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DIPSX vs. PTTRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DIPSX vs. PTTRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA Inflation-Protected Securities Portfolio (DIPSX) and PIMCO Total Return Fund Institutional Class (PTTRX). The values are adjusted to include any dividend payments, if applicable.

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DIPSX vs. PTTRX - 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%
PTTRX
PIMCO Total Return Fund Institutional Class
-1.02%9.35%2.62%6.33%-14.72%-0.59%8.88%8.36%-0.24%5.13%

Returns By Period

In the year-to-date period, DIPSX achieves a 0.36% return, which is significantly higher than PTTRX's -1.02% return. Over the past 10 years, DIPSX has outperformed PTTRX with an annualized return of 2.53%, while PTTRX has yielded a comparatively lower 2.24% 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%

PTTRX

1D
0.58%
1M
-3.11%
YTD
-1.02%
6M
0.68%
1Y
4.56%
3Y*
4.69%
5Y*
0.65%
10Y*
2.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DIPSX vs. PTTRX - Expense Ratio Comparison

DIPSX has a 0.11% expense ratio, which is lower than PTTRX's 0.47% expense ratio.


Return for Risk

DIPSX vs. PTTRX — 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

PTTRX
PTTRX Risk / Return Rank: 5353
Overall Rank
PTTRX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
PTTRX Sortino Ratio Rank: 5353
Sortino Ratio Rank
PTTRX Omega Ratio Rank: 4242
Omega Ratio Rank
PTTRX Calmar Ratio Rank: 6969
Calmar Ratio Rank
PTTRX Martin Ratio Rank: 4646
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. PTTRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA Inflation-Protected Securities Portfolio (DIPSX) and PIMCO Total Return Fund Institutional Class (PTTRX). 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.


DIPSXPTTRXDifference

Sharpe ratio

Return per unit of total volatility

0.48

1.00

-0.52

Sortino ratio

Return per unit of downside risk

0.68

1.41

-0.74

Omega ratio

Gain probability vs. loss probability

1.09

1.18

-0.09

Calmar ratio

Return relative to maximum drawdown

0.93

1.56

-0.63

Martin ratio

Return relative to average drawdown

2.70

4.64

-1.95

DIPSX vs. PTTRX - Sharpe Ratio Comparison

The current DIPSX Sharpe Ratio is 0.48, which is lower than the PTTRX Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of DIPSX and PTTRX, 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


DIPSXPTTRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.48

1.00

-0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

0.11

+0.08

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

1.15

-0.83

Correlation

The correlation between DIPSX and PTTRX is 0.77, 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.


Dividends

DIPSX vs. PTTRX - Dividend Comparison

DIPSX's dividend yield for the trailing twelve months is around 2.05%, less than PTTRX's 4.14% 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%
PTTRX
PIMCO Total Return Fund Institutional Class
4.14%4.47%4.61%3.81%3.63%2.59%6.11%3.96%3.13%2.63%3.02%6.64%

Drawdowns

DIPSX vs. PTTRX - Drawdown Comparison

The maximum DIPSX drawdown since its inception was -14.64%, smaller than the maximum PTTRX drawdown of -19.28%. Use the drawdown chart below to compare losses from any high point for DIPSX and PTTRX.


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Drawdown Indicators


DIPSXPTTRXDifference

Max Drawdown

Largest peak-to-trough decline

-14.64%

-19.28%

+4.64%

Max Drawdown (1Y)

Largest decline over 1 year

-3.02%

-3.67%

+0.65%

Max Drawdown (5Y)

Largest decline over 5 years

-14.64%

-19.28%

+4.64%

Max Drawdown (10Y)

Largest decline over 10 years

-14.64%

-19.28%

+4.64%

Current Drawdown

Current decline from peak

-1.92%

-3.11%

+1.19%

Average Drawdown

Average peak-to-trough decline

-4.60%

-2.19%

-2.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.04%

1.23%

-0.19%

Volatility

DIPSX vs. PTTRX - Volatility Comparison

The current volatility for DFA Inflation-Protected Securities Portfolio (DIPSX) is 1.40%, while PIMCO Total Return Fund Institutional Class (PTTRX) has a volatility of 2.04%. This indicates that DIPSX experiences smaller price fluctuations and is considered to be less risky than PTTRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DIPSXPTTRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.40%

2.04%

-0.64%

Volatility (6M)

Calculated over the trailing 6-month period

2.35%

2.98%

-0.63%

Volatility (1Y)

Calculated over the trailing 1-year period

4.31%

5.15%

-0.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.37%

6.20%

+0.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.73%

5.19%

+0.54%