DIPSX vs. EIRRX
Compare and contrast key facts about DFA Inflation-Protected Securities Portfolio (DIPSX) and Eaton Vance Short Duration Inflation-Protected Income Fund (EIRRX).
DIPSX is managed by Dimensional. It was launched on Sep 17, 2006. EIRRX is managed by Eaton Vance. It was launched on Mar 31, 2010.
Performance
DIPSX vs. EIRRX - Performance Comparison
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DIPSX vs. EIRRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
EIRRX Eaton Vance Short Duration Inflation-Protected Income Fund | 0.35% | 4.63% | 5.65% | 6.33% | -3.08% | 7.84% | 5.25% | 5.60% | -0.15% | 1.94% |
Returns By Period
The year-to-date returns for both stocks are quite close, with DIPSX having a 0.36% return and EIRRX slightly lower at 0.35%. Over the past 10 years, DIPSX has underperformed EIRRX with an annualized return of 2.53%, while EIRRX has yielded a comparatively higher 3.75% 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%
EIRRX
- 1D
- 0.25%
- 1M
- -0.15%
- YTD
- 0.35%
- 6M
- 0.45%
- 1Y
- 3.23%
- 3Y*
- 4.71%
- 5Y*
- 3.84%
- 10Y*
- 3.75%
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DIPSX vs. EIRRX - Expense Ratio Comparison
DIPSX has a 0.11% expense ratio, which is lower than EIRRX's 0.64% expense ratio.
Return for Risk
DIPSX vs. EIRRX — Risk / Return Rank
DIPSX
EIRRX
DIPSX vs. EIRRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Inflation-Protected Securities Portfolio (DIPSX) and Eaton Vance Short Duration Inflation-Protected Income Fund (EIRRX). 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.
| DIPSX | EIRRX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.48 | 1.71 | -1.23 |
Sortino ratioReturn per unit of downside risk | 0.68 | 2.44 | -1.76 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.38 | -0.29 |
Calmar ratioReturn relative to maximum drawdown | 0.93 | 2.14 | -1.21 |
Martin ratioReturn relative to average drawdown | 2.70 | 9.49 | -6.80 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DIPSX | EIRRX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.48 | 1.71 | -1.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | 1.36 | -1.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 1.36 | -0.92 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 1.10 | -0.78 |
Correlation
The correlation between DIPSX and EIRRX is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
DIPSX vs. EIRRX - Dividend Comparison
DIPSX's dividend yield for the trailing twelve months is around 2.05%, less than EIRRX's 4.12% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
EIRRX Eaton Vance Short Duration Inflation-Protected Income Fund | 4.12% | 3.57% | 4.08% | 4.50% | 5.07% | 3.54% | 2.21% | 2.66% | 2.91% | 2.13% | 2.24% | 2.05% |
Drawdowns
DIPSX vs. EIRRX - Drawdown Comparison
The maximum DIPSX drawdown since its inception was -14.64%, which is greater than EIRRX's maximum drawdown of -10.27%. Use the drawdown chart below to compare losses from any high point for DIPSX and EIRRX.
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Drawdown Indicators
| DIPSX | EIRRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.64% | -10.27% | -4.37% |
Max Drawdown (1Y)Largest decline over 1 year | -3.02% | -1.18% | -1.84% |
Max Drawdown (5Y)Largest decline over 5 years | -14.64% | -6.22% | -8.42% |
Max Drawdown (10Y)Largest decline over 10 years | -14.64% | -10.27% | -4.37% |
Current DrawdownCurrent decline from peak | -1.92% | -0.54% | -1.38% |
Average DrawdownAverage peak-to-trough decline | -4.60% | -1.01% | -3.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.04% | 0.27% | +0.77% |
Volatility
DIPSX vs. EIRRX - Volatility Comparison
DFA Inflation-Protected Securities Portfolio (DIPSX) has a higher volatility of 1.40% compared to Eaton Vance Short Duration Inflation-Protected Income Fund (EIRRX) at 0.69%. This indicates that DIPSX's price experiences larger fluctuations and is considered to be riskier than EIRRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DIPSX | EIRRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.40% | 0.69% | +0.71% |
Volatility (6M)Calculated over the trailing 6-month period | 2.35% | 1.12% | +1.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.31% | 1.96% | +2.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.37% | 2.85% | +3.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.73% | 2.76% | +2.97% |