Correlation
The correlation between DFXIX and SPAB is 0.03, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
DFXIX vs. SPAB
Compare and contrast key facts about DFA Diversified Fixed Income Portfolio (DFXIX) and SPDR Portfolio Aggregate Bond ETF (SPAB).
DFXIX is managed by Dimensional Fund Advisors LP. It was launched on Aug 10, 2016. SPAB is a passively managed fund by State Street that tracks the performance of the Bloomberg US Aggregate. It was launched on May 23, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFXIX or SPAB.
Performance
DFXIX vs. SPAB - Performance Comparison
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Key characteristics
DFXIX:
1.97
SPAB:
1.10
DFXIX:
2.88
SPAB:
1.61
DFXIX:
1.37
SPAB:
1.19
DFXIX:
1.11
SPAB:
0.47
DFXIX:
6.39
SPAB:
2.72
DFXIX:
0.91%
SPAB:
2.16%
DFXIX:
2.97%
SPAB:
5.35%
DFXIX:
-11.27%
SPAB:
-18.56%
DFXIX:
-0.43%
SPAB:
-6.82%
Returns By Period
In the year-to-date period, DFXIX achieves a 2.78% return, which is significantly higher than SPAB's 2.55% return.
DFXIX
2.78%
0.22%
2.15%
5.57%
2.45%
0.31%
N/A
SPAB
2.55%
0.04%
0.70%
5.41%
1.47%
-0.94%
1.51%
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DFXIX vs. SPAB - Expense Ratio Comparison
DFXIX has a 0.15% expense ratio, which is higher than SPAB'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%.
Risk-Adjusted Performance
DFXIX vs. SPAB — Risk-Adjusted Performance Rank
DFXIX
SPAB
DFXIX vs. SPAB - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Diversified Fixed Income Portfolio (DFXIX) and SPDR Portfolio Aggregate Bond ETF (SPAB). 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.
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Dividends
DFXIX vs. SPAB - Dividend Comparison
DFXIX's dividend yield for the trailing twelve months is around 3.77%, less than SPAB's 3.90% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFXIX DFA Diversified Fixed Income Portfolio | 3.77% | 3.72% | 3.02% | 2.69% | 2.27% | 1.39% | 2.11% | 2.10% | 1.89% | 0.67% | 0.00% | 0.00% |
SPAB SPDR Portfolio Aggregate Bond ETF | 3.90% | 3.86% | 3.34% | 2.59% | 2.11% | 2.43% | 2.92% | 2.96% | 2.67% | 2.63% | 2.59% | 2.43% |
Drawdowns
DFXIX vs. SPAB - Drawdown Comparison
The maximum DFXIX drawdown since its inception was -11.27%, smaller than the maximum SPAB drawdown of -18.56%. Use the drawdown chart below to compare losses from any high point for DFXIX and SPAB.
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Volatility
DFXIX vs. SPAB - Volatility Comparison
The current volatility for DFA Diversified Fixed Income Portfolio (DFXIX) is 1.11%, while SPDR Portfolio Aggregate Bond ETF (SPAB) has a volatility of 1.45%. This indicates that DFXIX experiences smaller price fluctuations and is considered to be less risky than SPAB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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