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DFTEX vs. AGG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DFTEX vs. AGG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA Intermediate-Term Extended Quality Portfolio Fund (DFTEX) and iShares Core U.S. Aggregate Bond ETF (AGG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DFTEX achieves a 1.08% return, which is significantly higher than AGG's 0.52% return. Over the past 10 years, DFTEX has outperformed AGG with an annualized return of 2.35%, while AGG has yielded a comparatively lower 1.57% annualized return.


DFTEX

1D
0.62%
1M
1.42%
YTD
1.08%
6M
1.49%
1Y
6.11%
3Y*
6.02%
5Y*
0.58%
10Y*
2.35%

AGG

1D
-0.12%
1M
0.46%
YTD
0.52%
6M
0.93%
1Y
4.87%
3Y*
4.19%
5Y*
0.06%
10Y*
1.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DFTEX vs. AGG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DFTEX
DFA Intermediate-Term Extended Quality Portfolio Fund
1.08%7.70%2.89%9.61%-16.28%-2.05%10.26%13.38%-2.10%5.20%
AGG
iShares Core U.S. Aggregate Bond ETF
0.52%7.19%1.31%5.65%-13.02%-1.77%7.48%8.46%0.09%3.55%

Correlation

The correlation between DFTEX and AGG is 0.94, 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

0.94

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

0.95

Correlation (5Y)
Calculated over the trailing 5-year period

0.95

Correlation (10Y)
Calculated over the trailing 10-year period

0.92

Correlation (All Time)
Calculated using the full available price history since Aug 3, 2012

0.92

The correlation between DFTEX and AGG has been stable across timeframes, ranging from 0.92 to 0.95 - a consistent structural relationship.

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Return for Risk

DFTEX vs. AGG — Risk / Return Rank

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

DFTEX
DFTEX Risk / Return Rank: 4040
Overall Rank
DFTEX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
DFTEX Sortino Ratio Rank: 4646
Sortino Ratio Rank
DFTEX Omega Ratio Rank: 4040
Omega Ratio Rank
DFTEX Calmar Ratio Rank: 3939
Calmar Ratio Rank
DFTEX Martin Ratio Rank: 3434
Martin Ratio Rank

AGG
AGG Risk / Return Rank: 3737
Overall Rank
AGG Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
AGG Sortino Ratio Rank: 3838
Sortino Ratio Rank
AGG Omega Ratio Rank: 3636
Omega Ratio Rank
AGG Calmar Ratio Rank: 3737
Calmar Ratio Rank
AGG Martin Ratio Rank: 3535
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.

DFTEX vs. AGG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA Intermediate-Term Extended Quality Portfolio Fund (DFTEX) and iShares Core U.S. Aggregate Bond ETF (AGG). 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.


DFTEXAGGDifference
Sharpe ratioReturn per unit of total volatility

+0.32

Sortino ratioReturn per unit of downside risk

+0.51

Omega ratioGain probability vs. loss probability

1.27

1.21

+0.06

Calmar ratioReturn relative to maximum drawdown

1.96

1.63

+0.32

Martin ratioReturn relative to average drawdown

6.35

4.82

+1.53

DFTEX vs. AGG - Sharpe Ratio Comparison

The current DFTEX Sharpe Ratio is 1.50, which is comparable to the AGG Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of DFTEX and AGG, 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

DFTEX vs. AGG - Drawdown Comparison

The maximum DFTEX drawdown since its inception was -22.83%, which is greater than AGG's maximum drawdown of -18.43%. Use the drawdown chart below to compare losses from any high point for DFTEX and AGG.


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Drawdown Indicators


DFTEXAGGDifference

Max Drawdown

Largest peak-to-trough decline

-22.83%

-18.43%

-4.40%

Max Drawdown (1Y)

Largest decline over 1 year

-3.22%

-2.76%

-0.46%

Max Drawdown (3Y)

Largest decline over 3 years

-5.38%

-6.11%

+0.73%

Max Drawdown (5Y)

Largest decline over 5 years

-22.83%

-17.82%

-5.01%

Max Drawdown (10Y)

Largest decline over 10 years

-22.83%

-18.43%

-4.40%

Current Drawdown

Current decline from peak

-0.74%

-1.88%

+1.14%

Average Drawdown

Average peak-to-trough decline

-4.45%

-2.71%

-1.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.99%

0.94%

+0.05%

Volatility

DFTEX vs. AGG - Volatility Comparison

DFA Intermediate-Term Extended Quality Portfolio Fund (DFTEX) has a higher volatility of 1.45% compared to iShares Core U.S. Aggregate Bond ETF (AGG) at 1.37%. This indicates that DFTEX's price experiences larger fluctuations and is considered to be riskier than AGG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DFTEXAGGDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.45%

1.37%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

3.14%

2.81%

+0.33%

Volatility (1Y)

Calculated over the trailing 1-year period

4.20%

3.82%

+0.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.71%

6.09%

+0.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.89%

5.41%

+0.48%

DFTEX vs. AGG - Expense Ratio Comparison

DFTEX has a 0.20% expense ratio, which is higher than AGG's 0.03% 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

DFTEX vs. AGG - Dividend Comparison

DFTEX's dividend yield for the trailing twelve months is around 4.92%, more than AGG's 3.98% yield.


PositionTTM20252024202320222021202020192018201720162015
AGG
iShares Core U.S. Aggregate Bond ETF
3.98%3.89%3.74%3.13%2.39%1.77%2.14%2.70%2.72%2.32%2.39%2.45%
DFTEX
DFA Intermediate-Term Extended Quality Portfolio Fund
4.92%4.30%4.27%3.79%3.25%4.12%3.31%3.06%3.24%2.91%2.88%3.90%

Frequently Asked Questions


With a correlation of 0.94, DFTEX and AGG move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

DFTEX has higher volatility (1.45%) compared to AGG (1.37%). In terms of maximum drawdown, DFTEX dropped -22.83% vs AGG's -18.43%.

DFTEX currently has the higher Sharpe Ratio (1.50 vs 1.19), 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.

Portfolio Optimizer

Find the right allocation for DFTEX and AGG

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