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DFTEX vs. BIV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DFTEX vs. BIV - Performance Comparison

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

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DFTEX vs. BIV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DFTEX
DFA Intermediate-Term Extended Quality Portfolio Fund
-0.88%7.70%2.89%9.61%-16.28%-2.05%10.26%13.38%-2.10%5.20%
BIV
Vanguard Intermediate-Term Bond Index ETF
-0.23%8.52%1.57%6.07%-13.21%-2.40%9.67%10.34%-0.19%3.65%

Returns By Period

In the year-to-date period, DFTEX achieves a -0.88% return, which is significantly lower than BIV's -0.23% return. Over the past 10 years, DFTEX has outperformed BIV with an annualized return of 2.40%, while BIV has yielded a comparatively lower 2.04% annualized return.


DFTEX

1D
0.57%
1M
-2.66%
YTD
-0.88%
6M
-0.04%
1Y
4.71%
3Y*
5.08%
5Y*
0.81%
10Y*
2.40%

BIV

1D
0.32%
1M
-2.03%
YTD
-0.23%
6M
0.87%
1Y
4.99%
3Y*
3.99%
5Y*
0.54%
10Y*
2.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DFTEX vs. BIV - Expense Ratio Comparison

DFTEX has a 0.20% expense ratio, which is higher than BIV'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%.


Return for Risk

DFTEX vs. BIV — Risk / Return Rank

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

DFTEX
DFTEX Risk / Return Rank: 5555
Overall Rank
DFTEX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
DFTEX Sortino Ratio Rank: 5757
Sortino Ratio Rank
DFTEX Omega Ratio Rank: 4545
Omega Ratio Rank
DFTEX Calmar Ratio Rank: 6464
Calmar Ratio Rank
DFTEX Martin Ratio Rank: 5050
Martin Ratio Rank

BIV
BIV Risk / Return Rank: 6565
Overall Rank
BIV Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
BIV Sortino Ratio Rank: 6666
Sortino Ratio Rank
BIV Omega Ratio Rank: 5656
Omega Ratio Rank
BIV Calmar Ratio Rank: 7474
Calmar Ratio Rank
BIV Martin Ratio Rank: 6363
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. BIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA Intermediate-Term Extended Quality Portfolio Fund (DFTEX) and Vanguard Intermediate-Term Bond Index ETF (BIV). 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.


DFTEXBIVDifference

Sharpe ratio

Return per unit of total volatility

1.05

1.10

-0.06

Sortino ratio

Return per unit of downside risk

1.50

1.59

-0.09

Omega ratio

Gain probability vs. loss probability

1.19

1.20

-0.01

Calmar ratio

Return relative to maximum drawdown

1.46

1.82

-0.36

Martin ratio

Return relative to average drawdown

4.93

5.87

-0.95

DFTEX vs. BIV - Sharpe Ratio Comparison

The current DFTEX Sharpe Ratio is 1.05, which is comparable to the BIV Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of DFTEX and BIV, 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


DFTEXBIVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.05

1.10

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

0.09

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.37

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.65

-0.19

Correlation

The correlation between DFTEX and BIV is 0.93, 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

DFTEX vs. BIV - Dividend Comparison

DFTEX's dividend yield for the trailing twelve months is around 4.76%, more than BIV's 4.10% yield.


TTM20252024202320222021202020192018201720162015
DFTEX
DFA Intermediate-Term Extended Quality Portfolio Fund
4.76%4.30%4.27%3.79%3.25%4.12%3.31%3.06%3.24%2.91%2.88%3.90%
BIV
Vanguard Intermediate-Term Bond Index ETF
4.10%4.01%3.79%3.09%2.41%3.42%2.95%2.75%2.88%2.69%3.01%3.02%

Drawdowns

DFTEX vs. BIV - Drawdown Comparison

The maximum DFTEX drawdown since its inception was -22.83%, which is greater than BIV's maximum drawdown of -18.95%. Use the drawdown chart below to compare losses from any high point for DFTEX and BIV.


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Drawdown Indicators


DFTEXBIVDifference

Max Drawdown

Largest peak-to-trough decline

-22.83%

-18.95%

-3.88%

Max Drawdown (1Y)

Largest decline over 1 year

-3.30%

-2.87%

-0.43%

Max Drawdown (5Y)

Largest decline over 5 years

-22.83%

-18.74%

-4.09%

Max Drawdown (10Y)

Largest decline over 10 years

-22.83%

-18.95%

-3.88%

Current Drawdown

Current decline from peak

-2.66%

-2.03%

-0.63%

Average Drawdown

Average peak-to-trough decline

-4.49%

-3.40%

-1.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.98%

0.89%

+0.09%

Volatility

DFTEX vs. BIV - Volatility Comparison

DFA Intermediate-Term Extended Quality Portfolio Fund (DFTEX) has a higher volatility of 1.87% compared to Vanguard Intermediate-Term Bond Index ETF (BIV) at 1.77%. This indicates that DFTEX's price experiences larger fluctuations and is considered to be riskier than BIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DFTEXBIVDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.87%

1.77%

+0.10%

Volatility (6M)

Calculated over the trailing 6-month period

2.76%

2.74%

+0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

4.69%

4.55%

+0.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.70%

6.39%

+0.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.88%

5.50%

+0.38%