DFYGX vs. SQIFX
Compare and contrast key facts about DFA Two-Year Government Portfolio (DFYGX) and Sit Quality Income Fund (SQIFX).
DFYGX is managed by Dimensional. It was launched on Jun 6, 1996. SQIFX is managed by Sit. It was launched on Dec 31, 2012.
Performance
DFYGX vs. SQIFX - Performance Comparison
Loading graphics...
DFYGX vs. SQIFX - 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% |
SQIFX Sit Quality Income Fund | 0.16% | 6.32% | 3.93% | 3.39% | -2.68% | 1.24% | 2.89% | 3.13% | 0.90% | 1.16% |
Returns By Period
In the year-to-date period, DFYGX achieves a 0.88% return, which is significantly higher than SQIFX's 0.16% return. Over the past 10 years, DFYGX has underperformed SQIFX with an annualized return of 1.38%, while SQIFX has yielded a comparatively higher 2.08% 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%
SQIFX
- 1D
- 0.10%
- 1M
- -0.83%
- YTD
- 0.16%
- 6M
- 1.10%
- 1Y
- 3.94%
- 3Y*
- 4.18%
- 5Y*
- 2.35%
- 10Y*
- 2.08%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DFYGX vs. SQIFX - Expense Ratio Comparison
DFYGX has a 0.17% expense ratio, which is lower than SQIFX's 0.90% expense ratio.
Return for Risk
DFYGX vs. SQIFX — Risk / Return Rank
DFYGX
SQIFX
DFYGX vs. SQIFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Two-Year Government Portfolio (DFYGX) and Sit Quality Income Fund (SQIFX). 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 | SQIFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.38 | 1.70 | +0.68 |
Sortino ratioReturn per unit of downside risk | 2.73 | 2.73 | 0.00 |
Omega ratioGain probability vs. loss probability | 3.66 | 1.34 | +2.33 |
Calmar ratioReturn relative to maximum drawdown | 1.91 | 2.93 | -1.01 |
Martin ratioReturn relative to average drawdown | 5.30 | 10.48 | -5.18 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| DFYGX | SQIFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.38 | 1.70 | +0.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.56 | 1.03 | +0.52 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.40 | 1.18 | +0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.85 | 1.05 | +0.79 |
Correlation
The correlation between DFYGX and SQIFX is 0.12, 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. SQIFX - Dividend Comparison
DFYGX's dividend yield for the trailing twelve months is around 2.81%, less than SQIFX's 3.86% 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% |
SQIFX Sit Quality Income Fund | 3.86% | 4.21% | 3.96% | 2.78% | 3.42% | 1.23% | 1.13% | 1.95% | 1.82% | 1.16% | 0.89% | 0.95% |
Drawdowns
DFYGX vs. SQIFX - Drawdown Comparison
The maximum DFYGX drawdown since its inception was -4.46%, which is greater than SQIFX's maximum drawdown of -4.22%. Use the drawdown chart below to compare losses from any high point for DFYGX and SQIFX.
Loading graphics...
Drawdown Indicators
| DFYGX | SQIFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.46% | -4.22% | -0.24% |
Max Drawdown (1Y)Largest decline over 1 year | -1.04% | -1.55% | +0.51% |
Max Drawdown (5Y)Largest decline over 5 years | -4.36% | -4.22% | -0.14% |
Max Drawdown (10Y)Largest decline over 10 years | -4.46% | -4.22% | -0.24% |
Current DrawdownCurrent decline from peak | 0.00% | -1.03% | +1.03% |
Average DrawdownAverage peak-to-trough decline | -0.30% | -0.45% | +0.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.38% | 0.43% | -0.05% |
Volatility
DFYGX vs. SQIFX - Volatility Comparison
The current volatility for DFA Two-Year Government Portfolio (DFYGX) is 0.15%, while Sit Quality Income Fund (SQIFX) has a volatility of 0.81%. This indicates that DFYGX experiences smaller price fluctuations and is considered to be less risky than SQIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| DFYGX | SQIFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.15% | 0.81% | -0.66% |
Volatility (6M)Calculated over the trailing 6-month period | 0.41% | 1.54% | -1.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.21% | 2.47% | -1.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.22% | 2.29% | -1.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.99% | 1.77% | -0.78% |