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DFYGX vs. PIASX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DFYGX vs. PIASX - Performance Comparison

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

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DFYGX vs. PIASX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
PIASX
PIA Short Term Securities Fund
0.13%5.09%5.22%5.62%-1.09%-0.02%1.85%3.16%1.20%0.95%

Returns By Period

In the year-to-date period, DFYGX achieves a 0.88% return, which is significantly higher than PIASX's 0.13% return. Over the past 10 years, DFYGX has underperformed PIASX with an annualized return of 1.38%, while PIASX has yielded a comparatively higher 2.28% annualized 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%

PIASX

1D
0.10%
1M
-0.60%
YTD
0.13%
6M
1.19%
1Y
3.96%
3Y*
5.00%
5Y*
2.93%
10Y*
2.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DFYGX vs. PIASX - Expense Ratio Comparison

DFYGX has a 0.17% expense ratio, which is lower than PIASX's 0.39% expense ratio.


Return for Risk

DFYGX vs. PIASX — Risk / Return Rank

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

DFYGX
DFYGX Risk / Return Rank: 8686
Overall Rank
DFYGX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
DFYGX Sortino Ratio Rank: 9292
Sortino Ratio Rank
DFYGX Omega Ratio Rank: 100100
Omega Ratio Rank
DFYGX Calmar Ratio Rank: 8383
Calmar Ratio Rank
DFYGX Martin Ratio Rank: 5858
Martin Ratio Rank

PIASX
PIASX Risk / Return Rank: 9999
Overall Rank
PIASX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
PIASX Sortino Ratio Rank: 9898
Sortino Ratio Rank
PIASX Omega Ratio Rank: 9999
Omega Ratio Rank
PIASX Calmar Ratio Rank: 9999
Calmar Ratio Rank
PIASX Martin Ratio Rank: 9999
Martin Ratio Rank
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. PIASX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA Two-Year Government Portfolio (DFYGX) and PIA Short Term Securities Fund (PIASX). 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.


DFYGXPIASXDifference

Sharpe ratio

Return per unit of total volatility

2.38

3.56

-1.17

Sortino ratio

Return per unit of downside risk

2.73

5.64

-2.92

Omega ratio

Gain probability vs. loss probability

3.66

2.19

+1.47

Calmar ratio

Return relative to maximum drawdown

2.02

5.84

-3.83

Martin ratio

Return relative to average drawdown

5.58

35.20

-29.62

DFYGX vs. PIASX - Sharpe Ratio Comparison

The current DFYGX Sharpe Ratio is 2.38, which is lower than the PIASX Sharpe Ratio of 3.56. The chart below compares the historical Sharpe Ratios of DFYGX and PIASX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DFYGXPIASXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.38

3.56

-1.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.56

2.68

-1.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.40

2.38

-0.98

Sharpe Ratio (All Time)

Calculated using the full available price history

1.85

1.90

-0.05

Correlation

The correlation between DFYGX and PIASX is 0.31, 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. PIASX - Dividend Comparison

DFYGX's dividend yield for the trailing twelve months is around 2.81%, less than PIASX's 4.10% yield.


TTM20252024202320222021202020192018201720162015
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%
PIASX
PIA Short Term Securities Fund
4.10%4.57%4.69%3.61%1.32%0.78%1.34%2.01%1.59%1.15%1.05%0.81%

Drawdowns

DFYGX vs. PIASX - Drawdown Comparison

The maximum DFYGX drawdown since its inception was -4.46%, which is greater than PIASX's maximum drawdown of -3.28%. Use the drawdown chart below to compare losses from any high point for DFYGX and PIASX.


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Drawdown Indicators


DFYGXPIASXDifference

Max Drawdown

Largest peak-to-trough decline

-4.46%

-3.28%

-1.18%

Max Drawdown (1Y)

Largest decline over 1 year

-1.04%

-0.70%

-0.34%

Max Drawdown (5Y)

Largest decline over 5 years

-4.36%

-2.61%

-1.75%

Max Drawdown (10Y)

Largest decline over 10 years

-4.46%

-2.61%

-1.85%

Current Drawdown

Current decline from peak

0.00%

-0.60%

+0.60%

Average Drawdown

Average peak-to-trough decline

-0.30%

-0.25%

-0.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.38%

0.12%

+0.26%

Volatility

DFYGX vs. PIASX - Volatility Comparison

The current volatility for DFA Two-Year Government Portfolio (DFYGX) is 0.15%, while PIA Short Term Securities Fund (PIASX) has a volatility of 0.46%. This indicates that DFYGX experiences smaller price fluctuations and is considered to be less risky than PIASX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DFYGXPIASXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.15%

0.46%

-0.31%

Volatility (6M)

Calculated over the trailing 6-month period

0.41%

0.70%

-0.29%

Volatility (1Y)

Calculated over the trailing 1-year period

1.22%

1.09%

+0.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.22%

1.10%

+0.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.00%

0.96%

+0.04%