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

Correlation

The correlation between DFTEX and BLV is -0.16. 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.


-0.50.00.51.0
Correlation: -0.2

Performance

DFTEX vs. BLV - 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 Long-Term Bond ETF (BLV). The values are adjusted to include any dividend payments, if applicable.

50.00%55.00%60.00%65.00%December2025FebruaryMarchAprilMay
50.27%
59.93%
DFTEX
BLV

Key characteristics

Sharpe Ratio

DFTEX:

1.18

BLV:

0.44

Sortino Ratio

DFTEX:

1.74

BLV:

0.67

Omega Ratio

DFTEX:

1.20

BLV:

1.08

Calmar Ratio

DFTEX:

0.48

BLV:

0.16

Martin Ratio

DFTEX:

3.72

BLV:

0.91

Ulcer Index

DFTEX:

1.79%

BLV:

5.64%

Daily Std Dev

DFTEX:

5.67%

BLV:

11.76%

Max Drawdown

DFTEX:

-24.29%

BLV:

-38.29%

Current Drawdown

DFTEX:

-8.32%

BLV:

-28.30%

Returns By Period

In the year-to-date period, DFTEX achieves a 1.11% return, which is significantly lower than BLV's 1.27% return. Over the past 10 years, DFTEX has outperformed BLV with an annualized return of 1.93%, while BLV has yielded a comparatively lower 1.21% annualized return.


DFTEX

YTD

1.11%

1M

-1.44%

6M

1.31%

1Y

5.99%

5Y*

-0.20%

10Y*

1.93%

BLV

YTD

1.27%

1M

-3.03%

6M

-0.57%

1Y

3.90%

5Y*

-4.97%

10Y*

1.21%

*Annualized

Compare stocks, funds, or ETFs

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DFTEX vs. BLV - Expense Ratio Comparison

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


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 BLV: 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%
BLV: 0.04%

Risk-Adjusted Performance

DFTEX vs. BLV — 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 7575
Overall Rank
The Sharpe Ratio Rank of DFTEX is 8181
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 6161
Calmar Ratio Rank
The Martin Ratio Rank of DFTEX is 7878
Martin Ratio Rank

BLV
The Risk-Adjusted Performance Rank of BLV is 4242
Overall Rank
The Sharpe Ratio Rank of BLV is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of BLV is 4747
Sortino Ratio Rank
The Omega Ratio Rank of BLV is 4141
Omega Ratio Rank
The Calmar Ratio Rank of BLV is 3333
Calmar Ratio Rank
The Martin Ratio Rank of BLV is 3939
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. BLV - 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 Long-Term Bond ETF (BLV). 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.


The chart of Sharpe ratio for DFTEX, currently valued at 1.18, compared to the broader market-2.00-1.000.001.002.003.00
DFTEX: 1.18
BLV: 0.44
The chart of Sortino ratio for DFTEX, currently valued at 1.74, compared to the broader market-2.000.002.004.006.008.00
DFTEX: 1.74
BLV: 0.67
The chart of Omega ratio for DFTEX, currently valued at 1.20, compared to the broader market0.501.001.502.002.503.00
DFTEX: 1.20
BLV: 1.08
The chart of Calmar ratio for DFTEX, currently valued at 0.48, compared to the broader market0.002.004.006.008.00
DFTEX: 0.48
BLV: 0.16
The chart of Martin ratio for DFTEX, currently valued at 3.72, compared to the broader market0.0010.0020.0030.0040.00
DFTEX: 3.72
BLV: 0.91

The current DFTEX Sharpe Ratio is 1.18, which is higher than the BLV Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of DFTEX and BLV, 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 Ratio-0.500.000.501.001.502.00December2025FebruaryMarchAprilMay
1.18
0.44
DFTEX
BLV

Dividends

DFTEX vs. BLV - Dividend Comparison

DFTEX's dividend yield for the trailing twelve months is around 3.76%, less than BLV's 4.68% yield.


TTM20242023202220212020201920182017201620152014
DFTEX
DFA Intermediate-Term Extended Quality Portfolio Fund
3.76%4.29%3.80%3.27%2.42%2.59%3.05%3.26%2.95%3.01%3.42%3.06%
BLV
Vanguard Long-Term Bond ETF
4.68%4.68%4.06%4.17%3.37%5.84%3.57%4.07%3.63%4.16%4.37%3.90%

Drawdowns

DFTEX vs. BLV - Drawdown Comparison

The maximum DFTEX drawdown since its inception was -24.29%, smaller than the maximum BLV drawdown of -38.29%. Use the drawdown chart below to compare losses from any high point for DFTEX and BLV. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%December2025FebruaryMarchAprilMay
-8.32%
-28.30%
DFTEX
BLV

Volatility

DFTEX vs. BLV - Volatility Comparison

The current volatility for DFA Intermediate-Term Extended Quality Portfolio Fund (DFTEX) is 2.39%, while Vanguard Long-Term Bond ETF (BLV) has a volatility of 5.45%. This indicates that DFTEX experiences smaller price fluctuations and is considered to be less risky than BLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%December2025FebruaryMarchAprilMay
2.39%
5.45%
DFTEX
BLV