DFYGX vs. BBBIX
DFYGX (DFA Two-Year Government Portfolio) and BBBIX (BBH Limited Duration Fund) are both Ultrashort Bond funds. Over the past 10 years, DFYGX returned 1.41%/yr vs 3.43%/yr for BBBIX. At a 0.30 correlation, their price movements are largely independent. DFYGX charges 0.17%/yr vs 0.27%/yr for BBBIX.
Performance
DFYGX vs. BBBIX - Performance Comparison
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Returns By Period
In the year-to-date period, DFYGX achieves a 1.41% return, which is significantly higher than BBBIX's 1.26% return. Over the past 10 years, DFYGX has underperformed BBBIX with an annualized return of 1.41%, while BBBIX has yielded a comparatively higher 3.43% annualized return.
DFYGX
- 1D
- 0.00%
- 1M
- 0.10%
- YTD
- 1.41%
- 6M
- 1.52%
- 1Y
- 2.42%
- 3Y*
- 3.84%
- 5Y*
- 1.99%
- 10Y*
- 1.41%
BBBIX
- 1D
- -0.10%
- 1M
- 0.26%
- YTD
- 1.26%
- 6M
- 1.67%
- 1Y
- 4.50%
- 3Y*
- 6.21%
- 5Y*
- 3.96%
- 10Y*
- 3.43%
DFYGX vs. BBBIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFYGX DFA Two-Year Government Portfolio | 1.41% | 2.16% | 5.15% | 5.00% | -3.02% | -0.51% | 0.38% | 2.20% | 1.42% | 0.29% |
BBBIX BBH Limited Duration Fund | 1.26% | 5.62% | 6.79% | 7.63% | -1.42% | 1.06% | 2.85% | 4.39% | 2.07% | 2.51% |
Correlation
The correlation between DFYGX and BBBIX is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Jul 20, 2000 | 0.30 |
The correlation between DFYGX and BBBIX shifts across timeframes, from 0.13 (3 years) to 0.30 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DFYGX vs. BBBIX — Risk / Return Rank
DFYGX
BBBIX
DFYGX vs. BBBIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Two-Year Government Portfolio (DFYGX) and BBH Limited Duration Fund (BBBIX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DFYGX | BBBIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.00 | ||
| Sortino ratioReturn per unit of downside risk | -5.20 | ||
| Omega ratioGain probability vs. loss probability | 2.20 | 2.21 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.36 | 8.10 | -5.73 |
| Martin ratioReturn relative to average drawdown | 8.43 | 33.63 | -25.19 |
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Drawdowns
DFYGX vs. BBBIX - Drawdown Comparison
The maximum DFYGX drawdown since its inception was -4.46%, smaller than the maximum BBBIX drawdown of -6.60%. Use the drawdown chart below to compare losses from any high point for DFYGX and BBBIX.
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Drawdown Indicators
| DFYGX | BBBIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.46% | -6.60% | +2.14% |
Max Drawdown (1Y)Largest decline over 1 year | -1.04% | -0.57% | -0.47% |
Max Drawdown (3Y)Largest decline over 3 years | -1.04% | -0.57% | -0.47% |
Max Drawdown (5Y)Largest decline over 5 years | -4.36% | -3.16% | -1.20% |
Max Drawdown (10Y)Largest decline over 10 years | -4.46% | -6.60% | +2.14% |
Current DrawdownCurrent decline from peak | -0.10% | -0.19% | +0.09% |
Average DrawdownAverage peak-to-trough decline | -0.30% | -0.46% | +0.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.29% | 0.14% | +0.15% |
Volatility
DFYGX vs. BBBIX - Volatility Comparison
The current volatility for DFA Two-Year Government Portfolio (DFYGX) is 0.35%, while BBH Limited Duration Fund (BBBIX) has a volatility of 0.48%. This indicates that DFYGX experiences smaller price fluctuations and is considered to be less risky than BBBIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFYGX | BBBIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.35% | 0.48% | -0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 0.60% | 1.07% | -0.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.29% | 1.59% | -0.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.24% | 1.55% | -0.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.00% | 1.48% | -0.48% |
DFYGX vs. BBBIX - Expense Ratio Comparison
DFYGX has a 0.17% expense ratio, which is lower than BBBIX's 0.27% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
DFYGX vs. BBBIX - Dividend Comparison
DFYGX's dividend yield for the trailing twelve months is around 2.80%, less than BBBIX's 4.61% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BBBIX BBH Limited Duration Fund | 4.61% | 4.68% | 4.88% | 4.31% | 1.84% | 1.35% | 2.09% | 3.01% | 2.66% | 2.09% | 2.23% | 2.08% |
DFYGX DFA Two-Year Government Portfolio | 2.80% | 2.04% | 4.84% | 3.07% | 1.14% | 0.00% | 0.27% | 1.87% | 1.82% | 1.01% | 0.58% | 0.49% |
Frequently Asked Questions
DFYGX and BBBIX have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BBBIX has higher volatility (0.48%) compared to DFYGX (0.35%). In terms of maximum drawdown, DFYGX dropped -4.46% vs BBBIX's -6.60%.
BBBIX currently has the higher Sharpe Ratio (2.91 vs 1.91), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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