DFYGX vs. BUSIX

Last updated Apr 2, 2026

Compare and contrast key facts about DFA Two-Year Government Portfolio (DFYGX) and Sterling Capital Ultra Short Bond Fund (BUSIX).

DFYGX is managed by Dimensional. It was launched on Jun 6, 1996. BUSIX is managed by Sterling Capital. It was launched on Nov 30, 2012.

Performance

DFYGX vs. BUSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA Two-Year Government Portfolio (DFYGX) and Sterling Capital Ultra Short Bond Fund (BUSIX). The values are adjusted to include any dividend payments, if applicable.

DFYGX vs. BUSIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DFYGX DFA Two-Year Government Portfolio	0.88%	2.16%	5.15%	5.00%	-3.02%	-0.51%	0.38%	2.20%	1.42%	0.29%
BUSIX Sterling Capital Ultra Short Bond Fund	0.83%	4.93%	5.87%	5.09%	0.32%	0.31%	2.16%	3.27%	1.66%	1.37%

Returns By Period

In the year-to-date period, DFYGX achieves a 0.88% return, which is significantly higher than BUSIX's 0.83% return. Over the past 10 years, DFYGX has underperformed BUSIX with an annualized return of 1.38%, while BUSIX has yielded a comparatively higher 2.68% annualized return.

DFYGX

• 1D: 0.00%
• 1M: 0.25%
• YTD: 0.88%
• 6M: 1.90%
• 1Y: 2.85%
• 3Y*: 3.99%
• 5Y*: 1.89%
• 10Y*: 1.38%

BUSIX

• 1D: 0.04%
• 1M: 0.05%
• YTD: 0.83%
• 6M: 1.93%
• 1Y: 4.56%
• 3Y*: 5.24%
• 5Y*: 3.45%
• 10Y*: 2.68%

*Multi-year figures are annualized to reflect compound growth (CAGR)

DFYGX vs. BUSIX - Expense Ratio Comparison

DFYGX has a 0.17% expense ratio, which is lower than BUSIX'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%.

BUSIX

Sterling Capital Ultra Short Bond Fund

DFYGX

DFA Two-Year Government Portfolio

Return for Risk

DFYGX vs. BUSIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DFYGX

DFYGX Risk / Return Rank: 82
DFYGX Sharpe Ratio Rank: 95
DFYGX Sortino Ratio Rank: 91
DFYGX Omega Ratio Rank: 100
DFYGX Calmar Ratio Rank: 75
DFYGX Martin Ratio Rank: 48

BUSIX

BUSIX Risk / Return Rank: 100
BUSIX Sharpe Ratio Rank: 99
BUSIX Sortino Ratio Rank: 100
BUSIX Omega Ratio Rank: 100
BUSIX Calmar Ratio Rank: 100
BUSIX Martin Ratio Rank: 100

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DFYGX vs. BUSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA Two-Year Government Portfolio (DFYGX) and Sterling Capital Ultra Short Bond Fund (BUSIX). 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.

	DFYGX	BUSIX	Difference
Sharpe ratio Return per unit of total volatility	2.38	3.78	-1.39
Sortino ratio Return per unit of downside risk	2.73	13.61	-10.88
Omega ratio Gain probability vs. loss probability	3.66	5.42	-1.76
Calmar ratio Return relative to maximum drawdown	1.91	16.23	-14.31
Martin ratio Return relative to average drawdown	5.30	104.01	-98.72
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DFYGX vs. BUSIX - Sharpe Ratio Comparison

The current DFYGX Sharpe Ratio is 2.38, which is lower than the BUSIX Sharpe Ratio of 3.78. The chart below compares the historical Sharpe Ratios of DFYGX and BUSIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	DFYGX	BUSIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.38	3.78	-1.39
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.56	2.81	-1.26
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	1.40	2.42	-1.02
Sharpe Ratio (All Time) Calculated using the full available price history	1.85	2.10	-0.25

Correlation

The correlation between DFYGX and BUSIX is 0.15, 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.

Dividends

DFYGX vs. BUSIX - Dividend Comparison

DFYGX's dividend yield for the trailing twelve months is around 2.81%, less than BUSIX's 3.89% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DFYGX DFA Two-Year Government Portfolio	2.81%	2.04%	4.84%	3.07%	1.14%	0.00%	0.27%	1.87%	1.82%	1.01%	0.58%	0.49%
BUSIX Sterling Capital Ultra Short Bond Fund	3.89%	4.29%	4.65%	3.48%	1.87%	1.24%	1.72%	2.60%	2.05%	1.57%	1.74%	1.36%

Drawdowns

DFYGX vs. BUSIX - Drawdown Comparison

The maximum DFYGX drawdown since its inception was -4.46%, which is greater than BUSIX's maximum drawdown of -3.16%. Use the drawdown chart below to compare losses from any high point for DFYGX and BUSIX.

Drawdown Indicators

	DFYGX	BUSIX	Difference
Max Drawdown Largest peak-to-trough decline	-4.46%	-3.16%	-1.30%
Max Drawdown (1Y) Largest decline over 1 year	-1.04%	-0.30%	-0.74%
Max Drawdown (5Y) Largest decline over 5 years	-4.36%	-1.46%	-2.90%
Max Drawdown (10Y) Largest decline over 10 years	-4.46%	-3.16%	-1.30%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-0.30%	-0.11%	-0.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.38%	0.05%	+0.33%

Volatility

DFYGX vs. BUSIX - Volatility Comparison

The current volatility for DFA Two-Year Government Portfolio (DFYGX) is 0.15%, while Sterling Capital Ultra Short Bond Fund (BUSIX) has a volatility of 0.36%. This indicates that DFYGX experiences smaller price fluctuations and is considered to be less risky than BUSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DFYGX	BUSIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.15%	0.36%	-0.21%
Volatility (6M) Calculated over the trailing 6-month period	0.41%	0.89%	-0.48%
Volatility (1Y) Calculated over the trailing 1-year period	1.21%	1.32%	-0.11%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	1.22%	1.23%	-0.01%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	0.99%	1.11%	-0.12%