DFXIX vs. ABNFX
Compare and contrast key facts about DFA Diversified Fixed Income Portfolio (DFXIX) and American Funds The Bond Fund of America® Class F-2 (ABNFX).
DFXIX is managed by Dimensional. It was launched on Aug 10, 2016. ABNFX is managed by American Funds. It was launched on Aug 4, 2008.
Performance
DFXIX vs. ABNFX - Performance Comparison
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DFXIX vs. ABNFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFXIX DFA Diversified Fixed Income Portfolio | 0.29% | 5.85% | 3.05% | 4.93% | -7.88% | -0.56% | 5.90% | 269.83% | 1.07% | 0.87% |
ABNFX American Funds The Bond Fund of America® Class F-2 | -0.82% | 7.42% | 1.42% | 4.29% | -13.08% | -0.88% | 10.86% | 8.08% | 0.15% | 3.48% |
Returns By Period
In the year-to-date period, DFXIX achieves a 0.29% return, which is significantly higher than ABNFX's -0.82% return.
DFXIX
- 1D
- 0.40%
- 1M
- -1.29%
- YTD
- 0.29%
- 6M
- 1.05%
- 1Y
- 4.22%
- 3Y*
- 3.87%
- 5Y*
- 1.45%
- 10Y*
- —
ABNFX
- 1D
- 0.45%
- 1M
- -2.51%
- YTD
- -0.82%
- 6M
- 0.27%
- 1Y
- 3.61%
- 3Y*
- 3.09%
- 5Y*
- 0.00%
- 10Y*
- 1.93%
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DFXIX vs. ABNFX - Expense Ratio Comparison
DFXIX has a 0.15% expense ratio, which is lower than ABNFX's 0.35% expense ratio.
Return for Risk
DFXIX vs. ABNFX — Risk / Return Rank
DFXIX
ABNFX
DFXIX vs. ABNFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Diversified Fixed Income Portfolio (DFXIX) and American Funds The Bond Fund of America® Class F-2 (ABNFX). 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.
| DFXIX | ABNFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.57 | 0.96 | +0.61 |
Sortino ratioReturn per unit of downside risk | 2.27 | 1.38 | +0.88 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.17 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 2.57 | 1.61 | +0.96 |
Martin ratioReturn relative to average drawdown | 8.40 | 4.66 | +3.74 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DFXIX | ABNFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.57 | 0.96 | +0.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.00 | +0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.40 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.64 | -0.08 |
Correlation
The correlation between DFXIX and ABNFX is 0.89, 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
DFXIX vs. ABNFX - Dividend Comparison
DFXIX's dividend yield for the trailing twelve months is around 3.72%, less than ABNFX's 4.02% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFXIX DFA Diversified Fixed Income Portfolio | 3.72% | 3.21% | 3.72% | 3.02% | 2.69% | 2.31% | 1.39% | 102.11% | 2.10% | 1.09% | 0.00% | 0.00% |
ABNFX American Funds The Bond Fund of America® Class F-2 | 4.02% | 4.37% | 4.55% | 3.19% | 2.37% | 2.07% | 5.15% | 3.72% | 2.65% | 2.10% | 2.31% | 2.24% |
Drawdowns
DFXIX vs. ABNFX - Drawdown Comparison
The maximum DFXIX drawdown since its inception was -10.51%, smaller than the maximum ABNFX drawdown of -17.69%. Use the drawdown chart below to compare losses from any high point for DFXIX and ABNFX.
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Drawdown Indicators
| DFXIX | ABNFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.51% | -17.69% | +7.18% |
Max Drawdown (1Y)Largest decline over 1 year | -1.69% | -2.94% | +1.25% |
Max Drawdown (5Y)Largest decline over 5 years | -10.51% | -17.65% | +7.14% |
Max Drawdown (10Y)Largest decline over 10 years | — | -17.69% | — |
Current DrawdownCurrent decline from peak | -1.29% | -2.91% | +1.62% |
Average DrawdownAverage peak-to-trough decline | -2.34% | -3.30% | +0.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.52% | 1.02% | -0.50% |
Volatility
DFXIX vs. ABNFX - Volatility Comparison
The current volatility for DFA Diversified Fixed Income Portfolio (DFXIX) is 1.09%, while American Funds The Bond Fund of America® Class F-2 (ABNFX) has a volatility of 1.51%. This indicates that DFXIX experiences smaller price fluctuations and is considered to be less risky than ABNFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFXIX | ABNFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.09% | 1.51% | -0.42% |
Volatility (6M)Calculated over the trailing 6-month period | 1.84% | 2.48% | -0.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.85% | 4.39% | -1.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.58% | 5.91% | -2.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.85% | 4.87% | +24.98% |