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DFTEX vs. BIV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DFTEX and BIV is 0.92, 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.


-0.50.00.51.0
Correlation: 0.9

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 ETF (BIV). The values are adjusted to include any dividend payments, if applicable.

44.00%46.00%48.00%50.00%52.00%NovemberDecember2025FebruaryMarchApril
52.15%
52.60%
DFTEX
BIV

Key characteristics

Sharpe Ratio

DFTEX:

1.13

BIV:

1.37

Sortino Ratio

DFTEX:

1.68

BIV:

2.03

Omega Ratio

DFTEX:

1.19

BIV:

1.24

Calmar Ratio

DFTEX:

0.43

BIV:

0.56

Martin Ratio

DFTEX:

3.56

BIV:

3.34

Ulcer Index

DFTEX:

1.73%

BIV:

2.21%

Daily Std Dev

DFTEX:

5.47%

BIV:

5.38%

Max Drawdown

DFTEX:

-24.29%

BIV:

-18.94%

Current Drawdown

DFTEX:

-7.16%

BIV:

-4.95%

Returns By Period

In the year-to-date period, DFTEX achieves a 2.38% return, which is significantly lower than BIV's 4.22% return. Both investments have delivered pretty close results over the past 10 years, with DFTEX having a 1.89% annualized return and BIV not far behind at 1.82%.


DFTEX

YTD

2.38%

1M

0.22%

6M

0.40%

1Y

5.94%

5Y*

0.99%

10Y*

1.89%

BIV

YTD

4.22%

1M

1.65%

6M

1.75%

1Y

7.14%

5Y*

0.29%

10Y*

1.82%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DFTEX vs. BIV - Expense Ratio Comparison

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


DFTEX
DFA Intermediate-Term Extended Quality Portfolio Fund
Expense ratio chart for DFTEX: current value is 0.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DFTEX: 0.20%
Expense ratio chart for BIV: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BIV: 0.04%

Risk-Adjusted Performance

DFTEX vs. BIV — Risk-Adjusted Performance Rank

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

DFTEX
The Risk-Adjusted Performance Rank of DFTEX is 7777
Overall Rank
The Sharpe Ratio Rank of DFTEX is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of DFTEX is 8181
Sortino Ratio Rank
The Omega Ratio Rank of DFTEX is 7777
Omega Ratio Rank
The Calmar Ratio Rank of DFTEX is 6868
Calmar Ratio Rank
The Martin Ratio Rank of DFTEX is 7878
Martin Ratio Rank

BIV
The Risk-Adjusted Performance Rank of BIV is 8181
Overall Rank
The Sharpe Ratio Rank of BIV is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of BIV is 8888
Sortino Ratio Rank
The Omega Ratio Rank of BIV is 8686
Omega Ratio Rank
The Calmar Ratio Rank of BIV is 6868
Calmar Ratio Rank
The Martin Ratio Rank of BIV is 7676
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DFTEX vs. BIV - Risk-Adjusted Performance 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 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.


Sharpe ratio
The chart of Sharpe ratio for DFTEX, currently valued at 1.13, compared to the broader market-1.000.001.002.003.004.00
DFTEX: 1.13
BIV: 1.37
The chart of Sortino ratio for DFTEX, currently valued at 1.68, compared to the broader market-2.000.002.004.006.008.0010.00
DFTEX: 1.68
BIV: 2.03
The chart of Omega ratio for DFTEX, currently valued at 1.19, compared to the broader market0.501.001.502.002.503.003.50
DFTEX: 1.19
BIV: 1.24
The chart of Calmar ratio for DFTEX, currently valued at 0.43, compared to the broader market0.005.0010.0015.00
DFTEX: 0.43
BIV: 0.56
The chart of Martin ratio for DFTEX, currently valued at 3.56, compared to the broader market0.0020.0040.0060.00
DFTEX: 3.56
BIV: 3.34

The current DFTEX Sharpe Ratio is 1.13, which is comparable to the BIV Sharpe Ratio of 1.37. 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
1.13
1.37
DFTEX
BIV

Dividends

DFTEX vs. BIV - Dividend Comparison

DFTEX's dividend yield for the trailing twelve months is around 4.10%, more than BIV's 3.77% yield.


TTM20242023202220212020201920182017201620152014
DFTEX
DFA Intermediate-Term Extended Quality Portfolio Fund
4.10%4.29%3.80%3.27%2.42%2.59%3.05%3.26%2.95%3.01%3.42%3.06%
BIV
Vanguard Intermediate-Term Bond ETF
3.77%3.79%3.10%2.41%3.42%2.96%2.75%2.87%2.69%2.38%3.02%3.96%

Drawdowns

DFTEX vs. BIV - Drawdown Comparison

The maximum DFTEX drawdown since its inception was -24.29%, which is greater than BIV's maximum drawdown of -18.94%. Use the drawdown chart below to compare losses from any high point for DFTEX and BIV. For additional features, visit the drawdowns tool.


-11.00%-10.00%-9.00%-8.00%-7.00%-6.00%-5.00%NovemberDecember2025FebruaryMarchApril
-7.16%
-4.95%
DFTEX
BIV

Volatility

DFTEX vs. BIV - Volatility Comparison

DFA Intermediate-Term Extended Quality Portfolio Fund (DFTEX) and Vanguard Intermediate-Term Bond ETF (BIV) have volatilities of 1.36% and 1.38%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


1.20%1.40%1.60%1.80%2.00%NovemberDecember2025FebruaryMarchApril
1.36%
1.38%
DFTEX
BIV
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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