DFTEX vs. BSV
Compare and contrast key facts about DFA Intermediate-Term Extended Quality Portfolio Fund (DFTEX) and Vanguard Short-Term Bond ETF (BSV).
DFTEX is managed by Dimensional Fund Advisors LP. It was launched on Jul 20, 2010. BSV is a passively managed fund by Vanguard that tracks the performance of the Barclays U.S. 1-5 Year Government/Credit Float Adjusted Index. It was launched on Apr 3, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFTEX or BSV.
Key characteristics
| DFTEX | BSV | |
|---|---|---|
| YTD Return | 2.91% | 3.22% |
| 1Y Return | 9.41% | 5.54% |
| 3Y Return (Ann) | -1.90% | 0.73% |
| 5Y Return (Ann) | 0.53% | 1.24% |
| 10Y Return (Ann) | 2.40% | 1.57% |
| Sharpe Ratio | 1.80 | 2.35 |
| Sortino Ratio | 2.71 | 3.68 |
| Omega Ratio | 1.32 | 1.46 |
| Calmar Ratio | 0.68 | 1.39 |
| Martin Ratio | 7.50 | 10.50 |
| Ulcer Index | 1.43% | 0.59% |
| Daily Std Dev | 5.96% | 2.62% |
| Max Drawdown | -22.83% | -8.54% |
| Current Drawdown | -7.59% | -1.39% |
Correlation
The correlation between DFTEX and BSV is 0.78, 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.
Performance
DFTEX vs. BSV - Performance Comparison
In the year-to-date period, DFTEX achieves a 2.91% return, which is significantly lower than BSV's 3.22% return. Over the past 10 years, DFTEX has outperformed BSV with an annualized return of 2.40%, while BSV has yielded a comparatively lower 1.57% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DFTEX vs. BSV - Expense Ratio Comparison
DFTEX has a 0.20% expense ratio, which is higher than BSV'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%.
Risk-Adjusted Performance
DFTEX vs. BSV - 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 Short-Term Bond ETF (BSV). 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.
Dividends
DFTEX vs. BSV - Dividend Comparison
DFTEX's dividend yield for the trailing twelve months is around 4.07%, more than BSV's 3.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFTEX DFA Intermediate-Term Extended Quality Portfolio Fund | 4.07% | 3.80% | 3.27% | 2.42% | 2.59% | 3.05% | 3.26% | 2.95% | 3.01% | 3.42% | 3.06% | 2.84% |
BSV Vanguard Short-Term Bond ETF | 3.26% | 2.46% | 1.50% | 1.45% | 1.79% | 2.29% | 1.99% | 1.65% | 1.49% | 1.40% | 1.45% | 1.48% |
Drawdowns
DFTEX vs. BSV - Drawdown Comparison
The maximum DFTEX drawdown since its inception was -22.83%, which is greater than BSV's maximum drawdown of -8.54%. Use the drawdown chart below to compare losses from any high point for DFTEX and BSV. For additional features, visit the drawdowns tool.
Volatility
DFTEX vs. BSV - Volatility Comparison
DFA Intermediate-Term Extended Quality Portfolio Fund (DFTEX) has a higher volatility of 1.86% compared to Vanguard Short-Term Bond ETF (BSV) at 0.57%. This indicates that DFTEX's price experiences larger fluctuations and is considered to be riskier than BSV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.