volatility (0.78%) compared to BBSB (0.41%). In terms of maximum drawdown, DFSD dropped -8.45% vs BBSB's -1.57%.

On 3-year performance, DFSD leads with 5.16% vs 4.20% for BBSB. On fees, BBSB is cheaper at 0.04% per year. On volatility, BBSB has been the lower-risk option at 0.41%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, DFSD has performed better with a 5.16% return vs 4.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BBSB is cheaper with a 0.04% expense ratio, compared with 0.16% for DFSD.

DFSD has the higher dividend yield at 3.99%, compared with 3.81% for BBSB.

DFSD is categorized as Short-Term Bond, while BBSB is Government Bonds. They also come from different issuers: Dimensional and JPMorgan. Their fees differ too: 0.16% for DFSD and 0.04% for BBSB.

BBSB currently has the higher Sharpe Ratio (2.34 vs 1.67), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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