DIPSX vs. DFIGX
Compare and contrast key facts about DFA Inflation-Protected Securities Portfolio (DIPSX) and DFA Intermediate Government Fixed Income Portfolio (DFIGX).
DIPSX is managed by Dimensional Fund Advisors LP. It was launched on Sep 17, 2006. DFIGX is managed by Dimensional Fund Advisors LP. It was launched on Oct 18, 1990.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DIPSX or DFIGX.
Key characteristics
| DIPSX | DFIGX | |
|---|---|---|
| YTD Return | 3.26% | 1.13% |
| 1Y Return | 7.47% | 6.50% |
| 3Y Return (Ann) | -2.18% | -2.68% |
| 5Y Return (Ann) | 2.22% | -0.58% |
| 10Y Return (Ann) | 2.19% | 1.08% |
| Sharpe Ratio | 1.48 | 1.15 |
| Sortino Ratio | 2.21 | 1.71 |
| Omega Ratio | 1.27 | 1.20 |
| Calmar Ratio | 0.58 | 0.38 |
| Martin Ratio | 6.71 | 3.69 |
| Ulcer Index | 1.13% | 1.82% |
| Daily Std Dev | 5.14% | 5.84% |
| Max Drawdown | -15.57% | -19.56% |
| Current Drawdown | -6.50% | -12.31% |
Correlation
The correlation between DIPSX and DFIGX is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
DIPSX vs. DFIGX - Performance Comparison
In the year-to-date period, DIPSX achieves a 3.26% return, which is significantly higher than DFIGX's 1.13% return. Over the past 10 years, DIPSX has outperformed DFIGX with an annualized return of 2.19%, while DFIGX has yielded a comparatively lower 1.08% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DIPSX vs. DFIGX - Expense Ratio Comparison
Both DIPSX and DFIGX have an expense ratio of 0.11%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
DIPSX vs. DFIGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Inflation-Protected Securities Portfolio (DIPSX) and DFA Intermediate Government Fixed Income Portfolio (DFIGX). 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.
Dividends
DIPSX vs. DFIGX - Dividend Comparison
DIPSX's dividend yield for the trailing twelve months is around 3.18%, more than DFIGX's 2.68% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DIPSX DFA Inflation-Protected Securities Portfolio | 3.18% | 3.74% | 8.15% | 4.82% | 1.28% | 1.97% | 2.28% | 2.64% | 1.75% | 0.60% | 1.91% | 1.37% |
DFIGX DFA Intermediate Government Fixed Income Portfolio | 2.68% | 2.33% | 1.78% | 1.32% | 1.62% | 2.17% | 2.19% | 2.03% | 2.00% | 2.04% | 2.22% | 2.49% |
Drawdowns
DIPSX vs. DFIGX - Drawdown Comparison
The maximum DIPSX drawdown since its inception was -15.57%, smaller than the maximum DFIGX drawdown of -19.56%. Use the drawdown chart below to compare losses from any high point for DIPSX and DFIGX. For additional features, visit the drawdowns tool.
Volatility
DIPSX vs. DFIGX - Volatility Comparison
The current volatility for DFA Inflation-Protected Securities Portfolio (DIPSX) is 1.28%, while DFA Intermediate Government Fixed Income Portfolio (DFIGX) has a volatility of 1.63%. This indicates that DIPSX experiences smaller price fluctuations and is considered to be less risky than DFIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.