DFXIX vs. LSSAX
Compare and contrast key facts about DFA Diversified Fixed Income Portfolio (DFXIX) and Loomis Sayles Securitized Asset Fund (LSSAX).
DFXIX is managed by Dimensional. It was launched on Aug 10, 2016. LSSAX is managed by Loomis Sayles Funds. It was launched on Mar 2, 2006.
Performance
DFXIX vs. LSSAX - Performance Comparison
Loading graphics...
DFXIX vs. LSSAX - 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% |
LSSAX Loomis Sayles Securitized Asset Fund | 0.29% | 8.32% | 3.94% | 7.01% | -11.82% | 0.64% | 4.68% | 6.81% | 2.48% | 3.40% |
Returns By Period
As of year-to-date, both investments have demonstrated similar returns, with DFXIX at 0.29% and LSSAX at 0.29%.
DFXIX
- 1D
- 0.40%
- 1M
- -1.29%
- YTD
- 0.29%
- 6M
- 1.05%
- 1Y
- 4.22%
- 3Y*
- 3.87%
- 5Y*
- 1.45%
- 10Y*
- —
LSSAX
- 1D
- 0.64%
- 1M
- -1.53%
- YTD
- 0.29%
- 6M
- 1.82%
- 1Y
- 5.17%
- 3Y*
- 5.37%
- 5Y*
- 1.38%
- 10Y*
- 2.53%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DFXIX vs. LSSAX - Expense Ratio Comparison
DFXIX has a 0.15% expense ratio, which is higher than LSSAX's 0.00% 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
DFXIX vs. LSSAX — Risk / Return Rank
DFXIX
LSSAX
DFXIX vs. LSSAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Diversified Fixed Income Portfolio (DFXIX) and Loomis Sayles Securitized Asset Fund (LSSAX). 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 | LSSAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.57 | 1.61 | -0.04 |
Sortino ratioReturn per unit of downside risk | 2.27 | 2.49 | -0.22 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.30 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 2.57 | 3.41 | -0.84 |
Martin ratioReturn relative to average drawdown | 8.40 | 10.00 | -1.60 |
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
| DFXIX | LSSAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.57 | 1.61 | -0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.25 | +0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.59 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.95 | -0.38 |
Correlation
The correlation between DFXIX and LSSAX is 0.84, 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. LSSAX - Dividend Comparison
DFXIX's dividend yield for the trailing twelve months is around 3.72%, less than LSSAX's 4.28% 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% |
LSSAX Loomis Sayles Securitized Asset Fund | 4.28% | 4.23% | 4.54% | 5.65% | 6.47% | 6.38% | 5.95% | 5.48% | 5.62% | 5.42% | 5.12% | 5.20% |
Drawdowns
DFXIX vs. LSSAX - Drawdown Comparison
The maximum DFXIX drawdown since its inception was -10.51%, smaller than the maximum LSSAX drawdown of -16.40%. Use the drawdown chart below to compare losses from any high point for DFXIX and LSSAX.
Loading graphics...
Drawdown Indicators
| DFXIX | LSSAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.51% | -16.40% | +5.89% |
Max Drawdown (1Y)Largest decline over 1 year | -1.69% | -2.45% | +0.76% |
Max Drawdown (5Y)Largest decline over 5 years | -10.51% | -16.40% | +5.89% |
Max Drawdown (10Y)Largest decline over 10 years | — | -16.40% | — |
Current DrawdownCurrent decline from peak | -1.29% | -1.53% | +0.24% |
Average DrawdownAverage peak-to-trough decline | -2.34% | -1.98% | -0.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.52% | 0.84% | -0.32% |
Volatility
DFXIX vs. LSSAX - Volatility Comparison
The current volatility for DFA Diversified Fixed Income Portfolio (DFXIX) is 1.09%, while Loomis Sayles Securitized Asset Fund (LSSAX) has a volatility of 1.24%. This indicates that DFXIX experiences smaller price fluctuations and is considered to be less risky than LSSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| DFXIX | LSSAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.09% | 1.24% | -0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 1.84% | 2.68% | -0.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.85% | 4.69% | -1.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.58% | 5.73% | -2.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.85% | 4.39% | +25.46% |