DFTEX vs. BND
Compare and contrast key facts about DFA Intermediate-Term Extended Quality Portfolio Fund (DFTEX) and Vanguard Total Bond Market ETF (BND).
DFTEX is managed by Dimensional. It was launched on Jul 20, 2010. BND is a passively managed fund by Vanguard that tracks the performance of the Bloomberg U.S. Aggregate Float Adjusted Index. It was launched on Apr 3, 2007.
Performance
DFTEX vs. BND - Performance Comparison
Loading graphics...
DFTEX vs. BND - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
BND Vanguard Total Bond Market ETF | 0.05% | 7.08% | 1.38% | 5.65% | -13.11% | -1.86% | 7.71% | 8.84% | -0.12% | 3.57% |
Returns By Period
In the year-to-date period, DFTEX achieves a -0.88% return, which is significantly lower than BND's 0.05% return. Over the past 10 years, DFTEX has outperformed BND with an annualized return of 2.40%, while BND has yielded a comparatively lower 1.67% 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%
BND
- 1D
- 0.22%
- 1M
- -1.74%
- YTD
- 0.05%
- 6M
- 0.95%
- 1Y
- 4.24%
- 3Y*
- 3.59%
- 5Y*
- 0.24%
- 10Y*
- 1.67%
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. BND - Expense Ratio Comparison
DFTEX has a 0.20% expense ratio, which is higher than BND'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. BND — Risk / Return Rank
DFTEX
BND
DFTEX vs. BND - 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 Total Bond Market ETF (BND). 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.
| DFTEX | BND | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.05 | 0.99 | +0.05 |
Sortino ratioReturn per unit of downside risk | 1.50 | 1.41 | +0.09 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.18 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.46 | 1.81 | -0.35 |
Martin ratioReturn relative to average drawdown | 4.93 | 4.98 | -0.05 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| DFTEX | BND | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.05 | 0.99 | +0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.12 | 0.04 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 0.30 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.59 | -0.13 |
Correlation
The correlation between DFTEX and BND 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. BND - Dividend Comparison
DFTEX's dividend yield for the trailing twelve months is around 4.76%, more than BND's 3.91% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
BND Vanguard Total Bond Market ETF | 3.91% | 3.86% | 3.67% | 3.09% | 2.60% | 2.12% | 2.38% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% |
Drawdowns
DFTEX vs. BND - Drawdown Comparison
The maximum DFTEX drawdown since its inception was -22.83%, which is greater than BND's maximum drawdown of -18.58%. Use the drawdown chart below to compare losses from any high point for DFTEX and BND.
Loading graphics...
Drawdown Indicators
| DFTEX | BND | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.83% | -18.58% | -4.25% |
Max Drawdown (1Y)Largest decline over 1 year | -3.30% | -2.44% | -0.86% |
Max Drawdown (5Y)Largest decline over 5 years | -22.83% | -17.91% | -4.92% |
Max Drawdown (10Y)Largest decline over 10 years | -22.83% | -18.58% | -4.25% |
Current DrawdownCurrent decline from peak | -2.66% | -2.58% | -0.08% |
Average DrawdownAverage peak-to-trough decline | -4.49% | -3.07% | -1.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.98% | 0.89% | +0.09% |
Volatility
DFTEX vs. BND - Volatility Comparison
DFA Intermediate-Term Extended Quality Portfolio Fund (DFTEX) has a higher volatility of 1.87% compared to Vanguard Total Bond Market ETF (BND) at 1.63%. This indicates that DFTEX's price experiences larger fluctuations and is considered to be riskier than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| DFTEX | BND | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.87% | 1.63% | +0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 2.76% | 2.52% | +0.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.69% | 4.30% | +0.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.70% | 6.00% | +0.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.88% | 5.52% | +0.36% |