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DIPSX vs. DFFVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DIPSX vs. DFFVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA Inflation-Protected Securities Portfolio (DIPSX) and DFA U.S. Targeted Value Portfolio (DFFVX). The values are adjusted to include any dividend payments, if applicable.

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DIPSX vs. DFFVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DIPSX
DFA Inflation-Protected Securities Portfolio
0.36%5.77%2.02%3.93%-12.26%5.55%11.65%8.54%-1.30%3.28%
DFFVX
DFA U.S. Targeted Value Portfolio
3.27%9.53%9.34%19.37%-4.66%31.53%3.78%21.51%-15.79%9.20%

Returns By Period

In the year-to-date period, DIPSX achieves a 0.36% return, which is significantly lower than DFFVX's 3.27% return. Over the past 10 years, DIPSX has underperformed DFFVX with an annualized return of 2.53%, while DFFVX has yielded a comparatively higher 10.23% annualized return.


DIPSX

1D
0.63%
1M
-1.41%
YTD
0.36%
6M
0.19%
1Y
1.69%
3Y*
2.74%
5Y*
1.18%
10Y*
2.53%

DFFVX

1D
-0.57%
1M
-5.78%
YTD
3.27%
6M
6.24%
1Y
21.73%
3Y*
13.51%
5Y*
8.15%
10Y*
10.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DIPSX vs. DFFVX - Expense Ratio Comparison

DIPSX has a 0.11% expense ratio, which is lower than DFFVX's 0.29% expense ratio.


Return for Risk

DIPSX vs. DFFVX — Risk / Return Rank

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

DIPSX
DIPSX Risk / Return Rank: 2222
Overall Rank
DIPSX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
DIPSX Sortino Ratio Rank: 1616
Sortino Ratio Rank
DIPSX Omega Ratio Rank: 1515
Omega Ratio Rank
DIPSX Calmar Ratio Rank: 3434
Calmar Ratio Rank
DIPSX Martin Ratio Rank: 2525
Martin Ratio Rank

DFFVX
DFFVX Risk / Return Rank: 5454
Overall Rank
DFFVX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
DFFVX Sortino Ratio Rank: 5858
Sortino Ratio Rank
DFFVX Omega Ratio Rank: 5252
Omega Ratio Rank
DFFVX Calmar Ratio Rank: 5757
Calmar Ratio Rank
DFFVX Martin Ratio Rank: 5050
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.

DIPSX vs. DFFVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA Inflation-Protected Securities Portfolio (DIPSX) and DFA U.S. Targeted Value Portfolio (DFFVX). 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.


DIPSXDFFVXDifference

Sharpe ratio

Return per unit of total volatility

0.48

0.97

-0.49

Sortino ratio

Return per unit of downside risk

0.68

1.49

-0.81

Omega ratio

Gain probability vs. loss probability

1.09

1.21

-0.12

Calmar ratio

Return relative to maximum drawdown

0.93

1.31

-0.38

Martin ratio

Return relative to average drawdown

2.70

4.88

-2.19

DIPSX vs. DFFVX - Sharpe Ratio Comparison

The current DIPSX Sharpe Ratio is 0.48, which is lower than the DFFVX Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of DIPSX and DFFVX, 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


DIPSXDFFVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.48

0.97

-0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

0.38

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.43

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.45

-0.14

Correlation

The correlation between DIPSX and DFFVX is -0.08. 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

DIPSX vs. DFFVX - Dividend Comparison

DIPSX's dividend yield for the trailing twelve months is around 2.05%, more than DFFVX's 1.66% yield.


TTM20252024202320222021202020192018201720162015
DIPSX
DFA Inflation-Protected Securities Portfolio
2.05%2.43%2.70%3.73%8.14%4.86%1.58%2.12%2.28%2.64%1.99%0.69%
DFFVX
DFA U.S. Targeted Value Portfolio
1.66%1.69%1.40%2.26%5.17%2.74%1.52%3.82%5.95%5.16%3.95%5.84%

Drawdowns

DIPSX vs. DFFVX - Drawdown Comparison

The maximum DIPSX drawdown since its inception was -14.64%, smaller than the maximum DFFVX drawdown of -64.21%. Use the drawdown chart below to compare losses from any high point for DIPSX and DFFVX.


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Drawdown Indicators


DIPSXDFFVXDifference

Max Drawdown

Largest peak-to-trough decline

-14.64%

-64.21%

+49.57%

Max Drawdown (1Y)

Largest decline over 1 year

-3.02%

-14.71%

+11.69%

Max Drawdown (5Y)

Largest decline over 5 years

-14.64%

-26.09%

+11.45%

Max Drawdown (10Y)

Largest decline over 10 years

-14.64%

-50.75%

+36.11%

Current Drawdown

Current decline from peak

-1.92%

-8.07%

+6.15%

Average Drawdown

Average peak-to-trough decline

-4.60%

-9.76%

+5.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.04%

3.96%

-2.92%

Volatility

DIPSX vs. DFFVX - Volatility Comparison

The current volatility for DFA Inflation-Protected Securities Portfolio (DIPSX) is 1.40%, while DFA U.S. Targeted Value Portfolio (DFFVX) has a volatility of 4.90%. This indicates that DIPSX experiences smaller price fluctuations and is considered to be less risky than DFFVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DIPSXDFFVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.40%

4.90%

-3.50%

Volatility (6M)

Calculated over the trailing 6-month period

2.35%

12.20%

-9.85%

Volatility (1Y)

Calculated over the trailing 1-year period

4.31%

22.60%

-18.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.37%

21.69%

-15.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.73%

23.67%

-17.94%