DFYGX vs. FGUSX
Compare and contrast key facts about DFA Two-Year Government Portfolio (DFYGX) and Federated Hermes Government Ultrashort Fund (FGUSX).
DFYGX is managed by Dimensional. It was launched on Jun 6, 1996. FGUSX is managed by Federated. It was launched on Jul 10, 1997.
Performance
DFYGX vs. FGUSX - Performance Comparison
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DFYGX vs. FGUSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
DFYGX DFA Two-Year Government Portfolio | 0.88% | 2.16% | 5.15% | 5.00% | 0.00% |
FGUSX Federated Hermes Government Ultrashort Fund | 0.48% | 5.22% | 4.67% | 4.61% | 0.33% |
Returns By Period
In the year-to-date period, DFYGX achieves a 0.88% return, which is significantly higher than FGUSX's 0.48% return.
DFYGX
- 1D
- 0.04%
- 1M
- 0.25%
- YTD
- 0.88%
- 6M
- 1.90%
- 1Y
- 2.85%
- 3Y*
- 3.99%
- 5Y*
- 1.89%
- 10Y*
- 1.38%
FGUSX
- 1D
- 0.00%
- 1M
- -0.30%
- YTD
- 0.48%
- 6M
- 1.82%
- 1Y
- 4.36%
- 3Y*
- 4.55%
- 5Y*
- —
- 10Y*
- —
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DFYGX vs. FGUSX - Expense Ratio Comparison
DFYGX has a 0.17% expense ratio, which is lower than FGUSX's 0.26% 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%.
Return for Risk
DFYGX vs. FGUSX — Risk / Return Rank
DFYGX
FGUSX
DFYGX vs. FGUSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Two-Year Government Portfolio (DFYGX) and Federated Hermes Government Ultrashort Fund (FGUSX). 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 | FGUSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.38 | 3.24 | -0.86 |
Sortino ratioReturn per unit of downside risk | 2.73 | 10.04 | -7.31 |
Omega ratioGain probability vs. loss probability | 3.66 | 3.19 | +0.48 |
Calmar ratioReturn relative to maximum drawdown | 2.02 | 15.63 | -13.61 |
Martin ratioReturn relative to average drawdown | 5.58 | 47.88 | -42.30 |
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
| DFYGX | FGUSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.38 | 3.24 | -0.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.56 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.40 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.85 | 3.02 | -1.17 |
Correlation
The correlation between DFYGX and FGUSX is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
DFYGX vs. FGUSX - Dividend Comparison
DFYGX's dividend yield for the trailing twelve months is around 2.81%, less than FGUSX's 4.15% 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% |
FGUSX Federated Hermes Government Ultrashort Fund | 4.15% | 4.66% | 4.56% | 4.70% | 0.33% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DFYGX vs. FGUSX - Drawdown Comparison
The maximum DFYGX drawdown since its inception was -4.46%, which is greater than FGUSX's maximum drawdown of -0.31%. Use the drawdown chart below to compare losses from any high point for DFYGX and FGUSX.
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Drawdown Indicators
| DFYGX | FGUSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.46% | -0.31% | -4.15% |
Max Drawdown (1Y)Largest decline over 1 year | -1.04% | -0.31% | -0.73% |
Max Drawdown (5Y)Largest decline over 5 years | -4.36% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -4.46% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.30% | +0.30% |
Average DrawdownAverage peak-to-trough decline | -0.30% | -0.06% | -0.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.38% | 0.10% | +0.28% |
Volatility
DFYGX vs. FGUSX - Volatility Comparison
The current volatility for DFA Two-Year Government Portfolio (DFYGX) is 0.15%, while Federated Hermes Government Ultrashort Fund (FGUSX) has a volatility of 0.22%. This indicates that DFYGX experiences smaller price fluctuations and is considered to be less risky than FGUSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFYGX | FGUSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.15% | 0.22% | -0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 0.41% | 1.02% | -0.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.22% | 1.48% | -0.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.22% | 1.57% | -0.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.00% | 1.57% | -0.57% |