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DFYGX vs. SADIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DFYGX vs. SADIX - Performance Comparison

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

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Returns By Period

The year-to-date returns for both stocks are quite close, with DFYGX having a 1.41% return and SADIX slightly lower at 1.38%. Over the past 10 years, DFYGX has underperformed SADIX with an annualized return of 1.42%, while SADIX has yielded a comparatively higher 2.91% annualized return.


DFYGX

1D
0.10%
1M
0.10%
YTD
1.41%
6M
1.52%
1Y
2.42%
3Y*
3.84%
5Y*
1.99%
10Y*
1.42%

SADIX

1D
0.00%
1M
0.24%
YTD
1.38%
6M
1.75%
1Y
4.52%
3Y*
5.63%
5Y*
3.70%
10Y*
2.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DFYGX vs. SADIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
SADIX
Allspring Ultra Short-Term Income Fund
1.38%5.28%6.34%6.27%-0.56%0.22%2.73%3.82%1.68%1.50%

Correlation

The correlation between DFYGX and SADIX is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.14

Correlation (3Y)
Calculated over the trailing 3-year period

0.02

Correlation (5Y)
Calculated over the trailing 5-year period

0.22

Correlation (10Y)
Calculated over the trailing 10-year period

0.15

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2000

0.16

The correlation between DFYGX and SADIX shifts across timeframes, from 0.02 (3 years) to 0.22 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

DFYGX vs. SADIX — Risk / Return Rank

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

DFYGX
DFYGX Risk / Return Rank: 5555
Overall Rank
DFYGX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
DFYGX Sortino Ratio Rank: 3535
Sortino Ratio Rank
DFYGX Omega Ratio Rank: 9898
Omega Ratio Rank
DFYGX Calmar Ratio Rank: 4646
Calmar Ratio Rank
DFYGX Martin Ratio Rank: 4444
Martin Ratio Rank

SADIX
SADIX Risk / Return Rank: 9898
Overall Rank
SADIX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
SADIX Sortino Ratio Rank: 9999
Sortino Ratio Rank
SADIX Omega Ratio Rank: 9999
Omega Ratio Rank
SADIX Calmar Ratio Rank: 9999
Calmar Ratio Rank
SADIX 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. SADIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA Two-Year Government Portfolio (DFYGX) and Allspring Ultra Short-Term Income Fund (SADIX). 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.


DFYGXSADIXDifference
Sharpe ratioReturn per unit of total volatility

-1.15

Sortino ratioReturn per unit of downside risk

-6.72

Omega ratioGain probability vs. loss probability

2.25

3.07

-0.81

Calmar ratioReturn relative to maximum drawdown

2.47

13.40

-10.94

Martin ratioReturn relative to average drawdown

8.81

51.49

-42.68

DFYGX vs. SADIX - Sharpe Ratio Comparison

The current DFYGX Sharpe Ratio is 1.99, which is lower than the SADIX Sharpe Ratio of 3.13. The chart below compares the historical Sharpe Ratios of DFYGX and SADIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DFYGX vs. SADIX - Drawdown Comparison

The maximum DFYGX drawdown since its inception was -4.46%, smaller than the maximum SADIX drawdown of -7.34%. Use the drawdown chart below to compare losses from any high point for DFYGX and SADIX.


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Drawdown Indicators


DFYGXSADIXDifference

Max Drawdown

Largest peak-to-trough decline

-4.46%

-7.34%

+2.88%

Max Drawdown (1Y)

Largest decline over 1 year

-1.04%

-0.34%

-0.70%

Max Drawdown (3Y)

Largest decline over 3 years

-1.04%

-0.57%

-0.47%

Max Drawdown (5Y)

Largest decline over 5 years

-4.36%

-2.16%

-2.20%

Max Drawdown (10Y)

Largest decline over 10 years

-4.46%

-4.67%

+0.21%

Current Drawdown

Current decline from peak

-0.10%

-0.23%

+0.13%

Average Drawdown

Average peak-to-trough decline

-0.30%

-0.37%

+0.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.29%

0.09%

+0.20%

Volatility

DFYGX vs. SADIX - Volatility Comparison

The current volatility for DFA Two-Year Government Portfolio (DFYGX) is 0.37%, while Allspring Ultra Short-Term Income Fund (SADIX) has a volatility of 0.51%. This indicates that DFYGX experiences smaller price fluctuations and is considered to be less risky than SADIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DFYGXSADIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.37%

0.51%

-0.14%

Volatility (6M)

Calculated over the trailing 6-month period

0.60%

1.06%

-0.46%

Volatility (1Y)

Calculated over the trailing 1-year period

1.29%

1.45%

-0.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.24%

1.41%

-0.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.00%

1.34%

-0.34%

DFYGX vs. SADIX - Expense Ratio Comparison

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


Dividends

DFYGX vs. SADIX - Dividend Comparison

DFYGX's dividend yield for the trailing twelve months is around 2.80%, less than SADIX's 4.30% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
SADIX
Allspring Ultra Short-Term Income Fund
4.30%4.45%4.39%2.99%1.44%0.80%1.85%2.44%2.03%1.49%1.36%1.11%

Frequently Asked Questions


DFYGX and SADIX have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SADIX has higher volatility (0.51%) compared to DFYGX (0.37%). In terms of maximum drawdown, DFYGX dropped -4.46% vs SADIX's -7.34%.

SADIX currently has the higher Sharpe Ratio (3.13 vs 1.99), 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.

Portfolio Optimizer

Find the right allocation for DFYGX and SADIX

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