PortfoliosLab logo
DFTEX vs. BND
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DFTEX and BND is -0.11. 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: -0.1

Performance

DFTEX vs. BND - 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 Total Bond Market ETF (BND). The values are adjusted to include any dividend payments, if applicable.

30.00%35.00%40.00%45.00%50.00%December2025FebruaryMarchAprilMay
50.27%
36.29%
DFTEX
BND

Key characteristics

Sharpe Ratio

DFTEX:

1.18

BND:

1.34

Sortino Ratio

DFTEX:

1.74

BND:

1.94

Omega Ratio

DFTEX:

1.20

BND:

1.23

Calmar Ratio

DFTEX:

0.48

BND:

0.55

Martin Ratio

DFTEX:

3.72

BND:

3.45

Ulcer Index

DFTEX:

1.79%

BND:

2.06%

Daily Std Dev

DFTEX:

5.67%

BND:

5.31%

Max Drawdown

DFTEX:

-24.29%

BND:

-18.84%

Current Drawdown

DFTEX:

-8.32%

BND:

-7.18%

Returns By Period

In the year-to-date period, DFTEX achieves a 1.11% return, which is significantly lower than BND's 2.39% return. Over the past 10 years, DFTEX has outperformed BND with an annualized return of 1.93%, while BND has yielded a comparatively lower 1.48% annualized return.


DFTEX

YTD

1.11%

1M

-1.44%

6M

1.31%

1Y

5.99%

5Y*

-0.20%

10Y*

1.93%

BND

YTD

2.39%

1M

-0.61%

6M

2.14%

1Y

6.30%

5Y*

-0.88%

10Y*

1.48%

*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. 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%.


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 BND: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BND: 0.03%

Risk-Adjusted Performance

DFTEX vs. BND — 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

BND
The Risk-Adjusted Performance Rank of BND is 8080
Overall Rank
The Sharpe Ratio Rank of BND is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of BND is 8888
Sortino Ratio Rank
The Omega Ratio Rank of BND is 8484
Omega Ratio Rank
The Calmar Ratio Rank of BND is 6363
Calmar Ratio Rank
The Martin Ratio Rank of BND 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. BND - 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 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.


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
BND: 1.34
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
BND: 1.94
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
BND: 1.23
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
BND: 0.55
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
BND: 3.45

The current DFTEX Sharpe Ratio is 1.18, which is comparable to the BND Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of DFTEX and BND, 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 Ratio0.000.501.001.502.00December2025FebruaryMarchAprilMay
1.18
1.34
DFTEX
BND

Dividends

DFTEX vs. BND - Dividend Comparison

DFTEX's dividend yield for the trailing twelve months is around 3.76%, which matches BND's 3.75% 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%
BND
Vanguard Total Bond Market ETF
3.75%3.67%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%

Drawdowns

DFTEX vs. BND - Drawdown Comparison

The maximum DFTEX drawdown since its inception was -24.29%, which is greater than BND's maximum drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for DFTEX and BND. For additional features, visit the drawdowns tool.


-11.00%-10.00%-9.00%-8.00%-7.00%-6.00%December2025FebruaryMarchAprilMay
-8.32%
-7.18%
DFTEX
BND

Volatility

DFTEX vs. BND - Volatility Comparison

DFA Intermediate-Term Extended Quality Portfolio Fund (DFTEX) has a higher volatility of 2.39% compared to Vanguard Total Bond Market ETF (BND) at 2.18%. 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.


1.20%1.40%1.60%1.80%2.00%2.20%2.40%December2025FebruaryMarchAprilMay
2.39%
2.18%
DFTEX
BND